public void VerifyMaintenaceMargin() { var model = new TestPatternDayTradingMarginModel(); // Open Market var security = CreateSecurity(Noon); security.Holdings.SetHoldings(100m, 100); Assert.AreEqual((double)100 * 100 / 4, (double)model.GetMaintenanceMargin(security), 1e-3); // Closed Market security = CreateSecurity(Midnight); security.Holdings.SetHoldings(100m, 100); Assert.AreEqual((double)100 * 100 / 2, (double)model.GetMaintenanceMargin(security), 1e-3); }