Skip to content

[Futures] DefaultMarginCallModel GetMaximumLotsForDeltaBuyingPower #5604

@Martin-Molinero

Description

@Martin-Molinero

Expected Behavior

  • DefaultMarginCallModel works correctly

Actual Behavior

  • DefaultMarginCallModel can call GetMaximumLotsForDeltaBuyingPower with a deltaBuyingPower > 1 which causes FutureMarginModel to throw Futures do not allow specifying a leveraged target, since they are traded using margin which already is leveraged

Potential Solution

Review

Reproducing the Problem

N/A

System Information

N/A

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Metadata

Metadata

Assignees

No one assigned

    Type

    No type

    Projects

    Status

    Bugs

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions