Security instances will require private access to this value in order to
compute close profit.
NOTE: The extent of these changes for simply adding a constructor argument
insinuates that we're missing an abstraction to manage the construction of
these objects, such as a factor object for Security. This will need some
careful TLC in the near future.
Add MarketHoursDatabase.SetEntry and SetEntryAlwaysOpen. This allows runtime modification of the
market hours database which is necessary for correct custom data time zone handling.
Extracts complicate ternary logic into its own method and make it human readable.
Set the market hours entry for custom data universe subscriptions defaulting to the security's time zone.
This fill model is provided because currently the data sourced for Crypto is limited to one minute snapshots for Quote data. This fill model will ignore the trade/quote distinction and return the latest pricing information in order to determine the correct fill price. This fill model is used for crypto securities in backtesting
Adalyat Nazirov