code: def test_fill_price_worse_than_limit_price(self):
      non_limit_order = TestOrder(limit=None, direction=1)
      limit_buy = TestOrder(limit=1.5, direction=1)
      limit_sell = TestOrder(limit=1.5, direction=-1)
  
      for price in [1, 1.5, 2]:
          self.assertFalse(
              fill_price_worse_than_limit_price(price, non_limit_order)
          )
  
      self.assertFalse(fill_price_worse_than_limit_price(1, limit_buy))
      self.assertFalse(
          fill_price_worse_than_limit_price(1.5, limit_buy)
      )
      self.assertTrue(fill_price_worse_than_limit_price(2, limit_buy))
  
      self.assertTrue(fill_price_worse_than_limit_price(1, limit_sell))
      self.assertFalse(
          fill_price_worse_than_limit_price(1.5, limit_sell)
      )
      self.assertFalse(fill_price_worse_than_limit_price(2, limit_sell))
  
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 5 for calling the SlippageTestCase obj's underlying member method code with example usage: obj.test_fill_price_worse_than_limit_price() without return types