OptionStrategyLegDefinitionMatch
OptionStrategyLegDefinitionMatch(
multiplier: int, position: OptionPosition
)
Bases: IEquatable[QuantConnect_Securities_Option_StrategyMatcher_OptionStrategyLegDefinitionMatch]
Defines the item result type of OptionStrategyLegDefinition.match, containing the number of times the leg definition matched the position (multiplier) and applicable portion of the position.
Initializes a new instance of the OptionStrategyLegDefinitionMatch struct
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
multiplier
|
int
|
The number of times the positions matched the leg definition |
required |
position
|
OptionPosition
|
The position that matched the leg definition |
required |
multiplier: int
The number of times the definition is able to match the position. For example, if the definition requires +2 contracts and the algorithm's position has +5 contracts, then this multiplier would equal 2.
position: OptionPosition
The position that was successfully matched with the total quantity matched. For example, if the definition requires +2 contracts and this multiplier equals 2, then this position would have a quantity of 4. This may be different than the remaining/total quantity available in the positions collection.
__eq__(right: OptionStrategyLegDefinitionMatch) -> bool
OptionStrategyLegDefinitionMatch == Operator
Returns:
| Type | Description |
|---|---|
bool
|
True if they are equal. |
__ne__(right: OptionStrategyLegDefinitionMatch) -> bool
OptionStrategyLegDefinitionMatch != Operator
Returns:
| Type | Description |
|---|---|
bool
|
True if they are not equal. |
create_option_position(multiplier: int) -> OptionPosition
Creates the appropriate OptionPosition for this matched position
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
multiplier
|
int
|
The multiplier to use for creating the OptionPosition. This multiplier will be the minimum multiplier of all legs within a strategy definition match. Each leg defines its own multiplier which is the max matches for that leg and the strategy definition's multiplier is the min of the individual legs. |
required |
create_option_strategy_leg(multiplier: int) -> LegData
Creates the appropriate type of OptionStrategy.LegData for this matched position
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
multiplier
|
int
|
The multiplier to use for creating the leg data. This multiplier will be the minimum multiplier of all legs within a strategy definition match. Each leg defines its own multiplier which is the max matches for that leg and the strategy definition's multiplier is the min of the individual legs. |
required |
get_hash_code() -> int
Returns the hash code for this instance.
Returns:
| Type | Description |
|---|---|
int
|
A 32-bit signed integer that is the hash code for this instance. |
to_string() -> str
Returns the fully qualified type name of this instance.
Returns:
| Type | Description |
|---|---|
str
|
The fully qualified type name. |