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BUG: Fixed abstractness of MarketImpactBase

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This commit is contained in:
Richard Frank
2017-05-05 14:09:02 -04:00
parent a1d055abb1
commit 56a993bfc6
2 changed files with 11 additions and 12 deletions
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tests/finance/test_slippage.py
+1 -2
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@@ -32,7 +32,6 @@ from zipline.finance.asset_restrictions import NoRestrictions
from zipline.finance.order import Order
from zipline.finance.slippage import (
fill_price_worse_than_limit_price,
MarketImpactBase,
NO_DATA_VOLATILITY_SLIPPAGE_IMPACT,
VolatilityVolumeShare,
VolumeShareSlippage,
@@ -875,7 +874,7 @@ class MarketImpactTestCase(WithCreateBarData, ZiplineTestCase):
data = self.create_bardata(simulation_dt_func=lambda: minute)
asset = self.asset_finder.retrieve_asset(1)
mean_volume, volatility = MarketImpactBase()._get_window_data(
mean_volume, volatility = VolatilityVolumeShare(0.0)._get_window_data(
data, asset, window_length=20,
)