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Hello,
I get the following error while trying to roll out a shot put to back month using PutCalendarSpread:
Error executing margin models: Unable to create group for orders: [2,3]
Step to reproduce:
Step 1: Sell put in front month
Step 2: Roll out put to back month using PutCalendarSpread (buy back front month put, sell back month put)
I attched a sample project to reproduce the error.
I would appreciate any help or tips - thank you in advance for your help!
I tried to set a brokerage model, but that did not help.
I did a bit of digging and I think the error is raised because this method returns False?
Attached test case is based on
Ninja51
I have the same problem. Alex P have you already opened a Github issue for this?
This makes Quantconnect unusable for many option strategies @jared_broad
Ninja51
Issue report created. Martin Molinero Jared Broad
Alex P
Thanks for reporting the issue. i believe the bug is here but unfortunately I don’t get the logic there:
Ninja51
Martin Molinero Jared Broad Another related but different issue report created:
Alex P
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