Merge pull request #1657 from quantopian/compare-slippage-models

ENH: Solidify equality comparisons for SlippageModel classes

tests/finance/test_slippage.py

@@ -88,6 +88,13 @@ class SlippageTestCase(WithCreateBarData,
         super(SlippageTestCase, cls).init_class_fixtures()
         cls.ASSET133 = cls.env.asset_finder.retrieve_asset(133)
 
+    def test_equality_and_comparison(self):
+        vol1 = VolumeShareSlippage(volume_limit=0.2)
+        vol2 = VolumeShareSlippage(volume_limit=0.2)
+
+        self.assertEqual(vol1, vol2)
+        self.assertEqual(hash(vol1), hash(vol2))
+
     def test_fill_price_worse_than_limit_price(self):
         non_limit_order = TestOrder(limit=None, direction=1)
         limit_buy = TestOrder(limit=1.5, direction=1)

zipline/finance/slippage.py

@@ -16,7 +16,7 @@ from __future__ import division
 
 import abc
 import math
-from six import with_metaclass
+from six import with_metaclass, iteritems
 
 from pandas import isnull
 
@@ -152,6 +152,18 @@ class SlippageModel(with_metaclass(abc.ABCMeta)):
     def __call__(self, bar_data, asset, current_orders):
         return self.simulate(bar_data, asset, current_orders)
 
+    def __eq__(self, other):
+        return self._attrs_to_check() == other._attrs_to_check()
+
+    def __hash__(self):
+        return hash((
+            type(self),
+            tuple(sorted(iteritems(self._attrs_to_check())))
+        ))
+
+    def _attrs_to_check(self):
+        return self.__dict__
+
 
 class VolumeShareSlippage(SlippageModel):
     """Model slippage as a function of the volume of shares traded.