QuantConnect / QuantConnect/Lean
Update Default Margin Models to Apply PDT Restrictions
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Nobody has claimed this yet.
depth
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
The margin models don't let you violate the PDT rule.
Actual Behavior
We actually don't have "protection" built in. The PatternDayTradingMarginModel just adjusts your leverage based on the trading hours, it won't stop you from intraday trading in excess of the PDT rule.
Potential Solution
Add PDT rule protection
Reproducing the Problem
System Information
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
The issue names PatternDayTradingMarginModel as the entry point; start by locating it and reading how it currently adjusts leverage during trading hours. Define and verify behavior that prevents intraday trading beyond PDT limits, using a focused reproduction or test to confirm the restriction is enforced.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100