MarginRequirementsEntry
Bases: Object
POCO class for modeling margin requirements at given date
date: datetime
Date of margin requirements change
initial_overnight: float
Initial overnight margin for the contract effective from the date of change
maintenance_overnight: float
Maintenance overnight margin for the contract effective from the date of change
initial_intraday: float
Initial intraday margin for the contract effective from the date of change
maintenance_intraday: float
Maintenance intraday margin for the contract effective from the date of change
create(csv_line: str) -> MarginRequirementsEntry
Creates a new instance of MarginRequirementsEntry from the specified csv line
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
csv_line
|
str
|
The csv line to be parsed |
required |
Returns:
| Type | Description |
|---|---|
MarginRequirementsEntry
|
A new MarginRequirementsEntry for the specified csv line. |