fix: size TWAP slices from frozen clocks instead of future quotes

2026-09-11 17:04:25 +08:00
parent 1e8d38f2ee
commit 2445dc925a
3 changed files with 107 additions and 7 deletions
@@ -7,6 +7,7 @@ pub mod pattern_context;
 pub mod session_events;
 pub mod factor_events;
 pub mod execution_capacity;
+mod execution_schedule;
 mod factor_event_catalog;
 pub mod factor_cross_section;
 pub mod market_event_context;