QuantConnect.Securities.Option.StrategyMatcher
Classes
| Class | Description |
|---|---|
| AbsoluteRiskOptionPositionCollectionEnumerator | Stub class providing an idea towards an optimal IOptionPositionCollectionEnumerator implementation... |
| ConstantOptionStrategyLegPredicateReferenceValue | Provides an implementation of IOptionStrategyLegPredicateReferenceValue that represents a constant value. |
| ConstantOptionStrategyLegReferenceValue | Provides methods for easily creating instances of ConstantOptionStrategyLegPredicateReferenceValue{T} |
| DefaultOptionPositionCollectionEnumerator | Provides a default implementation of the IOptionPositionCollectionEnumerator abstraction. |
| DescendingByLegCountOptionStrategyDefinitionEnumerator | Provides an implementation of IOptionStrategyDefinitionEnumerator that enumerates definitions... |
| FunctionalOptionPositionCollectionEnumerator | Provides a functional implementation of IOptionPositionCollectionEnumerator |
| IdentityOptionStrategyDefinitionEnumerator | Provides a default implementation of IOptionStrategyDefinitionEnumerator that enumerates... |
| IOptionPositionCollectionEnumerator | Enumerates an OptionPositionCollection. The intent is to evaluate positions that... |
| IOptionStrategyDefinitionEnumerator | Enumerates OptionStrategyDefinition for the purposes of providing a bias towards definitions... |
| IOptionStrategyLegPredicateReferenceValue | When decoding leg predicates, we extract the value we're comparing against... |
| IOptionStrategyMatchObjectiveFunction | Evaluates the provided match to assign an objective score. Higher scores are better. |
| OptionPosition | Defines a lightweight structure representing a position in an option contract or underlying.... |
| OptionPositionCollection | Provides indexing of option contracts |
| OptionStrategyDefinition | Provides a definitional object for an OptionStrategy. This definition is used to 'match' option... |
| OptionStrategyDefinitionMatch | Defines a match of OptionPosition to a OptionStrategyDefinition |
| OptionStrategyDefinitions | Provides a listing of pre-defined OptionStrategyDefinition... |
| OptionStrategyLegDefinition | Defines a single option leg in an option strategy. This definition supports direct... |
| OptionStrategyLegDefinitionMatch | Defines the item result type of OptionStrategyLegDefinition.match, containing the number of... |
| OptionStrategyLegPredicate | Defines a condition under which a particular OptionPosition can be combined with... |
| OptionStrategyLegPredicateReferenceValue | Provides an implementation of IOptionStrategyLegPredicateReferenceValue that references an option... |
| OptionStrategyMatch | Defines a complete result from running the matcher on a collection of positions.... |
| OptionStrategyMatcher | Matches OptionPositionCollection against a collection of OptionStrategyDefinition... |
| OptionStrategyMatcherOptions | Defines options that influence how the matcher operates. |
| UnmatchedPositionCountOptionStrategyMatchObjectiveFunction | Provides an implementation of IOptionStrategyMatchObjectiveFunction that evaluates the number of unmatched... |
Enumerations
Bases: IntEnum
Specifies the type of value being compared against in a OptionStrategyLegPredicate. These values define the limits of what can be filtered and must match available slice methods in OptionPositionCollection
RIGHT = 0
Predicate matches on OptionPosition.right (0)
QUANTITY = 1
Predicate match on OptionPosition.quantity (1)
STRIKE = 2
Predicate matches on OptionPosition.strike (2)
EXPIRATION = 3
Predicate matches on OptionPosition.expiration (3)