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PredicateTargetValue.cs
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace
QuantConnect.Securities.Option.StrategyMatcher
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{
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/// <summary>
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/// Specifies the type of value being compared against in a <see cref="OptionStrategyLegPredicate"/>.
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/// These values define the limits of what can be filtered and must match available slice methods in
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/// <see cref="OptionPositionCollection"/>
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/// </summary>
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public
enum
PredicateTargetValue
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{
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/// <summary>
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/// Predicate matches on <see cref="OptionPosition.Right"/> (0)
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/// </summary>
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Right
,
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/// <summary>
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/// Predicate match on <see cref="OptionPosition.Quantity"/> (1)
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/// </summary>
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Quantity
,
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/// <summary>
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/// Predicate matches on <see cref="OptionPosition.Strike"/> (2)
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/// </summary>
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Strike
,
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/// <summary>
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/// Predicate matches on <see cref="OptionPosition.Expiration"/> (3)
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/// </summary>
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Expiration
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}
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}
Common
Securities
Option
StrategyMatcher
PredicateTargetValue.cs
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