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Accounting for the position quantity in margin requirements (#7161)
frostbyte_neo 发布于
2023-04-03 21:51:05 +00:00 | 1494 次提交 在此版本后已推送到 master- 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
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Update regression algorithms
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Peer review
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