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1 Commits

Author SHA1 Message Date
Jhonathan Abreu 2e20b4803d Accounting for the position quantity in margin requirements (#7161)
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* Invalidate option strategies orders when short selling over margin

When shorting an option strategy with margin requirements that cannot be
met, the order should be invalidated. The buying power model is now able
to detect said situation and result in unssuficient buying power.

The OptionsMarginModel now uses the parameters instance values instead
of the security holdings to compute margin requirements. This fixes the
situation when calculation buying power for a first time position with
no holdings.

* Add and fix unit tests

* Update regression algorithms

* Peer review
2023-04-03 18:51:05 -03:00