Commit Graph

1 Commits

Author SHA1 Message Date
Jhonathan Abreu fbf8ffd924 Handle price discontinuity on volatility models (#7058)
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* 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
2023-03-13 13:11:30 -03:00