Missing Automatic Exercise

[AlexCatarino]

Expected Behavior

LEAN provides an order event for every expiration.

Actual Behavior

When a leg of Bull Put Spread is assigned earlier, we don't get the assignment/exercise of the other leg because of buying power.

Potential Solution

N/A

Reproducing the Problem

namespace QuantConnect.Algorithm.CSharp {    
    public class LogicalBlueLemur : QCAlgorithm {
        private Symbol _spxw;

        private bool _done;

        public override void Initialize() {
            SetStartDate(2022, 1, 21);
            SetEndDate(2022, 1, 26);
            SetCash(10000);
            var option = AddIndexOption(AddIndex("SPX").Symbol, "SPXW");
            option.SetFilter((x) => x.IncludeWeeklys().Strikes(-5, 5).Expiration(1, 4));
            _spxw = option.Symbol;
        }

        public override void OnData(Slice slice) {            
            if (_done) return;
            Buy(OptionStrategies.BullPutSpread(_spxw, 4490, 4485, new DateTime(2022, 1, 24)), 1);
            _done = true;
        }
    }
}

When we replace the starting cash from 10,000 to 20,000, the 4th order is recorded.

Checklist

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• I have provided detailed steps to reproduce the issue