Exemplos de TestPatternDayTradingMarginModel.GetMaintenanceMargin em C# (CSharp)

Exemplo n.º 1

Arquivo: PatternDayTradingMarginBuyingPowerModelTests.cs Projeto: stan4git/Lean-1

        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);
        }