Louis Szeto
7d3733ccb7
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Slippage model by market impact factors (#7513)
* Add Market Impact Slippage Model
* Add unit tests
* Add regression tests and random seeds
* Address peer review 1
* Add non-negative logic choice
* address peer review 2
* timezone setting adjustment
* Address peer review 2
* address second review
* minor updates
* minor updates
* Nit
* fix regression tests
* fix CI
* Rebase and fix CI
* regression test
2023-10-27 17:43:44 -03:00
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