TradeStationBrokerageModel refuses combo order quantity updates that TradeStation supports

[AlexCatarino]

Expected Behavior

TradeStationBrokerageModel.CanUpdateOrder allows updating the quantity of a combo order, which TradeStation supports: the replace quantity resizes the whole spread.

Actual Behavior

It refuses it with NotSupported - Order type 'ComboLimit' is not supported to update quantity in the TradeStationBrokerageModel.. Live trading skips the brokerage model on updates, so after QuantConnect/Lean.Brokerages.TradeStation#107 live resizes the combo while a backtest refuses it.

Same algorithm, ComboLimitOrder AAPL call vertical x1, then tickets[0].Update(new UpdateOrderFields { Quantity = 2 }):

• Live (TradeStation sim, order 972926320): UpdateSubmitted on both legs; the broker holds Buy 2 / Sell 2.
• Backtest: refused by the brokerage model; legs stay 1 / -1.

Potential Solution

Remove the combo quantity check from TradeStationBrokerageModel.CanUpdateOrder.

Reproducing the Problem

Backtest with SetBrokerageModel(BrokerageName.TradeStation), place a ComboLimitOrder and update one leg's quantity.

System Information

Lean master.

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue