Scarab Diagnostic Field Test #032 — QuantConnect Lean Option Target Quote-Side Pricing Boundary (opens in new tab)

Target: QuantConnect/Lean Issue: QuantConnect/Lean#6360 PR: QuantConnect/Lean#9539 Field Lab: This field test targeted an option portfolio target sizing bug in QuantConnect Lean. The issue concerned PortfolioTarget.Percent, which is used to calculate target quantities from a requested portfolio percentage. The visible failure was serious for option strategies: a user requested a target percentage for an option position Lean calculated a target quantity the final filled position could exceed t...