Merge pull request #1763 from quantopian/slippage-allowed-types

Don't require custom models to define allowed types

zipline/finance/commission.py

@@ -13,7 +13,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 import abc
-from abc import abstractmethod, abstractproperty
+from abc import abstractmethod
 from collections import defaultdict
 
 from six import with_metaclass
@@ -39,12 +39,8 @@ class CommissionModel(with_metaclass(abc.ABCMeta)):
     on each transaction.
     """
 
-    @abstractproperty
-    def allowed_asset_types(self):
-        """
-        Return a tuple of asset types that are compatible with the given model.
-        """
-        raise NotImplementedError('allowed_asset_types')
+    # Asset types that are compatible with the given model.
+    allowed_asset_types = (Equity, Future)
 
     @abstractmethod
     def calculate(self, order, transaction):

zipline/finance/slippage.py

@@ -80,20 +80,17 @@ def fill_price_worse_than_limit_price(fill_price, order):
 class SlippageModel(with_metaclass(ABCMeta)):
     """Abstract interface for defining a slippage model.
     """
+
+    # Asset types that are compatible with the given model.
+    allowed_asset_types = (Equity, Future)
+
     def __init__(self):
         self._volume_for_bar = 0
 
     @property
     def volume_for_bar(self):
         return self._volume_for_bar
 
-    @abstractproperty
-    def allowed_asset_types(self):
-        """
-        Return a tuple of asset types that are compatible with the given model.
-        """
-        raise NotImplementedError('allowed_asset_types')
-
     @abstractproperty
     def process_order(self, data, order):
         """Process how orders get filled.