quantlab.execution.rules.add

quantlab.execution.rules.add(a, b)

vectorbt’s add_nb: a + b, exactly 0 when the two cancel up to tolerance.

Of opposite signs (or one of them 0) they cancel when their magnitudes are is_close; of the same sign when the sum is is_close to 0. Written out rather than through is_close, since it runs per order. Takes numpy scalars as well as floats, and returns a float.

Examples

>>> add(0.3, -0.3 + 1e-13), add(1.0, 2.0)
(0.0, 3.0)