class_docstr: Model slippage as a quadratic function of percentage of historical volume.
  
  Orders to buy will be filled at::
  
     price * (1 + price_impact * (volume_share ** 2))
  
  Orders to sell will be filled at::
  
     price * (1 - price_impact * (volume_share ** 2))
  
  where ``price`` is the close price for the bar, and ``volume_share`` is the
  percentage of minutely volume filled, up to a max of ``volume_limit``.
  
  Parameters
  ----------
  volume_limit : float, optional
      Maximum percent of historical volume that can fill in each bar. 0.5
      means 50% of historical volume. 1.0 means 100%. Default is 0.025 (i.e.,
      2.5%).
  price_impact : float, optional
      Scaling coefficient for price impact. Larger values will result in more
      simulated price impact. Smaller values will result in less simulated
      price impact. Default is 0.1.
code: def __init__(
      self,
      volume_limit=DEFAULT_EQUITY_VOLUME_SLIPPAGE_BAR_LIMIT,
      price_impact=0.1,
  ):
      super(VolumeShareSlippage, self).__init__()
  
      self.volume_limit = volume_limit
      self.price_impact = price_impact
  
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 VolumeShareSlippage object from inherited base classes: SlippageModel with example: obj = VolumeShareSlippage(volume_limit, price_impact)