'Sets the order cancellation policy for the simulation.
Parameters
cancel_policy : CancelPolicy
The cancellation policy to use.
See Also
:class:`zipline.api.EODCancel`
:class:`zipline.api.NeverCancel`'

@api_method
def set_cancel_policy(self, cancel_policy):

    if (not isinstance(cancel_policy, CancelPolicy)):
        raise UnsupportedCancelPolicy()
    if self.initialized:
        raise SetCancelPolicyPostInit()
    self.blotter.cancel_policy = cancel_policy
