3 Commits

Author	SHA1	Message	Date
Louis Szeto	979bd9baef	pep8 conversion of python algos #11 (#7952) ... * pep8 conversion * Minor tweak --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>	2024-04-19 12:54:50 -03:00
Jhonathan Abreu	bdcb6d9474	Account for premium in options strategies margin (#7290) ... * Account for premium in option strategies margin * Minor fixes * Add OptionInitialMargin class to separate strategies margin and premium * Minor fix * Minor fix * Cleanup, docs and other minor changes * Minor changes * Minor changes * Minor changes * Address peer review	2023-06-05 12:58:48 -03:00
Alexandre Catarino	99848a1221	Adds NullBuyingPowerModel (#6977) ... * Adds NullBuyingPowerModel The `NullBuyingPowerModel` considers that we have sufficient buying power for all orders. Adds example using a bull call spread since a equity buy and hold would not show the impact of this model in the position group buing power model. * Define NullBuyingPowerModel.GetMaintenanceMargin The `NullBuyingPowerModel.GetMaintenanceMargin` returns a `MaintenanceMargin` of zero. It means the total margin used is always zero and margin calls will not be triggered. This feature is inspired on the `ConstantBuyingPowerModel`. We don't inherit from that class, because `ConstantBuyingPowerModel.GetInitialMarginRequirement` gives us very small initial margin that leads to a very large quantity if we use `SetHoldings` or `CalculateOrderQuantity`	2023-02-20 19:50:24 -03:00