class_docstr: 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 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 MarketImpactBase object from inherited base classes: SlippageModel with example: obj = MarketImpactBase()