github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 11679 9887a05d77
    比较

    Fix FutureOptionMarginModel Margin Requirements (#5570)

    frostbyte_neo 发布于 2021-05-18 17:04:30 +00:00 | 2384 次提交 在此版本后已推送到 master

    • Fix FutureOptionMarginModel Margin Requirements
    • Fixes FuturesOptionsMarginModel margin requirements being zero due to
      underlying being null on model creation. Adding unit test
    • Address reviews
    • SecurityService will set underlying when creating a new security when
      provided
    下载附件