code: def _test_orders_stop(self, name, order_data, event_data, expected):
      data = order_data
      data["asset"] = self.ASSET133
      order = Order(**data)
  
      if expected["transaction"]:
          expected["transaction"]["asset"] = self.ASSET133
      event_data["asset"] = self.ASSET133
  
      assets = (
          (
              133,
              pd.DataFrame(
                  {
                      "open": [event_data["open"]],
                      "high": [event_data["high"]],
                      "low": [event_data["low"]],
                      "close": [event_data["close"]],
                      "volume": [event_data["volume"]],
                  },
                  index=[pd.Timestamp("2006-01-05 14:31", tz="UTC")],
              ),
          ),
      )
      days = pd.date_range(
          start=normalize_date(self.minutes[0]),
          end=normalize_date(self.minutes[-1]),
      )
      with tmp_bcolz_equity_minute_bar_reader(
          self.trading_calendar, days, assets
      ) as reader:
          data_portal = DataPortal(
              self.env.asset_finder,
              self.trading_calendar,
              first_trading_day=reader.first_trading_day,
              equity_minute_reader=reader,
          )
  
          slippage_model = VolumeShareSlippage()
  
          try:
              dt = pd.Timestamp("2006-01-05 14:31", tz="UTC")
              bar_data = BarData(
                  data_portal,
                  lambda: dt,
                  self.sim_params.data_frequency,
                  self.trading_calendar,
                  NoRestrictions(),
              )
  
              _, txn = next(
                  slippage_model.simulate(
                      bar_data,
                      self.ASSET133,
                      [order],
                  )
              )
          except StopIteration:
              txn = None
  
          if expected["transaction"] is None:
              self.assertIsNone(txn)
          else:
              self.assertIsNotNone(txn)
  
              for key, value in expected["transaction"].items():
                  self.assertEquals(value, txn[key])
  
imports: from collections import namedtuple
  import datetime
  from math import sqrt
  from nose_parameterized import parameterized
  from pandas.tslib import normalize_date
  import numpy
  import pandas
  import pytz
  from catalyst.assets import Equity, Future
  from catalyst.data.data_portal import DataPortal
  from catalyst.finance.asset_restrictions import NoRestrictions
  from catalyst.finance.order import Order
  from catalyst.finance.slippage import EquitySlippageModel, fill_price_worse_than_limit_price, FutureSlippageModel, SlippageModel, VolatilityVolumeShare, VolumeShareSlippage
  from catalyst.protocol import DATASOURCE_TYPE, BarData
  from catalyst.testing import create_minute_bar_data, tmp_bcolz_equity_minute_bar_reader
  from catalyst.testing.fixtures import WithCreateBarData, WithDataPortal, WithSimParams, WithTradingEnvironment, CatalystTestCase
  from catalyst.utils.classproperty import classproperty
label_desc: Use image node_id 2 for calling the OrdersStopTestCase obj's underlying member method code with example usage: obj._test_orders_stop(name, order_data, event_data, expected) without return types