9ca57c2de9
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Fixes Market On Close Fill of Equity Fill Model Only use trade data (`Tick` with `TickTrade` type or `TradeBar`) to get the closing price, since MOC is filled with the closing price. - Fix unit tests to show that the new implementation only fills with trade data from the current open market. - Change regression tests to reflect the bug fix. All other changes are the consequence of using `TradeBar` instead of `QuoteBar`. * Address Peer-Review Fixes the logic with tick data: looking for the OfficalClose or ClosingPrints only apply if data from the extended market hours is included. Adds additional logic to handle missing trade data. * Refactors Timeout Logic and Adds It to MarketOnOpenFIll -Refactors timeout logic to address peer-review and adds it to MOO fill too. - Adds unit tests