AbsoluteRiskOptionPositionCollectionEnumerator

QuantConnect.Securities.Option.StrategyMatcher.AbsoluteRiskOptionPositionCollectionEnumerator

AbsoluteRiskOptionPositionCollectionEnumerator(
    market_price_provider: Callable[[Symbol], float],
)

Bases: Object, IOptionPositionCollectionEnumerator

Stub class providing an idea towards an optimal IOptionPositionCollectionEnumerator implementation that still needs to be implemented.

Intializes a new instance of the AbsoluteRiskOptionPositionCollectionEnumerator class

Parameters:

Name	Type	Description	Default
market_price_provider	Callable[[Symbol], float]	Function providing the current market price for a provided symbol	required

enumerate

enumerate(
    positions: OptionPositionCollection,
) -> Iterable[OptionPosition]

Enumerates the provided positions. Positions enumerated first are more likely to be matched than those appearing later in the enumeration.