Fix simulation edge cases in slippage, controls, and metrics

docs/source/whatsnew/skeleton.txt

@@ -31,7 +31,13 @@ None
 Bug Fixes
 ~~~~~~~~~
 
-None
+- Fix ``fill_price_worse_than_limit_price`` skipping limit price check when
+  ``order.limit`` is ``0.0`` due to Python truthiness (:issue:`xxx`).
+- Fix ``Positions`` metric class calling ``ledger.positions`` property as a method
+  (:issue:`xxx`).
+- Fix multiple Python truthiness checks that should use ``is not None`` in
+  ``validate_order_params``, ``_can_order_asset``, ``AssetDateBounds.validate``,
+  ``MaxOrderSize``, and ``MaxPositionSize`` (:issue:`xxx`).
 
 Performance
 ~~~~~~~~~~~

src/zipline/algorithm.py

@@ -1193,7 +1193,7 @@ def _can_order_asset(self, asset):
                 " Use 'sid()' or 'symbol()' methods to look up an Asset."
             )
 
-        if asset.auto_close_date:
+        if asset.auto_close_date is not None:
             # TODO FIXME TZ MESS
             day = self.trading_calendar.minute_to_session(self.get_datetime())
 
@@ -1300,7 +1300,7 @@ def validate_order_params(self, asset, amount, limit_price, stop_price, style):
                 msg="order() can only be called from within handle_data()"
             )
 
-        if style:
+        if style is not None:
             if limit_price:
                 raise UnsupportedOrderParameters(
                     msg="Passing both limit_price and style is not supported."

src/zipline/finance/controls.py

@@ -155,10 +155,10 @@ def __init__(self, on_error, asset=None, max_shares=None, max_notional=None):
         if max_shares is None and max_notional is None:
             raise ValueError("Must supply at least one of max_shares and max_notional")
 
-        if max_shares and max_shares < 0:
+        if max_shares is not None and max_shares < 0:
             raise ValueError("max_shares cannot be negative.")
 
-        if max_notional and max_notional < 0:
+        if max_notional is not None and max_notional < 0:
             raise ValueError("max_notional must be positive.")
 
     def validate(self, asset, amount, portfolio, algo_datetime, algo_current_data):
@@ -199,10 +199,10 @@ def __init__(self, on_error, asset=None, max_shares=None, max_notional=None):
         if max_shares is None and max_notional is None:
             raise ValueError("Must supply at least one of max_shares and max_notional")
 
-        if max_shares and max_shares < 0:
+        if max_shares is not None and max_shares < 0:
             raise ValueError("max_shares cannot be negative.")
 
-        if max_notional and max_notional < 0:
+        if max_notional is not None and max_notional < 0:
             raise ValueError("max_notional must be positive.")
 
     def validate(self, asset, amount, portfolio, algo_datetime, algo_current_data):
@@ -268,13 +268,13 @@ def validate(self, asset, amount, portfolio, algo_datetime, algo_current_data):
         normalized_algo_dt = algo_datetime.normalize().tz_localize(None)
 
         # Fail if the algo is before this Asset's start_date
-        if asset.start_date:
+        if asset.start_date is not None:
             normalized_start = asset.start_date.normalize()
             if normalized_algo_dt < normalized_start:
                 metadata = {"asset_start_date": normalized_start}
                 self.handle_violation(asset, amount, algo_datetime, metadata=metadata)
         # Fail if the algo has passed this Asset's end_date
-        if asset.end_date:
+        if asset.end_date is not None:
             normalized_end = asset.end_date.normalize()
             if normalized_algo_dt > normalized_end:
                 metadata = {"asset_end_date": normalized_end}

src/zipline/finance/metrics/metric.py

@@ -277,10 +277,10 @@ class Positions:
     """Tracks daily positions."""
 
     def end_of_bar(self, packet, ledger, dt, session_ix, data_portal):
-        packet["minute_perf"]["positions"] = ledger.positions(dt)
+        packet["minute_perf"]["positions"] = ledger.positions
 
     def end_of_session(self, packet, ledger, dt, session_ix, data_portal):
-        packet["daily_perf"]["positions"] = ledger.positions()
+        packet["daily_perf"]["positions"] = ledger.positions
 
 
 class ReturnsStatistic:

src/zipline/finance/slippage.py

@@ -61,7 +61,7 @@ def fill_price_worse_than_limit_price(fill_price, order):
     bool: Whether the fill price is above the limit price (for a buy) or below
     the limit price (for a sell).
     """
-    if order.limit:
+    if order.limit is not None:
         # this is tricky! if an order with a limit price has reached
         # the limit price, we will try to fill the order. do not fill
         # these shares if the impacted price is worse than the limit