Use order price for crypto future initial margin checks#9411
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aiSynergy37 wants to merge 2 commits intoQuantConnect:masterfrom
Open
Use order price for crypto future initial margin checks#9411aiSynergy37 wants to merge 2 commits intoQuantConnect:masterfrom
aiSynergy37 wants to merge 2 commits intoQuantConnect:masterfrom
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Validation update: To bypass the local Windows App Control restriction (
Runs:
Both runs aborted before producing a test assertion result with the same host crash:
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Summary
GetInitialMarginRequirement(InitialMarginParameters)behavior for non-order pathsBTCUSDTandBTCUSDlimit ordersWhy
Fixes incorrect buying power checks for crypto future limit orders where margin should be based on the executable order price context.
Closes #7726
Testing
QuantConnect.Tests.dll(0x800711C7).dotnet test Tests/QuantConnect.Tests.csproj --filter "FullyQualifiedName~CryptoFutureMarginModelTests.InitialMarginRequiredForOrderUsesLimitOrderPrice"