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    Fix margin call handling for single-lot option strategy position groups (#9612)

    frostbyte_neo 发布于 2026-07-13 19:17:19 +00:00 | 24 次提交 在此版本后已推送到 master

    A margin call requiring a partial reduction of an option strategy
    position group probes a zero-quantity trial group while solving for the
    order quantity. The option strategy margin helpers assume at least one
    leg with non-zero quantity and threw InvalidOperationException,
    crashing the algorithm. Return zero initial/maintenance margin for
    zero-quantity groups so the margin call converges on full liquidation.

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