Merge pull request #430 from 0xEljh/master

add relative tolerance to allocate outlay check
pmorissette · Dec 1, 2023 · 2c6a203 · 2c6a203
2 parents 2b4c87b + e949e06
commit 2c6a203
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/bt/core.py b/bt/core.py
@@ -1540,7 +1540,7 @@ def allocate(self, amount, update=True):
             i = 0
             last_q = q
             last_amount_short = full_outlay - amount
-            while not np.isclose(full_outlay, amount, rtol=0.0) and q != 0:
+            while not np.isclose(full_outlay, amount, rtol=TOL) and q != 0:
                 dq_wout_considering_tx_costs = (full_outlay - amount) / (self._price * self.multiplier)
                 q = q - dq_wout_considering_tx_costs