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To get the new behavior set the\r\nslippage model to a subclass.\r\nE.g.:\r\ndef initialize(context):\r\n\tcontext.set_slippage(ConservativeCloseSlippage())\r\nOnce configured, the slippage model either always executes limit\r\norders at limit price or always at market_price. It is not designed\r\nto use limit price and market_price for different orders in the same\r\nsimulation.\r\nA related PR #1376 contains some discussion about limit 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