 Colton Sellers
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5bf72d2432
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Adjust Volume for Splits (#5525)
Build & Test Lean / build (push) Has been cancelled
* Adjust TradeBar volume for splits
* Refactor solution to centralized function `Scale`
* Expand BaseData scale/adjust/normalize tests to assert volume behavior
* Add regression algorithm
* Update regression statistics
* Address review
* NOP to trigger cloud build
* adjust QuoteBar ask and bid size
* adjust broken regression
* Update tests to include QuoteBar adjustments
* nit cleanup
* Adjust Quote Tick bid and ask sizes
* Round volume and size values to nearest int in scale()
* nit
* Adjust regressions
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2021-05-17 16:47:44 -03:00 |
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