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    Bug 4731 Fix Option Expiration Order Tags and Order Event IsAssignment Flag (#4743)

    frostbyte_neo 发布于 2020-09-28 18:29:09 +00:00 | 2786 次提交 在此版本后已推送到 master

    • 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

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