Incorrect "ITM" color if market price fully breaches a vertical spread

[PaulSquires]

The corrected code for the PerformITMcalculation function located in ActiveTrades.cpp should be as follows. This code will eventually find its way into a future update/release.

void PerformITMcalculation(AppState& state, std::shared_ptr<Trade>& trade) {
    // Puts have aready been sorted before calls by strike price
    const ImU32 RED = clrRed(state);
    const ImU32 GREEN = clrGreen(state);
    int ITMCOLOR = 0;

    double strike_price = 0;

    // Iterate forward over the open legs to process the Puts but iterate in
    // reverse to process the Calls in order to properly ensure that the ITM
    // color is not reset if strike price is fully through a vertical spread.
    for (const auto& leg : trade->open_legs) {
        if (leg->underlying != Underlying::Options) continue;
        if (leg->put_call != PutCall::Put) continue;
        strike_price = AfxValDouble(leg->strike_price);
        if (trade->ticker_last_price < strike_price) {
            if (leg->open_quantity < 0) ITMCOLOR = RED;    // credit
            if (leg->open_quantity > 0) ITMCOLOR = GREEN;  // debit
        }
    }

    // Process the Calls in reverse
    for (int i = trade->open_legs.size() - 1; i >= 0; --i) {
        auto leg = trade->open_legs[i];
        if (leg->underlying != Underlying::Options) continue;
        if (leg->put_call != PutCall::Call) continue;
        strike_price = AfxValDouble(leg->strike_price);
        if (trade->ticker_last_price > strike_price) {
            if (leg->open_quantity < 0) ITMCOLOR = RED;    // credit
            if (leg->open_quantity > 0) ITMCOLOR = GREEN;  // debit
        }
    }

    trade->itm_text = (ITMCOLOR ? "ITM" : "");
    trade->itm_color = (ITMCOLOR ? ITMCOLOR : clrTextLightWhite(state));
}