Generates a new random option Symbol. More...
Public Member Functions | |
| OptionSymbolGenerator (RandomDataGeneratorSettings settings, IRandomValueGenerator random, decimal underlyingPrice, decimal maximumStrikePriceDeviation) | |
| override int | GetAvailableSymbolCount () |
| Returns the number of symbols with the specified parameters can be generated. There is no limit for the options. More... | |
 Public Member Functions inherited from QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator | |
| IEnumerable< Symbol > | GenerateRandomSymbols () |
| Generates specified number of symbols More... | |
| Symbol | NextSymbol (SecurityType securityType, string market, string ticker=null) |
| Generates random symbol, used further down for asset More... | |
| string | NextUpperCaseString (int minLength, int maxLength) |
| Generates a random string within the specified lengths. More... | |
Protected Member Functions | |
| override IEnumerable< Symbol > | GenerateAsset (string ticker=null) |
| Generates a new random option Symbol. The generated option contract Symbol will have an expiry between the specified min and max expiration. The strike price will be within the specified maximum strike price deviation of the underlying symbol price and should be rounded to reasonable value for the given price. For example, a price of 100 dollars would round to 5 dollar increments and a price of 5 dollars would round to 50 cent increments More... | |
| Protected Member Functions inherited from QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator | |
| BaseSymbolGenerator (RandomDataGeneratorSettings settings, IRandomValueGenerator random) | |
| Base constructor implementation for Symbol generator More... | |
| string | NextTickerFromSymbolPropertiesDatabase (SecurityType securityType, string market) |
| Return a Ticker matching an entry in the Symbol properties database More... | |
| DateTime | GetRandomExpiration (SecurityExchangeHours marketHours, DateTime minExpiry, DateTime maxExpiry) |
| Generates random expiration date on a friday within specified time range More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator | |
| static BaseSymbolGenerator | Create (RandomDataGeneratorSettings settings, IRandomValueGenerator random) |
| Creates a ad-hoc symbol generator depending on settings More... | |
| Properties inherited from QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator | |
| IRandomValueGenerator | Random [get] |
| IRandomValueGenerator instance producing random values for use in random data generation More... | |
| RandomDataGeneratorSettings | Settings [get] |
| Settings of current random data generation run More... | |
| MarketHoursDatabase | MarketHoursDatabase [get] |
| Exchange hours and raw data times zones in various markets More... | |
| SymbolPropertiesDatabase | SymbolPropertiesDatabase [get] |
| Access to specific properties for various symbols More... | |
Detailed Description
Generates a new random option Symbol.
Definition at line 24 of file OptionSymbolGenerator.cs.
Member Function Documentation
◆ GenerateAsset()
|
protectedvirtual |
Generates a new random option Symbol. The generated option contract Symbol will have an expiry between the specified min and max expiration. The strike price will be within the specified maximum strike price deviation of the underlying symbol price and should be rounded to reasonable value for the given price. For example, a price of 100 dollars would round to 5 dollar increments and a price of 5 dollars would round to 50 cent increments
- Parameters
-
ticker Optionally can provide a ticker that should be used
Standard contracts expiry on the third Friday. Weekly contracts expiry every week on Friday
- Returns
- A new option contract Symbol within the specified expiration and strike price parameters along with its underlying symbol
Implements QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.
Definition at line 61 of file OptionSymbolGenerator.cs.
◆ GetAvailableSymbolCount()
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virtual |
Returns the number of symbols with the specified parameters can be generated. There is no limit for the options.
- Returns
- returns int.MaxValue
Implements QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.
The documentation for this class was generated from the following file:
- ToolBox/RandomDataGenerator/OptionSymbolGenerator.cs
