class_docstr: Base class for slippage models which compute a simulated price impact
  according to a history lookback.
class_docstr_tok: ["Base","class","for","slippage","models","which","compute","a","simulated","price","impact","according","to","a","history","lookback","."]
code: def __init__(self):
      super(MarketImpactBase, self).__init__()
      self._window_data_cache = ExpiringCache()
  
imports: from __future__ import division
  from abc import abstractmethod
  import math
  import numpy
  from pandas import isnull
  from six import with_metaclass
  from toolz import merge
  from catalyst.assets import Equity, Future
  from catalyst.errors import HistoryWindowStartsBeforeData
  from catalyst.finance.constants import ROOT_SYMBOL_TO_ETA
  from catalyst.finance.shared import AllowedAssetMarker, FinancialModelMeta
  from catalyst.finance.transaction import create_transaction
  from catalyst.utils.cache import ExpiringCache
  from catalyst.utils.dummy import DummyMapping
label_desc: Use image node_id 1 to create a new MarketImpactBase object from inherited base classes: SlippageModel with example: obj = MarketImpactBase()