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Description
Use a local search index for each futures margin lookup. Clamp the cached hint to the loaded history and search backward when a refreshed table moves the effective row.
Related Issue
Fixes #10036.
Motivation and Context
Concurrent first lookups can increment the shared index beyond the history, causing every later order on that security to fail. A shorter or reordered history after cache refresh can also return the wrong margin or throw.
Requires Documentation Change
No.
How Has This Been Tested?
Clean checkout of this commit, .NET 10.0.400 on macOS arm64, Python 3.12. All 75 futures margin tests pass. The full Common.Securities test set passes: 5,588 passed, 4 skipped.
The added tests cover concurrent lookups and cache replacement with shorter or shifted histories. Restoring the original implementation makes all three cases fail; restoring the fix passes the fixture again.
Types of changes
Checklist
bug-<issue#>-<description>.