diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py index 208e1db3..f81a2cb5 100644 --- a/zipline/finance/slippage.py +++ b/zipline/finance/slippage.py @@ -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