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refactored so that slippage is implemented as pluggable classes.
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@@ -4,8 +4,7 @@ from collections import defaultdict
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from zipline.test_algorithms import ExceptionAlgorithm, DivByZeroAlgorithm, \
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InitializeTimeoutAlgorithm, TooMuchProcessingAlgorithm
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from zipline.finance.trading import SIMULATION_STYLE
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from zipline.core.devsimulator import AddressAllocator
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from zipline.finance.slippage import FixedSlippage
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from zipline.lines import SimulatedTrading
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from zipline.gens.transform import StatefulTransform
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from zipline.utils.timeout import TimeoutException
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@@ -29,7 +28,7 @@ class ExceptionTestCase(TestCase):
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def setUp(self):
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self.zipline_test_config = {
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'sid' : 133,
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'simulation_style' : SIMULATION_STYLE.FIXED_SLIPPAGE
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'slippage' : FixedSlippage()
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}
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setup_logger(self)
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