class_docstr: Base class for slippage models which compute a simulated price impact
  according to a history lookback.
docstr: Return the number of shares we would like to order in this minute.
  
  Parameters
  ----------
  data : BarData
  order : Order
  
  Return
  ------
  int : the number of shares
docstr_tok: ["Return","the","number","of","shares","we","would","like","to","order","in","this","minute",".","Parameters","--","--","--","--","--","data",":","BarData","order",":","Order","Return","--","--","--","int",":","the","number","of","shares"]
code: def get_txn_volume(self, data, order):
      """
      Return the number of shares we would like to order in this minute.
  
      Parameters
      ----------
      data : BarData
      order : Order
  
      Return
      ------
      int : the number of shares
      """
      raise NotImplementedError("get_txn_volume")
  
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 2 for calling the MarketImpactBase obj's underlying member method code with example usage: obj.get_txn_volume(data, order) without return types