IOptionStrategyLegPredicateReferenceValue
When decoding leg predicates, we extract the value we're comparing against If we're comparing against another leg's value (such as legs<0>.Strike), then we'll create a OptionStrategyLegPredicateReferenceValue. If we're comparing against a literal/constant value, then we'll create a ConstantOptionStrategyLegPredicateReferenceValue. These reference values are used to slice the OptionPositionCollection to only include positions matching the predicate.
resolve(legs: Sequence[OptionPosition]) -> Object
Resolves the value of the comparand specified in an OptionStrategyLegPredicate. For example, the predicate may include ... > legs<0>.Strike, and upon evaluation, we need to be able to extract leg<0>.Strike for the currently contemplated set of legs adhering to a strategy's definition.