quantlab.execution.rules.is_close

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

vectorbt’s is_close_nb: equal up to its relative and absolute tolerance.

One of the vectorbt numeric rules this module owns; the backtest metrics that rebuild vectorbt’s accounting use it too, so fills and metrics cannot drift.

Examples

>>> is_close(1.0, 1.0 + 1e-12), is_close(1.0, 1.001), is_close(float("nan"), 0.0)
(True, False, False)