Change the API, so customizable OHLC prices simulation are possible

[stastnypremysl]

RFC: Change the API, so customizable OHLC prices simulation are possible

Context

Currently, there are only 2 OHLC prices simulations possible.

• Fixed Ordering
• Adaptive Ordering

Both presents some limits. e.g. fixed ordering presents a problem during a bracket orders, when bracket orders are in one bar - it might create unrealistically large profits or large loses, if trades are made in one direction with a tight delta.

I propose, that OHLC prices simulation function is fully customizable (possibly with d-rng e.g. as a inherited class member), so the simulation can set an approach, which is the most realistic for a given pair.

Considerations

This will present a breaking change to the API. As the feature might be possibly required by more people in the future, I would like to propose to consider, whether this might be supported in future versions.

If yes, I would propose to implement it sooner, so the API breaking changes are made until NT has a beta version.