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Lean
$LEAN_TAG$
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This class is a POCO containing basic data for the underlying leg of the strategy More...
Public Member Functions | |
| override void | Invoke (Action< UnderlyingLegData > underlyingHandler, Action< OptionLegData > optionHandler) |
| Invokes the underlyingHandler More... | |
Static Public Member Functions | |
| static UnderlyingLegData | Create (int quantity, Symbol symbol, decimal? orderPrice=null) |
| Creates a new instance of UnderlyingLegData for the specified quantity of underlying shares. More... | |
| static UnderlyingLegData | Create (int quantity, decimal? orderPrice=null) |
| Creates a new instance of UnderlyingLegData for the specified quantity of underlying shares. More... | |
Static Public Member Functions inherited from QuantConnect.Orders.Leg | |
| static Leg | Create (Symbol symbol, int quantity, decimal? limitPrice=null) |
| Creates a new instance More... | |
Additional Inherited Members | |
Properties inherited from QuantConnect.Orders.Leg | |
| Symbol | Symbol [get, set] |
| The legs symbol More... | |
| int | Quantity [get, set] |
| Quantity multiplier used to specify proper scale (and direction) of the leg within the strategy More... | |
| decimal? | OrderPrice [get, set] |
| Order limit price of the leg in case limit order is sent to the market on strategy execution More... | |
This class is a POCO containing basic data for the underlying leg of the strategy
Definition at line 111 of file OptionStrategy.cs.
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static |
Creates a new instance of UnderlyingLegData for the specified quantity of underlying shares.
Definition at line 116 of file OptionStrategy.cs.
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static |
Creates a new instance of UnderlyingLegData for the specified quantity of underlying shares.
Definition at line 126 of file OptionStrategy.cs.
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virtual |
Invokes the underlyingHandler
Implements QuantConnect.Securities.Option.OptionStrategy.LegData.
Definition at line 138 of file OptionStrategy.cs.