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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.
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@@ -35,7 +35,7 @@ from zipline.utils.factory import create_simulation_parameters
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from zipline.transforms.utils import StatefulTransform
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from zipline.finance.slippage import (
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VolumeShareSlippage,
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FixedSlippage,
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SlippageModel,
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transact_partial
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)
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from zipline.finance.commission import PerShare, PerTrade
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@@ -403,7 +403,7 @@ class TradingAlgorithm(object):
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self.blotter.transact = transact
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def set_slippage(self, slippage):
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if not isinstance(slippage, (VolumeShareSlippage, FixedSlippage)):
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if not isinstance(slippage, SlippageModel):
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raise UnsupportedSlippageModel()
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if self.initialized:
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raise OverrideSlippagePostInit()
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