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OptionStrategyMatcher

QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcher

OptionStrategyMatcher(
    options: OptionStrategyMatcherOptions,
)

Bases: Object

Matches OptionPositionCollection against a collection of OptionStrategyDefinition according to the OptionStrategyMatcherOptions provided.

Initializes a new instance of the OptionStrategyMatcher class

Parameters:

Name Type Description Default
options OptionStrategyMatcherOptions

Specifies definitions and other options controlling the matcher

required

options

Specifies options controlling how the matcher operates

match_once

match_once(
    positions: OptionPositionCollection,
) -> OptionStrategyMatch

Using the definitions provided in options, attempts to match all positions. The resulting OptionStrategyMatch presents a single, valid solution for matching as many positions as possible.