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Author SHA1 Message Date
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