feat: Add the ComboLimitOrder execution code for testing and validation

[Chocksy]

Adds the ComboLimitOrder execution class that touches on this issue with #1 . It provides the code to showcase that this is an issue and potentially if Lean gets fixed we could use this code to execute limitOrders.

This PR should not be merged for now but it can eventually as it does not break anything as we are still using the existing Limit order class.

[ffahimi]

When I tried to run the code using the [LimitOrderHandlerWithCombo.py] I got an error that the module can not be called. Then I replaced the code in the original limitorderhandler to test the ComboLimitOrder. The ComboLimitOrder managed to place one order on the paper trading, but didn't work with my backtests and didn't produce any orders. Would be great to get this working, let me know if I can help.

[Chocksy]

When I tried to run the code using the [LimitOrderHandlerWithCombo.py] I got an error that the module can not be called. Then I replaced the code in the original limitorderhandler to test the ComboLimitOrder. The ComboLimitOrder managed to place one order on the paper trading, but didn't work with my backtests and didn't produce any orders. Would be great to get this working, let me know if I can help.

Thanks for testing. Will get to it again and see. I might have a difference in code in my current algo. Will check

[ffahimi]

I haven't done live test yet, but in the backtests

(1) the ContractUtils class is missing the strikePrice and expiryDate

Returns the mid-price of an option contract

def strikePrice(self, contract):
    security = self.getSecurity(contract)
    return security.symbol.ID.StrikePrice

def expiryDate(self, contract):
    security = self.getSecurity(contract)
    return security.symbol.ID.Date

(2) the limitorderhandlerwithcombo is still causing an error when I use it in Execution/Base.py

During the algorithm initialization, the following exception has occurred: 'module' object is not callable
at init
self.limitOrderHandler = LimitOrderHandlerWithCombo(context, self)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
in Base.py: line 41
at init
super().init(context)
in SPXExecutionModel.py: line 33
at Initialize
self.SetExecution(SPXExecutionModel(self))
^^^^^^^^^^^^^^^^^^^^^^^
in main.py: line 88
'module' object is not callable

[Chocksy]

@ffahimi i added the strikePrice and expiryDate methods to contractUtils