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quantconnect--lean/Engine/TransactionHandlers
Jhonathan Abreu 41a730bc68
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OTM option excerise orders improvements (#6767)
* Set fill price to zero in OTM exercise orders.

Improved the OTM exercise orders message.

* Update regression algorithms and unit tests

* Add IsInTheMoney property to OrderEvent

* Update SerializedOrderEvent

* Properly setting the option exercise order price to strike price or zero

* Minor changes

* Minor changes
2022-12-06 14:30:40 -03:00
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2020-02-27 18:47:44 -03:00