Keep in mind that in the example in the docs, that the stock is very thinly traded. If the stock in question trades only 100 shares per minute, your order is going to impact the price considerably.
That said, it's very easy for you to change the slippage model to something that you think is more representative of the securities you're testing. You could consider both of these variations instead.
set_slippage(slippage.VolumeShareSlippage(volume_limit=1.0, price_impact=.1))
That example would still have a large price impact, but you'd get the order filled more quickly by taking the full trade bar.
set_slippage(slippage.FixedSlippage(spread=.04))
That example would have a small price impact (2 cents, half of the spread) and it would remove the volume limits. That's a good version for times when you know there are a lot of orders waiting, regardless of the trade volume.
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