[Feature Request] Add tag to risk management models

Based on the information provided in the extracts, the MaximumDrawdownPercentPerSecurity and MaximumUnrealizedProfitPercentPerSecurity risk management models in QuantConnect do not currently support a tag parameter in their initializers. These models are designed to monitor the unrealized profit percentage of each security in the portfolio and liquidate the position when certain conditions are met.

However, you can modify the order tags when you update an order. Here is an example of how to do it:

# Create a new order and save the order ticket
ticket = self.LimitOrder("SPY", 100, 221.05, tag="original tag")

# Update the order
update_settings = UpdateOrderFields()
update_settings.Quantity = 80
update_settings.LimitPrice = 222.00
update_settings.Tag = "new tag"
response = ticket.Update(update_settings)

# Check if the update was successful
if response.IsSuccess:
 self.Debug("Order updated successfully")

In this example, the UpdateOrderFields object is used to update the quantity, limit price, and tag of the order. The Update method on the OrderTicket is then called with this object, and the response is checked to see if the update was successful.

For more information on how to use these models and update orders, please refer to the QuantConnect Documentation.