code: def _test_impacted_price_worse_than_limit(self):
      model = VolatilityVolumeShare(volume_limit=0.05)
  
      # Use all the same numbers from the 'calculate_impact' tests. Since the
      # impacted price is 59805.5, which is worse than the limit price of
      # 59800, the model should return None.
      minute = pd.Timestamp("2006-03-01 11:35AM", tz="UTC")
      data = self.create_bardata(simulation_dt_func=lambda: minute)
      order = Order(
          dt=data.current_dt,
          asset=self.ASSET,
          amount=10,
          limit=59800,
      )
      price, amount = model.process_order(data, order)
  
      self.assertIsNone(price)
      self.assertIsNone(amount)
  
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 8 for calling the VolatilityVolumeShareTestCase obj's underlying member method code with example usage: obj._test_impacted_price_worse_than_limit() without return types