BUG: Removed SlippageModel from olmar example.

Fix crash due to 'delay' was no longer supported.
But removing SlippageModel override, since current configs
should be functionally equivalent to FixedSlippage.
This commit is contained in:
Thomas Wiecki
2013-05-02 16:54:08 -04:00
committed by Eddie Hebert
parent b8b21b347f
commit d56f1b73f8
+1 -7
View File
@@ -1,12 +1,11 @@
import sys
import logbook
import datetime
import numpy as np
from zipline.algorithm import TradingAlgorithm
from zipline.transforms import MovingAverage
from zipline.utils.factory import load_bars_from_yahoo
from zipline.finance import slippage, commission
from zipline.finance import commission
zipline_logging = logbook.NestedSetup([
logbook.NullHandler(level=logbook.DEBUG, bubble=True),
@@ -38,11 +37,6 @@ class OLMAR(TradingAlgorithm):
self.add_transform(MovingAverage, 'mavg', ['price'],
window_length=window_length)
no_delay = datetime.timedelta(minutes=0)
slip = slippage.VolumeShareSlippage(volume_limit=0.25,
price_impact=0,
delay=no_delay)
self.set_slippage(slip)
self.set_commission(commission.PerShare(cost=0))
def handle_data(self, data):