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IOptionStrategyMatchObjectiveFunction

QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyMatchObjectiveFunction

Evaluates the provided match to assign an objective score. Higher scores are better.

compute_score

compute_score(
    input: OptionPositionCollection,
    match: OptionStrategyMatch,
    unmatched: OptionPositionCollection,
) -> float

Evaluates the objective function for the provided match solution. Solution with the highest score will be selected as the solution. NOTE: This part of the match has not been implemented as of 2020-11-06 as it's only evaluating the first solution match (MatchOnce).