Initial solution

Algorithm.CSharp/UpdateStopOrdersRegressionAlgorithm.cs

@@ -0,0 +1,117 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Threading.Tasks;
+using QuantConnect.Data;
+using QuantConnect.Interfaces;
+using QuantConnect.Orders;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    public class UpdateStopOrdersRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
+    {
+        private OrderTicket _ticket;
+
+        public override void Initialize()
+        {
+            // Inicializar las fechas y el capital inicial
+            SetStartDate(2018, 4, 3);
+
+            // Agregar el par de divisas EURUSD
+            AddForex("EURUSD", Resolution.Minute);
+        }
+
+        public override void OnData(Slice data)
+        {
+            if (!Portfolio.Invested)
+            {
+                var qty = CalculateOrderQuantity("EURUSD", 50m);
+
+                var ticketTest = MarketOrder("EURUSD", qty);
+
+                _ticket = StopMarketOrder("EURUSD", -qty / 2, Securities["EURUSD"].Price - 0.003m);
+
+                Log($"Before TotalMarginUsed: {Portfolio.TotalMarginUsed}");
+
+                var updateSettings = new UpdateOrderFields
+                {
+                    Quantity = -qty * 10,
+                    StopPrice = Securities["EURUSD"].Price - 0.003m
+                };
+                var response = _ticket.Update(updateSettings);
+
+                if (response.IsSuccess)
+                {
+                    Log($"After TotalMarginUsed: {Portfolio.TotalMarginUsed}");
+                }
+            }
+        }
+
+        public override void OnOrderEvent(OrderEvent orderEvent)
+        {
+            var order = Transactions.GetOrderById(orderEvent.OrderId);
+            if (order.Type == OrderType.StopMarket && orderEvent.Status == OrderStatus.Filled)
+            {
+                _ticket = null;
+            }
+        }
+        /// <summary>
+        /// Final status of the algorithm
+        /// </summary>
+        public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
+        /// </summary>
+        public bool CanRunLocally { get; } = true;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate which languages this algorithm is written in.
+        /// </summary>
+        public virtual List<Language> Languages { get; } = new() { Language.CSharp };
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public long DataPoints => 4543;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public int AlgorithmHistoryDataPoints => 0;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
+        /// </summary>
+        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
+        {
+            {"Total Orders", "10"},
+            {"Average Win", "0%"},
+            {"Average Loss", "0.00%"},
+            {"Compounding Annual Return", "-0.468%"},
+            {"Drawdown", "0.000%"},
+            {"Expectancy", "-1"},
+            {"Start Equity", "100000"},
+            {"End Equity", "99985"},
+            {"Net Profit", "-0.015%"},
+            {"Sharpe Ratio", "-15.229"},
+            {"Sortino Ratio", "0"},
+            {"Probabilistic Sharpe Ratio", "0.781%"},
+            {"Loss Rate", "100%"},
+            {"Win Rate", "0%"},
+            {"Profit-Loss Ratio", "0"},
+            {"Alpha", "-0.003"},
+            {"Beta", "-0.001"},
+            {"Annual Standard Deviation", "0"},
+            {"Annual Variance", "0"},
+            {"Information Ratio", "-5.216"},
+            {"Tracking Error", "0.103"},
+            {"Treynor Ratio", "5.946"},
+            {"Total Fees", "$0.00"},
+            {"Estimated Strategy Capacity", "$8000.00"},
+            {"Lowest Capacity Asset", "SPXW XKX6S2GM9PGU|SPX 31"},
+            {"Portfolio Turnover", "0.01%"},
+            {"OrderListHash", "5b50a3d9e0afad859c3f7e2580a4f3be"}
+        };
+    }
+}

Engine/TransactionHandlers/BrokerageTransactionHandler.cs

@@ -967,6 +967,16 @@ private OrderResponse HandleUpdateOrderRequest(UpdateOrderRequest request)
 
             ticket.SetOrder(order);
 
+            var hasSufficientBuyingPowerResult = _algorithm.Portfolio.HasSufficientBuyingPowerForOrder([order]);
+
+            if (!hasSufficientBuyingPowerResult.IsSufficient)
+            {
+                var errorMessage = $@"Order Error: id: [{order.Id}], Insufficient buying power to complete order, Reason: {hasSufficientBuyingPowerResult.Reason}.";
+                _algorithm.Error(errorMessage);
+                InvalidateOrders([order], errorMessage);
+                return OrderResponse.Error(request, OrderResponseErrorCode.InsufficientBuyingPower, errorMessage);
+            }
+
             bool orderUpdated;
             if (isClosedOrderUpdate)
             {