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abhi-kr-2100 6acbcf0832
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Brokerage Models Order Supported Types Check (#6989)
* Fix Issue #6937

Some brokerage models don't check the order type in `CanSubmitOrder`.
As a result, unimplemented order types don't cause `CanSubmitOrder`
to return false as it should.

This commit fixes these issues for:
* `FTXBrokerageModel.cs`
* `InteractiveBrokersBrokerageModel.cs`
* `SamcoBrokerageModel.cs`
* `TradierBrokerageModel.cs`
* `ZerodhaBrokerageModel.cs`

Brokerage implementations can be found at
https://github.com/orgs/QuantConnect/repositories. For example, the
Zerodha Brokerage implementation is available at
https://github.com/QuantConnect/Lean.Brokerages.Zerodha.

Signed-off-by: Abhishek Kumar <abhi.kr.2100@gmail.com>

* Use HashSet instead of an array

Checking if an object is contained within a HashSet is faster than
checking the same in an array.

Signed-off-by: Abhishek Kumar <abhi.kr.2100@gmail.com>

* Minor adjustments and normalization

* Add missing OptionExercise for IB

---------

Signed-off-by: Abhishek Kumar <abhi.kr.2100@gmail.com>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2023-02-21 13:11:04 -03:00
..