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QuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper Class Reference

Python wrapper for custom option exercise models More...

Inheritance diagram for QuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper:
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Public Member Functions

 OptionExerciseModelPythonWrapper (PyObject model)
 Creates a new instance More...
 
IEnumerable< OrderEventOptionExercise (Option option, OptionExerciseOrder order)
 Performs option exercise for the option security class. More...
 
- Public Member Functions inherited from QuantConnect.Python.BasePythonWrapper< IOptionExerciseModel >
 BasePythonWrapper (bool validateInterface=true)
 Creates a new instance of the BasePythonWrapper<TInterface> class More...
 
 BasePythonWrapper (PyObject instance, bool validateInterface=true)
 Creates a new instance of the BasePythonWrapper<TInterface> class with the specified instance More...
 
void SetPythonInstance (PyObject instance)
 Sets the python instance More...
 
GetProperty< T > (string propertyName)
 Gets the Python instance property with the specified name More...
 
PyObject GetProperty (string propertyName)
 Gets the Python instance property with the specified name More...
 
void SetProperty (string propertyName, object value)
 Sets the Python instance property with the specified name More...
 
dynamic GetEvent (string name)
 Gets the Python instance event with the specified name More...
 
bool HasAttr (string name)
 Determines whether the Python instance has the specified attribute More...
 
PyObject GetMethod (string methodName)
 Gets the Python instances method with the specified name and caches it More...
 
InvokeMethod< T > (string methodName, params object[] args)
 Invokes the specified method with the specified arguments More...
 
PyObject InvokeMethod (string methodName, params object[] args)
 Invokes the specified method with the specified arguments More...
 

Additional Inherited Members

- Protected Attributes inherited from QuantConnect.Python.BasePythonWrapper< IOptionExerciseModel >
PyObject Instance
 Gets the underlying python instance More...
 

Detailed Description

Python wrapper for custom option exercise models

Definition at line 27 of file OptionExerciseModelPythonWrapper.cs.

Constructor & Destructor Documentation

◆ OptionExerciseModelPythonWrapper()

QuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper.OptionExerciseModelPythonWrapper ( PyObject  model)

Creates a new instance

Parameters
modelThe python model to wrapp

Definition at line 33 of file OptionExerciseModelPythonWrapper.cs.

Member Function Documentation

◆ OptionExercise()

IEnumerable<OrderEvent> QuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper.OptionExercise ( Option  option,
OptionExerciseOrder  order 
)

Performs option exercise for the option security class.

Parameters
optionOption we're trading this order
orderOrder to update

Implements QuantConnect.Orders.OptionExercise.IOptionExerciseModel.

Definition at line 43 of file OptionExerciseModelPythonWrapper.cs.

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The documentation for this class was generated from the following file: