Defines a single option leg in an option strategy. This definition supports direct match (does position X match the definition) and position collection filtering (filter collection to include matches) More...

Inheritance diagram for QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition:

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Public Member Functions
	OptionStrategyLegDefinition (OptionRight right, int quantity, IEnumerable< OptionStrategyLegPredicate > predicates)
	Initializes a new instance of the OptionStrategyLegDefinition class More...

IEnumerable< OptionStrategyLegDefinitionMatch >	Match (OptionStrategyMatcherOptions options, IReadOnlyList< OptionPosition > legs, OptionPositionCollection positions)
	Yields all possible matches for this leg definition held within the collection of positions More...

OptionPositionCollection	Filter (IReadOnlyList< OptionPosition > legs, OptionPositionCollection positions, bool includeUnderlying=true)
	Filters the provided positions collection such that any remaining positions are all valid options that match this leg definition instance. More...

OptionStrategy.LegData	CreateLegData (OptionStrategyLegDefinitionMatch match)
	Creates the appropriate OptionStrategy.LegData for the specified match More...

bool	TryMatch (OptionPosition position, out OptionStrategy.LegData leg)
	Determines whether or not this leg definition matches the specified position , and if so, what the resulting quantity of the OptionStrategy.OptionLegData should be. More...

IEnumerator< OptionStrategyLegPredicate >	GetEnumerator ()
	Returns an enumerator that iterates through the collection. More...

Static Public Member Functions
static OptionStrategy.LegData	CreateLegData (Symbol symbol, int quantity)
	Creates the appropriate OptionStrategy.LegData with the specified quantity More...

static OptionStrategyLegDefinition	Create (OptionRight right, int quantity, IEnumerable< Expression< Func< IReadOnlyList< OptionPosition >, OptionPosition, bool >>> predicates)
	Creates a new OptionStrategyLegDefinition matching the specified parameters More...

Properties
int	Quantity `[get]`
	Gets the unit quantity More...

OptionRight	Right `[get]`
	Gets the contract right More...

Detailed Description

Defines a single option leg in an option strategy. This definition supports direct match (does position X match the definition) and position collection filtering (filter collection to include matches)

Definition at line 29 of file OptionStrategyLegDefinition.cs.

Constructor & Destructor Documentation

◆ OptionStrategyLegDefinition()

QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition.OptionStrategyLegDefinition	(	OptionRight	right,
		int	quantity,
		IEnumerable< OptionStrategyLegPredicate >	predicates
	)

Initializes a new instance of the OptionStrategyLegDefinition class

Parameters

right	The leg's contract right
quantity	The leg's unit quantity
predicates	The conditions a position must meet in order to match this definition

Definition at line 49 of file OptionStrategyLegDefinition.cs.

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Member Function Documentation

◆ Match()

IEnumerable<OptionStrategyLegDefinitionMatch> QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition.Match	(	OptionStrategyMatcherOptions	options,
		IReadOnlyList< OptionPosition >	legs,
		OptionPositionCollection	positions
	)

Yields all possible matches for this leg definition held within the collection of positions

Parameters

options	Strategy matcher options guiding matching behaviors
legs	The preceding legs already matched for the parent strategy definition
positions	The remaining, unmatched positions available to be matched against

Returns: An enumerable of potential matches

Definition at line 63 of file OptionStrategyLegDefinition.cs.

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◆ Filter()

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition.Filter	(	IReadOnlyList< OptionPosition >	legs,
		OptionPositionCollection	positions,
		bool	includeUnderlying = `true`
	)

Filters the provided positions collection such that any remaining positions are all valid options that match this leg definition instance.

Definition at line 85 of file OptionStrategyLegDefinition.cs.

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◆ CreateLegData() [1/2]

OptionStrategy.LegData QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition.CreateLegData ( OptionStrategyLegDefinitionMatch match )

Creates the appropriate OptionStrategy.LegData for the specified match

Definition at line 121 of file OptionStrategyLegDefinition.cs.

◆ CreateLegData() [2/2]

static OptionStrategy.LegData QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition.CreateLegData	(	Symbol	symbol,
		int	quantity
	)

static

Creates the appropriate OptionStrategy.LegData with the specified quantity

Definition at line 132 of file OptionStrategyLegDefinition.cs.

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◆ TryMatch()

bool QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition.TryMatch	(	OptionPosition	position,
		out OptionStrategy.LegData	leg
	)

Determines whether or not this leg definition matches the specified position , and if so, what the resulting quantity of the OptionStrategy.OptionLegData should be.

Definition at line 146 of file OptionStrategyLegDefinition.cs.

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◆ Create()

static OptionStrategyLegDefinition QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition.Create	(	OptionRight	right,
		int	quantity,
		IEnumerable< Expression< Func< IReadOnlyList< OptionPosition >, OptionPosition, bool >>>	predicates
	)

static

Creates a new OptionStrategyLegDefinition matching the specified parameters

Definition at line 172 of file OptionStrategyLegDefinition.cs.

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◆ GetEnumerator()

IEnumerator<OptionStrategyLegPredicate> QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition.GetEnumerator ( )

Returns an enumerator that iterates through the collection.

Returns: An enumerator that can be used to iterate through the collection.

Definition at line 185 of file OptionStrategyLegDefinition.cs.

Property Documentation

◆ Quantity

int QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition.Quantity

get

Gets the unit quantity

Definition at line 36 of file OptionStrategyLegDefinition.cs.

◆ Right

OptionRight QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition.Right

get

Gets the contract right

Definition at line 41 of file OptionStrategyLegDefinition.cs.

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

Common/Securities/Option/StrategyMatcher/OptionStrategyLegDefinition.cs

Public Member Functions

Static Public Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ OptionStrategyLegDefinition()

Member Function Documentation

◆ Match()

◆ Filter()

◆ CreateLegData() [1/2]

◆ CreateLegData() [2/2]

◆ TryMatch()

◆ Create()

◆ GetEnumerator()

Property Documentation

◆ Quantity

◆ Right