From 45c48afa8ea31a05d137224b1cccc18c3222afad Mon Sep 17 00:00:00 2001 From: Richard Frank Date: Fri, 5 May 2017 14:06:35 -0400 Subject: [PATCH] MAINT: allowed_asset_types is already defined in the base class --- zipline/finance/slippage.py | 4 ---- 1 file changed, 4 deletions(-) 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