public InitialMargin GetInitialMarginRequirement(InitialMarginParameters parameters)
{
EnsureSecurityExists(parameters.Security);
var expected = SecurityModel.GetInitialMarginRequirement(parameters);
if (reentry)
{
return(expected);
}
reentry = true;
var actual = PositionGroupModel.GetInitialMarginRequirement(new PositionGroupInitialMarginParameters(
Portfolio, new PositionGroup(PositionGroupModel, new Position(parameters.Security, parameters.Quantity))
));
Assert.AreEqual(expected.Value, actual.Value,
$"{PositionGroupModel.GetType().Name}:{nameof(GetInitialMarginRequirement)}"
);
reentry = false;
return(expected);
}
