Implement OptionExerciseModelPythonWrapper.cs (#7193)

* Implement `OptionExerciseModelPythonWrapper.cs`
- Modifiy `Option.cs` to set the automatic exercise model, even if it's a python custom option model exercise model
- Add `QuantConnect.Orders.OptionExercise` in `AlgorithmImports.py`
- Add regression algorithms in C# and Python showing how to specify a custom option exercise model

* Address required changes

- Remove unnecessary constructor in
´CustomOptionExerciseModelRegressionAlgorithm.cs´
- Change `.Dispose()` in `OptionExerciseModelPythonWrapper.OptionExercise(9` to ´using´ keyword
- Change `Option.SetOptionExerciseModel()` XML docs

* Minor tweaks

* Update CustomOptionExerciseModelRegressionAlgorithm.cs

---------

Co-authored-by: Martin-Molinero <martin@quantconnect.com>

Algorithm.Python/CustomOptionExerciseModelRegressionAlgorithm.py

@@ -0,0 +1,46 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from AlgorithmImports import *
+from QuantConnect.Algorithm.CSharp import *
+
+### <summary>
+### Regression algorithm asserting we can specify a custom option exercise model
+### </summary>
+class CustomOptionExerciseModelRegressionAlgorithm(OptionAssignmentRegressionAlgorithm):
+    def Initialize(self):
+        self.SetSecurityInitializer(self.CustomSecurityInitializer)
+        super().Initialize()
+
+    def CustomSecurityInitializer(self, security):
+        if Extensions.IsOption(security.Symbol.SecurityType):
+            security.SetOptionExerciseModel(CustomExerciseModel())
+
+    def OnData(self, data):
+        super().OnData(data)
+
+class CustomExerciseModel(DefaultExerciseModel):
+    def OptionExercise(self, option: Option, order: OptionExerciseOrder):
+        order_event = OrderEvent(
+            order.Id,
+            option.Symbol,
+            Extensions.ConvertToUtc(option.LocalTime, option.Exchange.TimeZone),
+            OrderStatus.Filled,
+            Extensions.GetOrderDirection(order.Quantity),
+            0.0,
+            order.Quantity,
+            OrderFee.Zero,
+            "Tag"
+        )
+        order_event.IsAssignment = False
+        return [ order_event ]