code: def _test_calculate_impact_without_history(self):
      model = VolatilityVolumeShare(volume_limit=1)
      late_start_asset = self.asset_finder.retrieve_asset(1000)
      early_start_asset = self.asset_finder.retrieve_asset(1001)
  
      cases = [
          # History will look for data before the start date.
          (
              pd.Timestamp("2006-01-05 11:35AM", tz="UTC"),
              early_start_asset,
          ),
          # Start day of the futures contract; no history yet.
          (
              pd.Timestamp("2006-02-10 11:35AM", tz="UTC"),
              late_start_asset,
          ),
          # Only a week's worth of history data.
          (
              pd.Timestamp("2006-02-17 11:35AM", tz="UTC"),
              late_start_asset,
          ),
      ]
  
      for minute, asset in cases:
          data = self.create_bardata(simulation_dt_func=lambda: minute)
  
          order = Order(dt=data.current_dt, asset=asset, amount=10)
          price, amount = model.process_order(data, order)
  
          avg_price = (
              data.current(asset, "high") + data.current(asset, "low")
          ) / 2
          expected_price = avg_price * (
              1 + model.NO_DATA_VOLATILITY_SLIPPAGE_IMPACT
          )
  
          self.assertAlmostEqual(price, expected_price, delta=0.001)
          self.assertEqual(amount, 10)
  
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 7 for calling the VolatilityVolumeShareTestCase obj's underlying member method code with example usage: obj._test_calculate_impact_without_history() without return types