QuantConnect.Securities.Option.StrategyMatcher.AbsoluteRiskOptionPositionCollectionEnumerator Class Reference

Stub class providing an idea towards an optimal IOptionPositionCollectionEnumerator implementation that still needs to be implemented. More...

Inheritance diagram for QuantConnect.Securities.Option.StrategyMatcher.AbsoluteRiskOptionPositionCollectionEnumerator:

Public Member Functions
	AbsoluteRiskOptionPositionCollectionEnumerator (Func< Symbol, decimal > marketPriceProvider)
	Intializes a new instance of the AbsoluteRiskOptionPositionCollectionEnumerator class More...
IEnumerable< OptionPosition >	Enumerate (OptionPositionCollection positions)
	Enumerates the provided positions . Positions enumerated first are more likely to be matched than those appearing later in the enumeration. More...

Detailed Description

Stub class providing an idea towards an optimal IOptionPositionCollectionEnumerator implementation that still needs to be implemented.

Definition at line 25 of file AbsoluteRiskOptionPositionCollectionEnumerator.cs.

Constructor & Destructor Documentation

AbsoluteRiskOptionPositionCollectionEnumerator()

QuantConnect.Securities.Option.StrategyMatcher.AbsoluteRiskOptionPositionCollectionEnumerator.AbsoluteRiskOptionPositionCollectionEnumerator

(

Func< Symbol, decimal >

marketPriceProvider

)

Intializes a new instance of the AbsoluteRiskOptionPositionCollectionEnumerator class

Parameters

marketPriceProvider

Function providing the current market price for a provided symbol

Definition at line 33 of file AbsoluteRiskOptionPositionCollectionEnumerator.cs.

Member Function Documentation

Enumerate()

IEnumerable<OptionPosition> QuantConnect.Securities.Option.StrategyMatcher.AbsoluteRiskOptionPositionCollectionEnumerator.Enumerate

(

OptionPositionCollection

positions

)

Enumerates the provided positions . Positions enumerated first are more likely to be matched than those appearing later in the enumeration.

Implements QuantConnect.Securities.Option.StrategyMatcher.IOptionPositionCollectionEnumerator.

Definition at line 42 of file AbsoluteRiskOptionPositionCollectionEnumerator.cs.

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The documentation for this class was generated from the following file:

• Common/Securities/Option/StrategyMatcher/AbsoluteRiskOptionPositionCollectionEnumerator.cs