Unable to Create a Custom Option Exercise Model in Python

[LouisSzeto]

Expected Behavior

Be able to create a custom option exercise model in Python.

Actual Behavior

It's not possible since there is no wrapper.

Potential Solution

Implement a OptionExerciseModelPythonWrapper.

Reproducing the Problem

https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_c212f3bb6559ca90f8086bfca53e12d6.html Uncomment line 8 of main.py

System Information

NA

Checklist

• [X] I have completely filled out this template
• [X] I have confirmed that this issue exists on the current master branch
• [X] I have confirmed that this is not a duplicate issue by searching issues

• [X] I have provided detailed steps to reproduce the issue