#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class CustomFillModelAlgorithm : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2020, 4, 1);
            SetCash(100000);
            
            Portfolio.MarginCallModel = new MyMarginCallModel(Portfolio, DefaultOrderProperties);
            AddEquity("SPY", Resolution.Daily);
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings("SPY", -2);
            }
        }
    }

    public class MyMarginCallModel : DefaultMarginCallModel
    {
        public MyMarginCallModel(
            SecurityPortfolioManager portfolio,
            IOrderProperties defaultOrderProperties)
            : base(portfolio, defaultOrderProperties)
        {
        }

        public override List<OrderTicket> ExecuteMarginCall(
            IEnumerable<SubmitOrderRequest> generatedMarginCallOrders)
        {
            return base.ExecuteMarginCall(generatedMarginCallOrders);
        }

        public List<SubmitOrderRequest> GetMarginCallOrders(out bool issueMarginCallWarning)
        {
            return base.GetMarginCallOrders(out issueMarginCallWarning);
        }
    }
}