chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from AlgorithmImports import *
+
+### <summary>
+### Shows how setting to use the SecurityMarginModel.null (or BuyingPowerModel.NULL)
+### to disable the sufficient margin call verification.
+### See also: <see cref="OptionEquityBullCallSpreadRegressionAlgorithm"/>
+### </summary>
+### <meta name="tag" content="reality model" />
+class NullBuyingPowerOptionBullCallSpreadAlgorithm(QCAlgorithm):
+    def initialize(self):
+
+        self.set_start_date(2015, 12, 24)
+        self.set_end_date(2015, 12, 24)
+        self.set_cash(200000)
+
+        self.set_security_initializer(lambda security: security.set_margin_model(SecurityMarginModel.NULL))
+        self.portfolio.set_positions(SecurityPositionGroupModel.NULL)
+
+        equity = self.add_equity("GOOG")
+        option = self.add_option(equity.symbol)
+        self.option_symbol = option.symbol
+
+        option.set_filter(lambda u: u.standards_only().strikes(-2, +2).expiration(0, 180))
+        
+    def on_data(self, slice):
+        if self.portfolio.invested or not self.is_market_open(self.option_symbol):
+            return
+       
+        chain = slice.option_chains.get(self.option_symbol)
+        if chain:
+            call_contracts = [x for x in chain if x.right == OptionRight.CALL]
+
+            expiry = min(x.expiry for x in call_contracts)
+
+            call_contracts = sorted([x for x in call_contracts if x.expiry == expiry],
+                key = lambda x: x.strike)
+
+            long_call = call_contracts[0]
+            short_call = [x for x in call_contracts if x.strike > long_call.strike][0]
+
+            quantity = 1000
+
+            tickets = [
+                self.market_order(short_call.symbol, -quantity),
+                self.market_order(long_call.symbol, quantity)
+            ]
+                
+            for ticket in tickets:
+                if ticket.status != OrderStatus.FILLED:
+                    raise AssertionError(f"There should be no restriction on buying {ticket.quantity} of {ticket.symbol} with BuyingPowerModel.NULL")
+
+
+    def on_end_of_algorithm(self) -> None:
+        if self.portfolio.total_margin_used != 0:
+            raise AssertionError("The TotalMarginUsed should be zero to avoid margin calls.")