Margin Interest Rate

public override void Initialize()
{
    var security = AddEquity("SPY");
    // Null margin interest rate model is non-realistic, you should set it according to your broker information
    security.MarginInterestRateModel = MarginInterestRateModel.Null;
}

def initialize(self) -> None:
    security = self.add_equity("SPY")
    # Null margin interest rate model is non-realistic, you should set it according to your broker information
    security.set_margin_interest_rate_model(MarginInterestRateModel.NULL)

public class BrokerageModelExampleAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        // In the Initialize method, set the security initializer to seed initial the prices and models of assets.
        SetSecurityInitializer(new MySecurityInitializer(BrokerageModel, new FuncSecuritySeeder(GetLastKnownPrices)));
    }
}

public class MySecurityInitializer : BrokerageModelSecurityInitializer
{
    public MySecurityInitializer(IBrokerageModel brokerageModel, ISecuritySeeder securitySeeder)
        : base(brokerageModel, securitySeeder) {}    
    public override void Initialize(Security security)
    {
        // First, call the superclass definition.
        // This method sets the reality models of each security using the default reality models of the brokerage model.
        base.Initialize(security);

        // Next, overwrite some of the reality models
        security.MarginInterestRateModel = MarginInterestRateModel.Null;    }
}

class BrokerageModelExampleAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        # In the Initialize method, set the security initializer to seed initial the prices and models of assets.
        self.set_security_initializer(MySecurityInitializer(self.brokerage_model, FuncSecuritySeeder(self.get_last_known_prices)))

# Outside of the algorithm class
class MySecurityInitializer(BrokerageModelSecurityInitializer):

    def __init__(self, brokerage_model: IBrokerageModel, security_seeder: ISecuritySeeder) -> None:
        super().__init__(brokerage_model, security_seeder)    
    def initialize(self, security: Security) -> None:
        # First, call the superclass definition.
        # This method sets the reality models of each security using the default reality models of the brokerage model.
        super().initialize(security)

        # Next, overwrite some of the reality models
        security.set_margin_interest_rate_model(MarginInterestRateModel.NULL)

public class CustomMarginInterestRateModelExampleAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        var security = AddEquity("SPY");
        // You should set it according to your broker information for the least actual-expected discrepancies
        security.SetMarginInterestRateModel(new MyMarginInterestRateModel());
    }
}

// Define the custom margin interest rate model
public class MyMarginInterestRateModel : IMarginInterestRateModel 
{
    public void ApplyMarginInterestRate(MarginInterestRateParameters marginInterestRateParameters) 
    {
        var holdings = marginInterestRateParameters.Security.Holdings;
        var positionValue = holdings.GetQuantityValue(holdings.Quantity);
        positionValue.Cash.AddAmount(-1);
    }
}

class CustomMarginInterestRateModelExampleAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        security = self.add_equity("SPY")
        # You should set it according to your broker information for the least actual-expected discrepancies
        security.set_margin_interest_rate_model(MyMarginInterestRateModel())

# Define the custom margin interest rate model
class MyMarginInterestRateModel:

    def apply_margin_interest_rate(self, margin_interest_rate_parameters: MarginInterestRateParameters) -> None:
        holdings = margin_interest_rate_parameters.security.holdings
        position_value = holdings.get_quantity_value(holdings.quantity)
        position_value.cash.add_amount(-1)