QuantConnect / QuantConnect/Lean
Create default IMarginInterestRateModel
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Nobody has claimed this yet.
depth
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
- Lean has a default
IMarginInterestRateModelaccounting for costs associated with margin trading
Actual Behavior
- Lean uses a null margin interest rate model by default. Only Binance futures interest rate model is currently available. Related https://github.com/QuantConnect/Lean/issues/32
Potential Solution
- Implement the
DefaultMarginInterestRateModelaccounting for costs associated with margin trading DefaultBrokerageModel.GetMarginInterestRateModel(Security security)would return it
Reproducing the Problem
N/A
System Information
N/A
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
Read IMarginInterestRateModel and DefaultBrokerageModel.GetMarginInterestRateModel(Security security) first, then compare the existing null and Binance futures models. Done means a DefaultMarginInterestRateModel accounts for margin-trading costs and the default brokerage model returns it.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100