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MAINT: Removes unneeded assignment in slippage.
`direction` is set on each iteration of the loop, making the initial assignment unneeded.
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@@ -103,7 +103,6 @@ class VolumeShareSlippage(object):
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total_order = 0
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simulated_amount = 0
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simulated_impact = 0.0
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direction = 1.0
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for order in current_orders:
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