QuantConnect.Securities.IMarginCallModel Interface Reference

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

Inheritance diagram for QuantConnect.Securities.IMarginCallModel:

Public Member Functions
List< SubmitOrderRequest >	GetMarginCallOrders (out bool issueMarginCallWarning)
	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. More...
List< OrderTicket >	ExecuteMarginCall (IEnumerable< SubmitOrderRequest > generatedMarginCallOrders)
	Executes synchronous orders to bring the account within margin requirements. More...

Detailed Description

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

Definition at line 25 of file IMarginCallModel.cs.

Member Function Documentation

GetMarginCallOrders()

List<SubmitOrderRequest> QuantConnect.Securities.IMarginCallModel.GetMarginCallOrders

(

out bool

issueMarginCallWarning

)

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

issueMarginCallWarning

Set to true if a warning should be issued to the algorithm

Returns

True for a margin call on the holdings.

Implemented in QuantConnect.Securities.DefaultMarginCallModel, and QuantConnect.Python.MarginCallModelPythonWrapper.

ExecuteMarginCall()

List<OrderTicket> QuantConnect.Securities.IMarginCallModel.ExecuteMarginCall

(

IEnumerable< SubmitOrderRequest >

generatedMarginCallOrders

)

Executes synchronous orders to bring the account within margin requirements.

Parameters

generatedMarginCallOrders

These are the margin call orders that were generated by individual security margin models.

Returns

The list of orders that were actually executed

Implemented in QuantConnect.Securities.DefaultMarginCallModel, and QuantConnect.Python.MarginCallModelPythonWrapper.

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The documentation for this interface was generated from the following file:

• Common/Securities/IMarginCallModel.cs