Add naked single-option strategies

[jhonabreul]

Description

Add naked call and put single-option strategies in order to allow matching naked positions in the OptionStrategyPositionGroupResolver. This allows doing things like placing orders for an option strategy that would liquidate existing positions with only one leg ramianing. Previous to this change, a single leg option strategy was never matched and the orders could not be placed.

For instance, take the situation where you want to roll out a front month contract for a back month one using a strategy (see the new RollOutFrontMonthToBackMonthOptionUsingCalendarSpreadRegressionAlgorithm algorithm):

• You sell a front month contract and hold the position
• Then you roll it out to the next month, by placing a calendar spread order that would liquidate the existing position and sell the back month contract.

In this situation, after resolving the positions, the OptionStrategyPositionGroupResolver tries to match the resolved strategy (a single leg) with the existing definitions, which is why we needed the single-leg strategies.

Note: this should be merged after rebasing #7230. That bug fix would revert the stats change in OptionShortCallMarginCallEventsAlgorithm.

Related Issue

Closes #7184

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Unit tests.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[Martin-Molinero]

Nice! 🙌

[Martin-Molinero]

Nice!