diff --git a/zipline/examples/olmar.py b/zipline/examples/olmar.py index af88cfb8..99db9264 100644 --- a/zipline/examples/olmar.py +++ b/zipline/examples/olmar.py @@ -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):