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Commit f8f4969

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BUG: Ensure order.size is an int
Fixes #954
1 parent f94b20f commit f8f4969

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‎backtesting/backtesting.py

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -590,7 +590,8 @@ def _copy(self, **kwargs):
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def close(self, portion: float = 1.):
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"""Place new `Order` to close `portion` of the trade at next market price."""
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assert 0 < portion <= 1, "portion must be a fraction between 0 and 1"
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size = copysign(max(1, round(abs(self.__size) * portion)), -self.__size)
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# Ensure size is an int to avoid rounding errors on 32-bit OS
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size = copysign(max(1, int(round(abs(self.__size) * portion))), -self.__size)
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order = Order(self.__broker, size, parent_trade=self, tag=self.__tag)
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self.__broker.orders.insert(0, order)
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