github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
11,898 Commits 16 Branches 4,269 Tags
cb0661c79ee39fa7120412a552c8655fbcdc26fe
Commit Graph

2 Commits

Author SHA1 Message Date
Martin-Molinero e42d84319d Support overriding position group margin requirements (#7286) 
* Add support for Null SecurityPositionGroupModel

- Add support for algorithms to set the null security position group
  model which will not group securities together but rather return the
  single group buying power model. Adding regression algorithms

* Add Null Margin python regression & cleanup

- Add python regression algorithm & minor regression algorithms clean up
 2023-05-31 19:53:50 -03:00
Jhonathan Abreu 82b3468ab7 Add naked single-option strategies (#7231)
Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Handle liquidating option position with an option strategy

* Handle liquidating option position with an option strategy

* Minor changes

* Minor fix in default margin model margin call order generation
 2023-05-30 15:59:28 -03:00