class_docstr: This metaclass allows users to create custom slippage and commission models
  that support both equities and futures by subclassing the appropriate
  individualized classes.
  
  Take for example the following custom model, which subclasses both
  EquitySlippageModel and FutureSlippageModel together:
  
      class MyCustomSlippage(EquitySlippageModel, FutureSlippageModel):
          def process_order(self, data, order):
              ...
  
  Ordinarily the first parent class in the MRO ('EquitySlippageModel' in this
  example) would override the 'allowed_asset_types' class attribute to only
  include equities. However, this is probably not the expected behavior for a
  reasonable user, so the metaclass will handle this specific case by
  manually allowing both equities and futures for the class being created.
code: def __new__(mcls, name, bases, dict_):
      if "allowed_asset_types" not in dict_:
          allowed_asset_types = tuple(
              chain.from_iterable(
                  marker.allowed_asset_types
                  for marker in bases
                  if isinstance(marker, AllowedAssetMarker)
              )
          )
          if allowed_asset_types:
              dict_["allowed_asset_types"] = allowed_asset_types
  
      return super(FinancialModelMeta, mcls).__new__(
          mcls,
          name,
          bases,
          dict_,
      )
  
imports: from abc import ABCMeta
  from itertools import chain
label_desc: Use image node_id 1 for calling the FinancialModelMeta obj's underlying member method code with example usage: obj.__new__(mcls, name, bases, dict_) and returns: super