github-featured / quantconnect--lean

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    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
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