2 Commits

Author	SHA1	Message	Date
Michael Handschuh	c7a74306fb	Bug 4731 Fix Option Expiration Order Tags and Order Event IsAssignment Flag (#4743) ... * Add OrderRight.GetExerciseDirection(isShort) extension Returns the OrderDirection resulting from exercise/assignment of a particular option right See: BUG #4731 * Fix option exercise/assignment order tags and order event messages The algorithm manager was doing work to determine whether or not the option ended in exercise or assignment at expiration. This decision should be left for the exercise model to decide -- from the algorithm manager's perspective, all that matters is that the option was expired. The DefaultExerciseModel was updated to properly track whether the option expired with automatic assignment or exercise, dependending on whether or not we wrote or bought the option (held liability or right, respectively). Updated unit tests to check for order event counts and order event messages for option exercise cases. Fixes: #4731 * Fix typo in algorithm documentation * Update regression tests order hash Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>	2020-09-28 15:29:09 -03:00
Colton Sellers	f135fb8060	Bug Backtesting Brokerage Clones (#4644) ... * fix order updates * Fix option exercise issue * Regression changes * Update regressions to reflect fixes * Refactor handling of order to fully fix #2846 * Regression Algorithm for unit test * Pre review * Fix breaking tests * OrderImmutability Regression Algo * OrderImmutability Regression Algo Compile * Address review * Update regressions with new orderhash	2020-09-09 19:44:56 -03:00