class_docstr: Simple model assuming a fixed-size spread for all assets.
  
  Parameters
  ----------
  spread : float, optional
      Size of the assumed spread for all assets.
      Orders to buy will be filled at ``close + (spread / 2)``.
      Orders to sell will be filled at ``close - (spread / 2)``.
  
  Notes
  -----
  This model does not impose limits on the size of fills. An order for an
  asset will always be filled as soon as any trading activity occurs in the
  order's asset, even if the size of the order is greater than the historical
  volume.
code: def __init__(self, spread=0.0):
      super(FixedSlippage, self).__init__()
      self.spread = spread
  
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 zipline.assets import Equity, Future
  from zipline.errors import HistoryWindowStartsBeforeData
  from zipline.finance.constants import ROOT_SYMBOL_TO_ETA
  from zipline.finance.shared import AllowedAssetMarker, FinancialModelMeta
  from zipline.finance.transaction import create_transaction
  from zipline.utils.cache import ExpiringCache
  from zipline.utils.dummy import DummyMapping
  from zipline.utils.input_validation import expect_bounded, expect_strictly_bounded
label_desc: Use image node_id 1 to create a new FixedSlippage object from inherited base classes: SlippageModel with example: obj = FixedSlippage(spread)