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MAINT: allowed_asset_types is already defined in the base class

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Richard Frank
2017-05-05 14:06:35 -04:00
parent 0e0cb2f343
commit 45c48afa8e
1 changed files with 0 additions and 4 deletions
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zipline/finance/slippage.py
-4
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@@ -193,8 +193,6 @@ class VolumeShareSlippage(SlippageModel):
"""
Model slippage as a function of the volume of contracts traded.
"""
allowed_asset_types = (Equity, Future)
def __init__(self, volume_limit=DEFAULT_EQUITY_VOLUME_SLIPPAGE_BAR_LIMIT,
price_impact=0.1):
@@ -271,8 +269,6 @@ class FixedSlippage(SlippageModel):
spread : float, optional
spread / 2 will be added to buys and subtracted from sells.
"""
allowed_asset_types = (Equity, Future)
def __init__(self, spread=0.0):
super(FixedSlippage, self).__init__()
self.spread = spread