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Python wrapper for custom option exercise models More...
Public Member Functions | |
OptionExerciseModelPythonWrapper (PyObject model) | |
Creates a new instance More... | |
IEnumerable< OrderEvent > | OptionExercise (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... | |
T | 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... | |
T | 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... | |
Python wrapper for custom option exercise models
Definition at line 27 of file OptionExerciseModelPythonWrapper.cs.
QuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper.OptionExerciseModelPythonWrapper | ( | PyObject | model | ) |
Creates a new instance
model | The python model to wrapp |
Definition at line 33 of file OptionExerciseModelPythonWrapper.cs.
IEnumerable<OrderEvent> QuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper.OptionExercise | ( | Option | option, |
OptionExerciseOrder | order | ||
) |
Performs option exercise for the option security class.
option | Option we're trading this order |
order | Order to update |
Implements QuantConnect.Orders.OptionExercise.IOptionExerciseModel.
Definition at line 43 of file OptionExerciseModelPythonWrapper.cs.