Set a limit on the minimum leverage of the algorithm. Parameters ---------- min_leverage : float The minimum leverage for the algorithm. grace_period : pd.Timedelta The offset from the start date used to enforce a minimum leverage.
(self, min_leverage, grace_period)
| 2070 | |
| 2071 | @api_method |
| 2072 | def set_min_leverage(self, min_leverage, grace_period): |
| 2073 | """Set a limit on the minimum leverage of the algorithm. |
| 2074 | |
| 2075 | Parameters |
| 2076 | ---------- |
| 2077 | min_leverage : float |
| 2078 | The minimum leverage for the algorithm. |
| 2079 | grace_period : pd.Timedelta |
| 2080 | The offset from the start date used to enforce a minimum leverage. |
| 2081 | """ |
| 2082 | deadline = self.sim_params.start_session + grace_period |
| 2083 | control = MinLeverage(min_leverage, deadline) |
| 2084 | self.register_account_control(control) |
| 2085 | |
| 2086 | #################### |
| 2087 | # Trading Controls # |