github-featured / quantconnect--lean

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  • 11648 a475178dbb
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    Fix FOPs maintenance margin requirements (#5559)

    frostbyte_neo 发布于 2021-05-14 17:02:56 +00:00 | 2396 次提交 在此版本后已推送到 master

    • Fix FOPs maintenance margin requirements since they were relaying on
      the underlyings holdings cost to return 0 in some cases. Updating unit
      tests
    • Fix Option exercise order being rejected because of margin not
      available, will now take into account the margin used by the option
      itself. Adding unit test
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