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[WIP] Order price can now be 0 to accommodate unusual scenarios #161

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[WIP] Order price can now be 0 to accommodate unusual scenarios #161

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1a383ab
Order price can now be 0 to accommodate scenario where closing a posi…
davidandreoletti Jun 7, 2021
a861460
Fixed error message
davidandreoletti Jun 7, 2021
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4 changes: 2 additions & 2 deletions vectorbt/portfolio/nb.py
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Original file line number Diff line number Diff line change
Expand Up @@ -379,8 +379,8 @@ def execute_order_nb(state: ProcessOrderState, order: Order) -> tp.Tuple[Execute
raise ValueError("position is negative but order.direction is Direction.LongOnly")
if order.direction == Direction.ShortOnly and position > 0:
raise ValueError("position is positive but order.direction is Direction.ShortOnly")
if not np.isfinite(order.price) or order.price <= 0:
raise ValueError("order.price must be finite and greater than 0")
if not np.isfinite(order.price) or order.price < 0:
raise ValueError("order.price must be finite and greater than or equal to 0")
if not np.isfinite(order.fees) or order.fees < 0:
raise ValueError("order.fees must be finite and 0 or greater")
if not np.isfinite(order.fixed_fees) or order.fixed_fees < 0:
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