Improve Future Intraday Margin

Open AlexCatarino opened this issue 11 months ago • 1 comments

Expected Behavior

Models intraday margin correctly.

Actual Behavior

If the database doesn't have the intraday margin, it assumes 40% of overnight. At the moment, MES, for example, is 10%: https://www.tradestation.com/pricing/futures-margin-requirements/

Potential Solution

Update the database with the correct value and/or make the ratio to overnight configurable.

Checklist

[x] I have completely filled out this template
[x] I have confirmed that this issue exists on the current master branch
[x] I have confirmed that this is not a duplicate issue by searching issues
[x] I have provided detailed steps to reproduce the issue

Jan 13 '25 23:01 AlexCatarino

Additional information:

Mar 21 '25 13:03 AlexCatarino