feat: write comment why we use includeInternalConfigs in true

remove: extra log in PY version of algo

Author: Romazes

Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs

@@ -85,7 +85,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
 
                 if (!time.IsOpen(orderEvent.UtcTime, _SP500EMini.IsExtendedMarketHours))
                 {
-                    throw new Exception($"The Exchange hours was closed, checko 'extendedMarketHours' flag in {nameof(Initialize)} when added new security(ies).");
+                    throw new Exception($"The Exchange hours was closed, verify 'extendedMarketHours' flag in {nameof(Initialize)} when added new security(ies).");
                 }
             }
         }

Algorithm.Python/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.py

@@ -47,9 +47,6 @@ def OnData(self, slice):
         self.stopPrice = self.stopMarketTicket.Get(OrderField.StopPrice)
         self.bar = self.Securities[self.stopMarketTicket.Symbol].Cache.GetData()
 
-        if self.stopPrice > self.bar.Low:
-            self.Log(f"{self.stopPrice} -> {self.bar.Low}")
-
     # An order fill update the resulting information is passed to this method.
     def OnOrderEvent(self, orderEvent):
         if orderEvent is None:
@@ -64,7 +61,7 @@ def OnOrderEvent(self, orderEvent):
 
             # Validate, Exchange is opened explicitly
             if (not exchangeHours.IsOpen(orderEvent.UtcTime, self.SP500EMini.IsExtendedMarketHours)):
-                raise Exception("The Exchange hours was closed, checko 'extendedMarketHours' flag in Initialize() when added new security(ies)")
+                raise Exception("The Exchange hours was closed, verify 'extendedMarketHours' flag in Initialize() when added new security(ies)")
 
     def OnEndOfAlgorithm(self):
         self.stopMarketOrders = self.Transactions.GetOrders(lambda o: o.Type is OrderType.StopMarket)

Common/Orders/Fills/FutureFillModel.cs

@@ -107,6 +107,8 @@ public override OrderEvent StopMarketFill(Security asset, StopMarketOrder order)
             if (order.Status == OrderStatus.Canceled) return fill;
 
             // Fill only if open or extended
+            // even though data from internal configurations are not sent to the algorithm.OnData they still drive security cache and data
+            // this is specially relevant for the continuous contract underlying mapped contracts which are internal configurations
             if (!IsExchangeOpen(asset, Parameters.ConfigProvider.GetSubscriptionDataConfigs(asset.Symbol, includeInternalConfigs: true).IsExtendedMarketHours()))
             {
                 return fill;