No margin call and backtest continue when balance touches zero

[LouisSzeto]

Expected Behavior

Suppose we cannot put additional cash when margin calls (at least for now), the existing positions shall all be immediately liquidated and all opening orders shall be cancelled. The portfolio return shall not be lower than -100%.

Actual Behavior

It will still proceed backtesting, execute existing open orders if rebounce up above zero at ending of the same slice .

Potential Solution

Check the portfolio value is lower than 0 not only for end of slice, but also open or low.

Reproducing the Problem

The backtest on this post in discussion

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

[jaredbroad]

Closing as relatively low impact. Use higher grain resolution to avoid the issue.