From 4bde1e4c11984c845614abe49dddd7645c076e6e Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Mon, 10 Jun 2013 10:27:16 -0400 Subject: [PATCH] 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. --- zipline/algorithm.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/zipline/algorithm.py b/zipline/algorithm.py index d38bdee6..72a9365f 100644 --- a/zipline/algorithm.py +++ b/zipline/algorithm.py @@ -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()