How do I detect a margin call after failed option assignment (because of unsufficient buying power)?
I would like to throw an exception and stop the backtesting.
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Detect margin call after failed option assignment, stop backtesting with exception.
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How do I detect a margin call after failed option assignment?
Valery T | December 2019
How do I detect a margin call after failed option assignment (because of unsufficient buying power)?
I would like to throw an exception and stop the backtesting.
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Alexandre Catarino
Hi Valery T ,
The algorithm gets margin call notifications on the following methods:
// Margin call warning event handler. // This method is called when Portfolio.MarginRemaining is // under 5% of your Portfolio.TotalPortfolioValue public override void OnMarginCallWarning() { } // Margin call event handler. // This method is called right before the margin call orders are placed in the market. public override void OnMarginCall(List<SubmitOrderRequest> requests) { }
Here is a full example.
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Valery T INVESTOR
Alexandre,
Are those methods called on failed option contract assignment?
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.
Alexandre Catarino
Hi Valery T ,
No. What do you mean by "failed option contract assignment"?
Do you have an example where it happens because of insufficient buying power?
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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