* Improves greeks configurability and defaults for all option asset types
* Makes `StandardDeviationOfReturns` configurable by users, so that
greeks can be loaded according to user expectations and the series
of returns that they'd like to compute for `n` periods and timespan
of `T`, as well as resolution of the data in live mode.
* Changes resolution to max resolution available for the default
volatility model created for the security. Usually this only applies
to live mode, but if creating an instance of the
`StandardDeviationOfReturns` volatility model and no `updateFrequency`
is provided, the resolution's time span will be used as the default
value. Backwards compatibility for equities is maintained.
* Changes defaults for `StandardDeviationOfReturnsVolatilityModel`
to warmup greeks faster for other derivative asset types
* Improves comments on `StandardDeviationOfReturns` for clarity on how
to use the volatility model for end users
* Fixes bug where TradeBar could not have proper Symbol set when getting
max resolution
* Applies to QCAlgorithm.Universe and StandardDeviationOfReturnsVolatilityModel
* Adds tests to check volatility model is updated at specified config intervals
* Address review: add shared method for (Relative)StandardDeviation
volatility models
* Adjusts logic to determine bar type
* Address review: order by TickType when getting configs inside volatility models
Gerardo Salazar
bb9cde1cee