OptionStrategyPositionGroupResolver

QuantConnect.Securities.Positions.OptionStrategyPositionGroupResolver

OptionStrategyPositionGroupResolver(
    securities: SecurityManager,
)

OptionStrategyPositionGroupResolver(
    securities: SecurityManager,
    strategy_matcher_options: OptionStrategyMatcherOptions,
)

Bases: Object, IPositionGroupResolver

Class in charge of resolving option strategy groups which will use the OptionStrategyPositionGroupBuyingPowerModel

Signature descriptions:

• Creates the default option strategy group resolver for OptionStrategyDefinitions.ALL_DEFINITIONS

• Creates a custom option strategy group resolver

Parameters:

Name	Type	Description	Default
strategy_matcher_options	Optional[OptionStrategyMatcherOptions]	The option strategy matcher options instance to use	None
securities	SecurityManager	The algorithms securities	required

get_impacted_groups

get_impacted_groups(
    groups: PositionGroupCollection,
    positions: Sequence[IPosition],
) -> Iterable[IPositionGroup]

Determines the position groups that would be evaluated for grouping of the specified positions were passed into the resolve method.

Parameters:

Name	Type	Description	Default
groups	PositionGroupCollection	The existing position groups	required
positions	Sequence[IPosition]	The positions being changed	required

Returns:

Type	Description
Iterable[IPositionGroup]	An enumerable containing the position groups that could be impacted by the specified position changes.

resolve

resolve(
    positions: PositionCollection,
) -> PositionGroupCollection

Resolves the position groups that exist within the specified collection of positions.

Parameters:

Name	Type	Description	Default
positions	PositionCollection	The collection of positions	required

Returns:

Type	Description
PositionGroupCollection	An enumerable of position groups.

try_group

try_group(
    new_positions: Sequence[IPosition],
    current_positions: PositionGroupCollection,
    group: Optional[IPositionGroup],
) -> Tuple[bool, IPositionGroup]

Attempts to group the specified positions into a new IPositionGroup using an appropriate IPositionGroupBuyingPowerModel for position groups created via this resolver.

Parameters:

Name	Type	Description	Default
new_positions	Sequence[IPosition]	The positions to be grouped	required
current_positions	PositionGroupCollection	The currently grouped positions	required
group	Optional[IPositionGroup]	The grouped positions when this resolver is able to, otherwise null	required

Returns:

Type	Description
Tuple[bool, IPositionGroup]	True if this resolver can group the specified positions, otherwise false.