Update SecurityMarginModel virtual fields to methods

Common/Securities/SecurityMarginModel.cs

@@ -29,19 +29,17 @@ namespace QuantConnect.Securities
         /// <summary>
         /// The percentage of an order's absolute cost that must be held in free cash in order to place the order
         /// </summary>
-        protected virtual decimal InitialMarginRequirement
+        protected virtual decimal GetInitialMarginRequirement(Security security)
         {
-            get { return _initialMarginRequirement; }
-            set { _initialMarginRequirement = value; }
+            return _initialMarginRequirement;
         }
 
         /// <summary>
         /// The percentage of the holding's absolute cost that must be held in free cash in order to avoid a margin call
         /// </summary>
-        protected virtual decimal MaintenanceMarginRequirement
+        protected virtual decimal GetMaintenanceMarginRequirement(Security security)
         {
-            get { return _maintenanceMarginRequirement; }
-            set { _maintenanceMarginRequirement = value; }
+            return _maintenanceMarginRequirement;
         }
 
         /// <summary>
@@ -89,7 +87,7 @@ namespace QuantConnect.Securities
         /// <returns>The current leverage in the security</returns>
         public virtual decimal GetLeverage(Security security)
         {
-            return 1/MaintenanceMarginRequirement;
+            return 1/GetMaintenanceMarginRequirement(security);
         }
 
         /// <summary>
@@ -108,8 +106,8 @@ namespace QuantConnect.Securities
             }
 
             decimal margin = 1/leverage;
-            InitialMarginRequirement = margin;
-            MaintenanceMarginRequirement = margin;
+            _initialMarginRequirement = margin;
+            _maintenanceMarginRequirement = margin;
         }
 
         /// <summary>
@@ -124,7 +122,7 @@ namespace QuantConnect.Securities
             //Market order is approximated from the current security price and set in the MarketOrder Method in QCAlgorithm.
             var orderFees = security.FeeModel.GetOrderFee(security, order);
             
-            return order.GetValue(security)*InitialMarginRequirement + orderFees;
+            return order.GetValue(security)*GetInitialMarginRequirement(security) + orderFees;
         }
 
         /// <summary>
@@ -134,7 +132,7 @@ namespace QuantConnect.Securities
         /// <returns>The maintenance margin required for the </returns>
         public virtual decimal GetMaintenanceMargin(Security security)
         {
-            return security.Holdings.AbsoluteHoldingsCost*MaintenanceMarginRequirement;
+            return security.Holdings.AbsoluteHoldingsCost*GetMaintenanceMarginRequirement(security);
         }
 
         /// <summary>
@@ -207,7 +205,7 @@ namespace QuantConnect.Securities
             decimal delta = totalMargin - netLiquidationValue;
             
             // compute the number of shares required for the order, rounding up
-            int quantity = (int) (Math.Round(delta/security.Price, MidpointRounding.AwayFromZero) / MaintenanceMarginRequirement);
+            int quantity = (int) (Math.Round(delta/security.Price, MidpointRounding.AwayFromZero) / GetMaintenanceMarginRequirement(security));
 
             // don't try and liquidate more share than we currently hold, minimum value of 1, maximum value for absolute quantity
             quantity = Math.Max(1, Math.Min((int)security.Holdings.AbsoluteQuantity, quantity));