I notice in my paper trading account that orders are being cleared during circuit breaker periods despite the fact that all trading should be halted.  I've recently messaged my brokerage asking why the orders aren't just being rejected, but it inspires me to ask if QuantConnect can include an OnCircuitBreaker() method.  Something similar to the OnBrokerageMessage() or OnMarginCall() methods where we can have the algorithm react to the ciruit breaker without continuously monitoring the daily % change of the major indexes (as this would likely be computationally expensive and 99% of the time unneccessary).