OptionStrategyLegDefinition

QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition

OptionStrategyLegDefinition(
    right: OptionRight,
    quantity: int,
    predicates: List[OptionStrategyLegPredicate],
)

Bases: Object, Iterable[OptionStrategyLegPredicate]

Defines a single option leg in an option strategy. This definition supports direct match (does position X match the definition) and position collection filtering (filter collection to include matches)

Initializes a new instance of the OptionStrategyLegDefinition class

Parameters:

Name	Type	Description	Default
right	OptionRight	The leg's contract right	required
quantity	int	The leg's unit quantity	required
predicates	List[OptionStrategyLegPredicate]	The conditions a position must meet in order to match this definition	required

quantity

quantity: int

Gets the unit quantity

right

right: OptionRight

Gets the contract right

__iter__

__iter__() -> Iterator[OptionStrategyLegPredicate]

create

create(
    right: OptionRight,
    quantity: int,
    predicates: List[Expression],
) -> OptionStrategyLegDefinition

Creates a new OptionStrategyLegDefinition matching the specified parameters

filter

filter(
    legs: Sequence[OptionPosition],
    positions: OptionPositionCollection,
    include_underlying: bool = True,
) -> OptionPositionCollection

Filters the provided positions collection such that any remaining positions are all valid options that match this leg definition instance.

get_enumerator

get_enumerator() -> IEnumerator[OptionStrategyLegPredicate]

Returns an enumerator that iterates through the collection.

Returns:

Type	Description
IEnumerator[OptionStrategyLegPredicate]	An enumerator that can be used to iterate through the collection.

match

match(
    options: OptionStrategyMatcherOptions,
    legs: Sequence[OptionPosition],
    positions: OptionPositionCollection,
) -> Iterable[OptionStrategyLegDefinitionMatch]

Yields all possible matches for this leg definition held within the collection of positions

Parameters:

Name	Type	Description	Default
options	OptionStrategyMatcherOptions	Strategy matcher options guiding matching behaviors	required
legs	Sequence[OptionPosition]	The preceding legs already matched for the parent strategy definition	required
positions	OptionPositionCollection	The remaining, unmatched positions available to be matched against	required

Returns:

Type	Description
Iterable[OptionStrategyLegDefinitionMatch]	An enumerable of potential matches.

try_match

try_match(
    position: OptionPosition, leg: Optional[LegData]
) -> Tuple[bool, LegData]

Determines whether or not this leg definition matches the specified position, and if so, what the resulting quantity of the OptionStrategy.OptionLegData should be.