QuantConnect Lean Algorithmic Trading Engine
Members 
QuantConnect.Securities Namespace : DefaultMarginCallModel Class
DefaultMarginCallModel Class
Represents the model responsible for picking which orders should be executed during a margin call
Object Model
DefaultMarginCallModel ClassIOrderProperties InterfaceSecurityPortfolioManager ClassSecurityHolding Class
Syntax
public class DefaultMarginCallModel : IMarginCallModel  
Remarks
This is a default implementation that orders the generated margin call orders by the unrealized profit (losers first) and executes each order synchronously until we're within the margin requirements
Inheritance Hierarchy

System.Object
   QuantConnect.Securities.DefaultMarginCallModel

Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also