Martin Molinero 1dd742d1b8 Order sizing fix ...

- Improving OrderSizing.Value and Volume to include code in consumers
- OrderSizing.GetUnorderedQuantity() will adjust result by lot size
- ImmediateExecutionModels will use OrderSizing.GetUnorderedQuantity()
- OrderSizing.Value() will take into account ContractMultiplier
- Adding unit tests

2020-02-11 13:17:10 -03:00

..

StandardDeviationExecutionModel.cs

Order sizing fix

2020-02-11 13:17:10 -03:00

StandardDeviationExecutionModel.py

Order sizing fix

2020-02-11 13:17:10 -03:00

VolumeWeightedAveragePriceExecutionModel.cs

Order sizing fix

2020-02-11 13:17:10 -03:00

VolumeWeightedAveragePriceExecutionModel.py

Order sizing fix

2020-02-11 13:17:10 -03:00