Simulated option assignment before expiration for SPX

Hi @ram-panguluri 
I was looking around for a way to turnoff the option assignment and found some ways that can be helpful or give a good direction to achieve this.

The idea is to create a customBrokerage class which can override the “CanSubmitOrder” method of the DefaultBrokerageModel to turnoff the option assignments.

I'm not coded in C# much but I guess you will get some idea and direction with this:

\\ REFERENCES USED:
\\ https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/interactive-brokers#01-Introduction

\\ https://github.com/QuantConnect/Lean/blob/25258243904934ed90aed6995d4707c7b8538fd9/Algorithm.CSharp/BrokerageModelAlgorithm.cs#L30


public class CustomBrokerage : DefaultBrokerageModel 
{ 
        private readonly QCAlgorithm _algorithm; 
        
        public CustomBrokerage(QCAlgorithm algorithm) 
               { 
                       _algorithm = algorithm; 
               } 
        
        public override bool CanSubmitOrder(Security security, Order order, out BrokerageMessageEvent message) 
               { 
                       message = null;
        if (order.Type == OrderType.OptionExercise)
               {
               message = new BrokerageMessageEvent(
                       BrokerageMessageType.Warning,
                       "OptionExerciseNotSupported",
                       $"Option exercise orders are not supported in this custom brokerage model. Order ID: {order.Id}"
               );
               _algorithm.Error(message.ToString());
               return false;
               }
               return True;
               } 
}

You can then set the brokerage account as custom brokerage in the Initialize method:

SetBrokerageModel(new MyCustomBrokerageModel());

Let me know if this worked out!