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).