How to extend OptionStrategyPositionGroupBuyingPowerModel in Python?

Hi Chetan Tyagi 

You can employ the following basic fundamental framework to extend OptionStrategyPositionGroupBuyingPowerModel according to your specific logical requirements.
 

public class CustomOptionStrategyBuyingPowerModel : OptionStrategyPositionGroupBuyingPowerModel
{
	public CustomOptionStrategyBuyingPowerModel(OptionStrategy optionStrategy)
        : base(optionStrategy)
    {
        // Constructor logic if needed
    }
    
    
    // override methods for custom logic
    public override MaintenanceMargin GetMaintenanceMargin(PositionGroupMaintenanceMarginParameters parameters)
    {
    	// Implement custom maintenance margin calculation logic 
    	// Return calculated maintenance margin requirement
    }
    
    public override InitialMargin GetInitialMarginRequirement(PositionGroupInitialMarginParameters parameters)
    {
    	// Implement custom initial margin calculation logic 
    	// Return calculated initial margin requirement
    }
}


// And then we can include the CustomOptionStrategyBuyingPowerModel into our algorithm

public class MyCustomOptionStrategyAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        // Set up initialization logic

        var customModel = new CustomOptionStrategyPositionGroupBuyingPowerModel(yourOptionStrategy);
        SetOptionStrategyBuyingPowerModel(customModel);
    }

    // Rest of your algo
}

Let me know if this gave you any direction in building your logic!
Best,
Ashutosh