Fix MOO slippage reference price

[matvt-cell]

Description

Fixes #9753.

Daily MarketOnOpen fills use the bar's Open as the execution price, but ConstantSlippageModel previously calculated percentage slippage from the latest data value. For a daily TradeBar, that value is the same-day Close, introducing look-ahead bias into the MOO fill price.

This change:

• adds a backwards-compatible ISlippageModel overload that accepts an explicit reference price
• updates ConstantSlippageModel to calculate percentage slippage from that reference price
• updates EquityFillModel.MarketOnOpenFill to pass the selected pre-slippage execution price
• preserves existing two-argument ISlippageModel implementations through the default interface implementation

Tests

Added a regression test covering both buy and sell daily MOO orders and verifying that changing only the fill-day Close does not change the fill price.

Verification:

• regression test fails on the previous implementation and passes with the fix
• EquityFillModelTests: 126 passed
• SlippageModelsTests: 7 passed
• backwards-compatibility test for legacy two-argument ISlippageModel implementations passes