OptionPortfolioModel

QuantConnect.Securities.Option.OptionPortfolioModel

Provides an implementation of ISecurityPortfolioModel for options that supports default fills as well as option exercising.

process_close_trade_profit(
    portfolio: SecurityPortfolioManager,
    security: Security,
    fill: OrderEvent,
) -> ConvertibleCashAmount

Helper method to determine the close trade profit

This codeEntityType is protected.

process_fill(
    portfolio: SecurityPortfolioManager,
    security: Security,
    fill: OrderEvent,
) -> None

Performs application of an OrderEvent to the portfolio

Parameters:

Name	Type	Description	Default
`portfolio`	`SecurityPortfolioManager`	The algorithm's portfolio	required
`security`	`Security`	Option security	required
`fill`	`OrderEvent`	The order event fill object to be applied	required