Hello,
I have a strategy working perfectly fine without brokerage model. When introducing a IBKR model, and liquidating VX positions using either self.Liquidate() and self.SetHoldings("VX", 0), the following error is thrown.
Backtest Handled Error: Order Error: id: 1, Error executing margin models: Unsupported security type: Base
How can this be resolved? Happy to provide example code if this needs more extensive investigation.
Derek Melchin
Hi Chris,
We were unable to reproduce the issue. See the attached backtest for reference.
For further assistance, please attach a backtest which demonstrates the issue.
Best,
Derek Melchin
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Chris M
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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