GetInitialMarginRequiredForOrder and GetInitialMarginRequirement methods in the SecurityMarginModel class are made protected as they can still be overridden in derived classes.
This PR reverts and replaces PR #674 because it caused issue #678.
The margin call model has been refactored and now contains both methods for margin call order handling (generation and execution).
Disabling margin calls is now much simpler:
Portfolio.MarginCallModel = MarginCallModel.Null;
List of changes:
- Added a new IMarginCallModel interface
- Renamed MarginCallModel to DefaultMarginCallModel
- Refactored margin call models by moving the GenerateMarginCallOrder method from ISecurityMarginModel to IMarginCallModel
- Disabled margin calls by default for live trading in BrokerageSetupHandler initialization
Michael Handschuh