DefaultMarginCallModel

QuantConnect.Securities.DefaultMarginCallModel

DefaultMarginCallModel(
    portfolio: SecurityPortfolioManager,
    default_order_properties: IOrderProperties,
    margin_buffer: float = 0.1,
)

Bases: Object, IMarginCallModel

Represents the model responsible for picking which orders should be executed during a margin call

Initializes a new instance of the DefaultMarginCallModel class

Parameters:

Name	Type	Description	Default
`portfolio`	`SecurityPortfolioManager`	The portfolio object to receive margin calls	required
`default_order_properties`	`IOrderProperties`	The default order properties to be used in margin call orders	required
`margin_buffer`	`float`	The percent margin buffer to use when checking whether the total margin used is above the total portfolio value to generate margin call orders	`0.1`

portfolio

portfolio: SecurityPortfolioManager

Gets the portfolio that margin calls will be transacted against

This codeEntityType is protected.

default_order_properties

default_order_properties: IOrderProperties

Gets the default order properties to be used in margin call orders

This codeEntityType is protected.

execute_margin_call

execute_margin_call(
    generated_margin_call_orders: List[SubmitOrderRequest],
) -> List[OrderTicket]

Executes synchronous orders to bring the account within margin requirements.

Parameters:

Name	Type	Description	Default
`generated_margin_call_orders`	`List[SubmitOrderRequest]`	These are the margin call orders that were generated by individual security margin models.	required

Returns:

Type	Description
`List[OrderTicket]`	The list of orders that were actually executed.

generate_margin_call_orders

generate_margin_call_orders(
    parameters: MarginCallOrdersParameters,
) -> Iterable[SubmitOrderRequest]

Generates a new order for the specified security taking into account the total margin used by the account. Returns null when no margin call is to be issued.

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`parameters`	`MarginCallOrdersParameters`	The set of parameters required to generate the margin call orders	required

Returns:

Type	Description
`Iterable[SubmitOrderRequest]`	An order object representing a liquidation order to be executed to bring the account within margin requirements.

get_margin_call_orders

get_margin_call_orders(
    issue_margin_call_warning: Optional[bool],
) -> Tuple[List[SubmitOrderRequest], bool]

Scan the portfolio and the updated data for a potential margin call situation which may get the holdings below zero! If there is a margin call, liquidate the portfolio immediately before the portfolio gets sub zero.

Parameters:

Name	Type	Description	Default
`issue_margin_call_warning`	`Optional[bool]`	Set to true if a warning should be issued to the algorithm	required

Returns:

Type	Description
`Tuple[List[SubmitOrderRequest], bool]`	True for a margin call on the holdings.