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Adjust Volume for Splits (#5525)
发布于
2021-05-17 19:47:44 +00:00 | 2388 次提交 在此版本后已推送到 master-
Adjust TradeBar volume for splits
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Refactor solution to centralized function
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Expand BaseData scale/adjust/normalize tests to assert volume behavior
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Add regression algorithm
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Update regression statistics
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Address review
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NOP to trigger cloud build
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adjust QuoteBar ask and bid size
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adjust broken regression
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Update tests to include QuoteBar adjustments
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nit cleanup
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Adjust Quote Tick bid and ask sizes
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Round volume and size values to nearest int in scale()
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nit
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Adjust regressions
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