Commit Graph

1 Commits

Author SHA1 Message Date
Adalyat Nazirov 7bb143b215 Bug 4031 Change data depending on configuration (#4650)
* Calculate both raw and adjuasted prices for backtesting

* disable second price factoring

* move and reuse method

* test coverage for new methods

* reuse scaling method

* reuse subscriptionData.Create method

* removed unused code

* regression test

* switch to aapl

* fix regression test output

* more asserts

* fix comments - reduce shortcuts and abbrevation

* more comments

* merge parameters

* reduce number of getting price factors

* fix tests

* fix tests

* fix regression tests

* calculate TotalReturn on demand

* include TotalReturn calculations

* perf tuning

* more unit tests for SubscriptionData.Create

* simplify things - store and return only raw and precalculated data

* fix regression tests; change it back

* factor equals 1 for Raw data

* small changes

* follow code style

* implement backward compatibility
2020-09-09 18:40:19 -03:00