I'm trying to test a strategy in which a put/call credit spread is sold at a certain delta above or below the market close. Currently, LEAN is treating each option contract separately and deducting the margin accordingly as if the strategy is selling naked puts/calls. How can I turn margin off? or preferably update it to use the real risk of the spread?


I've already tried both: 

self.Portfolio.MarginCallModel = MarginCallModel.Null

self.Securities.MarginModel = MarginCallModel.Null

Neither of these stopped the margin calls in the simulation, I've also tried setting the initial cash to a ridiculously high amount but that's not really feasibly for obvious reasons. 


Thanks everyone!