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Author SHA1 Message Date
Louis Szeto 7d3733ccb7 Slippage model by market impact factors (#7513)
Benchmarks / build (push) Has been cancelled
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* Add Market Impact Slippage Model

* Add unit tests

* Add regression tests and random seeds

* Address peer review 1

* Add non-negative logic choice

* address peer review 2

* timezone setting adjustment

* Address peer review 2

* address second review

* minor updates

* minor updates

* Nit

* fix regression tests

* fix CI

* Rebase and fix CI

* regression test
 2023-10-27 17:43:44 -03:00