TimeInForce.GoodTilDate(self.Time + timedelta(minutes=1)) works incorrect

Reviewing 'Александр's' Python code, there are a few potential issues that could be causing the observed behavior with the GoodTilDate limit order property on BybitOrderProperties not functioning as expected:

1. Incorrect TimeInForce Duration for GoodTilDate: The TimeInForce.GoodTilDate is set to expire 2 minutes after the order is placed. This might not be sufficient time for the order to be executed, especially in fast-moving or low-liquidity markets. Consider extending the duration to ensure the order has enough time to be filled.

order_properties.TimeInForce = TimeInForce.GoodTilDate(self.Time + timedelta(minutes=2))

1. Order Cancellation Time: The observed issue where orders close at 19:00:00 might be related to the exchange's or the brokerage model's specific behavior rather than the algorithm itself. It's important to check Bybit's documentation or QuantConnect's brokerage model for Bybit to understand how orders are managed and when they are automatically canceled.

2. Order Fill Time: If orders that have a status of filled were filled more than 1 minute after being placed, it could be due to market conditions, the specific limit price set, or the liquidity of the asset. Ensure that the limit price is competitive and consider market conditions when placing orders.

3. Order Size Calculation: The order size is calculated based on a fixed value (50) divided by the long order price. Ensure that this calculation aligns with your trading strategy and account size. Also, verify that the lotsize variable, although declared, is not used in the order size calculation. If the intention was to use it, ensure it's incorporated correctly.

size = 50 / long_order_price

1. Use of RollingWindow: Ensure that the logic for calculating percentile_down_window correctly represents the market condition you're trying to capture. The use of percentiles to determine order prices is a valid strategy, but ensure the logic accurately reflects your strategy's intent.

2. Error Handling in OnOrderEvent: The OnOrderEvent method only processes filled orders. If there's an issue with orders not being filled as expected, additional logging or error handling might help diagnose the problem. Consider logging order events other than fills to gain more insight into order behavior.

if orderEvent.Status != OrderStatus.Filled:
    return

1. Time Zone Considerations: Ensure that the time zone used in the algorithm matches the market's time zone you're trading in. Time zone mismatches can lead to unexpected behavior in order execution and timing.

2. Brokerage Model Settings: Verify that the brokerage model settings (e.g., leverage, margin requirements) align with the strategy's needs and the specific behavior of limit orders on Bybit.

Addressing these points may help in resolving the issue with the GoodTilDate limit order property not functioning as expected in 'Александр's' algorithm.