Description

Add support Protective Collar, Conversion and Reverse Conversion to abstraction option combo orders in OptionStrategies class.
(source of margin requirement: https://www.interactivebrokers.com.hk/en/trading/margin-options.php)

Margin (might have very slight difference due to non-perfect underlying price -> other strategy minorly involved [<$5]):

• Protective Collar:

• Conversion:

• Reversal:

Related Issue

closes #6919
closes #8035
closes #8036

Motivation and Context

missing feature

Requires Documentation Change

Amendment to https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/option-strategies/protective-collar
Add new page for Conversion and Reverse Conversion

How Has This Been Tested?

• added unit test
• added regression test

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>