MAINT: Change slippage guard to check for slippage model base type.

Now that VolumeShareSlippage and FixedSlippage inherit from the same
class, check for `SlippageModel` instead of the inividual classes.
This commit is contained in:
Eddie Hebert
2013-06-10 10:27:16 -04:00
parent 5727080b21
commit 4bde1e4c11
+2 -2
View File
@@ -35,7 +35,7 @@ from zipline.utils.factory import create_simulation_parameters
from zipline.transforms.utils import StatefulTransform
from zipline.finance.slippage import (
VolumeShareSlippage,
FixedSlippage,
SlippageModel,
transact_partial
)
from zipline.finance.commission import PerShare, PerTrade
@@ -403,7 +403,7 @@ class TradingAlgorithm(object):
self.blotter.transact = transact
def set_slippage(self, slippage):
if not isinstance(slippage, (VolumeShareSlippage, FixedSlippage)):
if not isinstance(slippage, SlippageModel):
raise UnsupportedSlippageModel()
if self.initialized:
raise OverrideSlippagePostInit()