2 Commits

Author	SHA1	Message	Date
Martin-Molinero	56270464cc	IsOption Use Underlying Holidays and Early Closes if Empty (#7007) ... * IsOption uses underlyings holidays - Option assets will use underlyings holidays, early closes and late opens if their own are not defined * Update regression algorithms	2023-02-24 12:49:51 -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