Class in charge of resolving option strategy groups which will use the OptionStrategyPositionGroupBuyingPowerModel More...
Public Member Functions | |
| OptionStrategyPositionGroupResolver (SecurityManager securities) | |
| Creates the default option strategy group resolver for OptionStrategyDefinitions.AllDefinitions More... | |
| OptionStrategyPositionGroupResolver (SecurityManager securities, OptionStrategyMatcherOptions strategyMatcherOptions) | |
| Creates a custom option strategy group resolver More... | |
| bool | TryGroup (IReadOnlyCollection< IPosition > newPositions, PositionGroupCollection currentPositions, out IPositionGroup @group) |
| Attempts to group the specified positions into a new IPositionGroup using an appropriate IPositionGroupBuyingPowerModel for position groups created via this resolver. More... | |
| PositionGroupCollection | Resolve (PositionCollection positions) |
| Resolves the position groups that exist within the specified collection of positions. More... | |
| IEnumerable< IPositionGroup > | GetImpactedGroups (PositionGroupCollection groups, IReadOnlyCollection< IPosition > positions) |
| Determines the position groups that would be evaluated for grouping of the specified positions were passed into the Resolve method. More... | |
 Public Member Functions inherited from QuantConnect.Securities.Positions.IPositionGroupResolver | |
| bool | TryGroup (IReadOnlyCollection< IPosition > newPositions, PositionGroupCollection currentPositions, out IPositionGroup group) |
| Attempts to group the specified positions into a new IPositionGroup using an appropriate IPositionGroupBuyingPowerModel for position groups created via this resolver. More... | |
Detailed Description
Class in charge of resolving option strategy groups which will use the OptionStrategyPositionGroupBuyingPowerModel
Definition at line 29 of file OptionStrategyPositionGroupResolver.cs.
Constructor & Destructor Documentation
◆ OptionStrategyPositionGroupResolver() [1/2]
| QuantConnect.Securities.Positions.OptionStrategyPositionGroupResolver.OptionStrategyPositionGroupResolver | ( | SecurityManager | securities | ) |
Creates the default option strategy group resolver for OptionStrategyDefinitions.AllDefinitions
Definition at line 37 of file OptionStrategyPositionGroupResolver.cs.
◆ OptionStrategyPositionGroupResolver() [2/2]
| QuantConnect.Securities.Positions.OptionStrategyPositionGroupResolver.OptionStrategyPositionGroupResolver | ( | SecurityManager | securities, |
| OptionStrategyMatcherOptions | strategyMatcherOptions | ||
| ) |
Creates a custom option strategy group resolver
- Parameters
-
strategyMatcherOptions The option strategy matcher options instance to use securities The algorithms securities
Definition at line 47 of file OptionStrategyPositionGroupResolver.cs.
Member Function Documentation
◆ TryGroup()
| bool QuantConnect.Securities.Positions.OptionStrategyPositionGroupResolver.TryGroup | ( | IReadOnlyCollection< IPosition > | newPositions, |
| PositionGroupCollection | currentPositions, | ||
| out IPositionGroup @ | group | ||
| ) |
Attempts to group the specified positions into a new IPositionGroup using an appropriate IPositionGroupBuyingPowerModel for position groups created via this resolver.
- Parameters
-
newPositions The positions to be grouped currentPositions The currently grouped positions group The grouped positions when this resolver is able to, otherwise null
- Returns
- True if this resolver can group the specified positions, otherwise false
Definition at line 62 of file OptionStrategyPositionGroupResolver.cs.
◆ Resolve()
| PositionGroupCollection QuantConnect.Securities.Positions.OptionStrategyPositionGroupResolver.Resolve | ( | PositionCollection | positions | ) |
Resolves the position groups that exist within the specified collection of positions.
- Parameters
-
positions The collection of positions
- Returns
- An enumerable of position groups
Implements QuantConnect.Securities.Positions.IPositionGroupResolver.
Definition at line 122 of file OptionStrategyPositionGroupResolver.cs.
◆ GetImpactedGroups()
| IEnumerable<IPositionGroup> QuantConnect.Securities.Positions.OptionStrategyPositionGroupResolver.GetImpactedGroups | ( | PositionGroupCollection | groups, |
| IReadOnlyCollection< IPosition > | positions | ||
| ) |
Determines the position groups that would be evaluated for grouping of the specified positions were passed into the Resolve method.
This function allows us to determine a set of impacted groups and run the resolver on just those groups in order to support what-if analysis
- Parameters
-
groups The existing position groups positions The positions being changed
- Returns
- An enumerable containing the position groups that could be impacted by the specified position changes
Implements QuantConnect.Securities.Positions.IPositionGroupResolver.
Definition at line 149 of file OptionStrategyPositionGroupResolver.cs.
The documentation for this class was generated from the following file:
- Common/Securities/Positions/OptionStrategyPositionGroupResolver.cs
