Handle price discontinuity on volatility models (#7058)

* Apply splits and dividends to volatility models

* Apply splits and dividends to volatility models using history requests

* Add new ScaleRaw data normalization mode

Handling the new mode in the price scale enumerator.

* DataNormalizationMode.ScaledRaw history requests

* Minor changes

* Minor changes

* Disable new normalization mode in AddSecurity methods and other minor changes

* Peer review

* Minor changes

* Peer review

* Minor changes

* Peer review

* Peer review

* Peer review

* Add scaled raw history regression algorithm

* Add more regression algorithms

* Add more regression algorithms

* Add Slice.TryGet unit tests

* Peer review

* Peer review

* Peer review

* Peer review

* Peer review

* Update algorithms stats

* Peer review

* Peer review

Algorithm.CSharp/CustomVolatilityModelAlgorithm.cs

@@ -23,7 +23,7 @@ using QuantConnect.Securities;
 namespace QuantConnect.Algorithm.CSharp
 {
     /// <summary>
-    /// Example of custom volatility model 
+    /// Example of custom volatility model
     /// </summary>
     /// <meta name="tag" content="using quantconnect" />
     /// <meta name="tag" content="indicators" />
@@ -56,8 +56,8 @@ namespace QuantConnect.Algorithm.CSharp
         private bool _needsUpdate = false;
         private TimeSpan _periodSpan = TimeSpan.FromDays(1);
         private RollingWindow<decimal> _window;
-        
-        // Volatility is a mandatory fleid
+
+        // Volatility is a mandatory field
         public decimal Volatility { get; set; } = 0m;
         public CustomVolatilityModel(int periods)
         {
@@ -91,17 +91,17 @@ namespace QuantConnect.Algorithm.CSharp
             {
                 _needsUpdate = false;
                 var mean = _window.Average();
-                var std = Math.Sqrt((double)_window.Sum(x => (x - mean)*(x - mean)) / _window.Count()); 
-                Volatility = Convert.ToDecimal(std * Math.Sqrt(252d));
+                var std = Math.Sqrt((double)_window.Sum(x => (x - mean)*(x - mean)) / _window.Count());
+                Volatility = (std * Math.Sqrt(252d)).SafeDecimalCast();
             }
         }
 
         // Returns history requirements for the volatility model expressed in the form of history request
         // GetHistoryRequirements is a mandatory method
         public IEnumerable<HistoryRequest> GetHistoryRequirements(Security security, DateTime utcTime)
-        // For simplicity's sake, we will not set a history requirement 
+        // For simplicity's sake, we will not set a history requirement
         {
             return Enumerable.Empty<HistoryRequest>();
         }
     }
-}
+}