PortfolioMarginUsageAnalysis

QuantConnect.Lean.Engine.Results.Analysis.Analyses.PortfolioMarginUsageAnalysis

Detects periods where the portfolio under-utilises available margin (3-day SMA of margin usage drops below 50 %).

issue: str

Gets the description of the detected margin under-utilisation issue.

weight: int

Gets the severity weight for this margin usage analysis.

run(
    parameters: ResultsAnalysisRunParameters,
) -> Sequence[Analysis]

run(backtest_result: Result) -> Sequence[Analysis]

Signature descriptions:

Runs the portfolio margin usage analysis against the provided backtest parameters.
Reads the "Portfolio Margin" chart from the backtest result and counts trading days where the 3-day SMA of total margin usage drops below 50%.

Parameters:

Name	Type	Description	Default
`backtest_result`	`Optional[Result]`	The backtest result whose charts are inspected.	`None`

Returns:

Type	Description
`Sequence[Analysis]`	Analysis results when any such days are detected.

single_response(
    sample: Any, solutions: Sequence[str] = None
) -> Sequence[Analysis]

single_response(
    sample: Any,
    count: Optional[int],
    solutions: Sequence[str] = None,
) -> Sequence[Analysis]

Wraps a single QuantConnect.Analysis in a one-element read-only list.

create_aggregated_response(
    responses: List[Analysis],
) -> Sequence[Analysis]

Filters responses to those with solutions, prefixes the class name, and returns a flat list.

This codeEntityType is protected.

format_code(code: str, language: Language) -> str

Formats the specified code string according to the conventions of the given programming language.

This codeEntityType is protected.