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. The solution with the highest score will be selected as the solution. By convention, solutions that can't be improved upon score zero, the maximum, which allows the matcher to skip evaluating additional candidate solutions.