Provides indexing of option contracts More...

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

Public Member Functions
	OptionPositionCollection (ImmutableDictionary< Symbol, OptionPosition > positions, ImmutableDictionary< OptionRight, ImmutableHashSet< Symbol >> rights, ImmutableDictionary< PositionSide, ImmutableHashSet< Symbol >> sides, ImmutableSortedDictionary< decimal, ImmutableHashSet< Symbol >> strikes, ImmutableSortedDictionary< DateTime, ImmutableHashSet< Symbol >> expirations)
	Initializes a new instance of the OptionPositionCollection class More...

bool	HasPosition (Symbol symbol)
	Determines if a position is held in the specified symbol More...

bool	TryGetPosition (Symbol symbol, out OptionPosition position)
	Retrieves the OptionPosition for the specified symbol if one exists in this collection. More...

OptionPositionCollection	Add (OptionPosition position)
	Creates a new collection that is the result of adding the specified position to this collection. More...

OptionPositionCollection	Remove (OptionPosition position)
	Creates a new collection that is the result of removing the specified position More...

OptionPositionCollection	AddRange (params OptionPosition[] positions)
	Creates a new collection that is the result of adding the specified positions to this collection. More...

OptionPositionCollection	AddRange (IEnumerable< OptionPosition > positions)
	Creates a new collection that is the result of adding the specified positions to this collection. More...

OptionPositionCollection	RemoveRange (IEnumerable< OptionPosition > positions)
	Creates a new collection that is the result of removing the specified positions More...

OptionPositionCollection	Slice (OptionRight right, bool includeUnderlying=true)
	Slices this collection, returning a new collection containing only positions with the specified right More...

OptionPositionCollection	Slice (PositionSide side, bool includeUnderlying=true)
	Slices this collection, returning a new collection containing only positions with the specified side More...

OptionPositionCollection	Slice (BinaryComparison comparison, decimal strike, bool includeUnderlying=true)
	Slices this collection, returning a new collection containing only positions matching the specified comparison and strike More...

OptionPositionCollection	Slice (BinaryComparison comparison, DateTime expiration, bool includeUnderlying=true)
	Slices this collection, returning a new collection containing only positions matching the specified comparison and expiration More...

IEnumerable< OptionPosition >	ForSymbols (IEnumerable< Symbol > symbols)
	Returns the set of OptionPosition with the specified symbols More...

IEnumerable< OptionPosition >	ForRight (OptionRight right)
	Returns the set of OptionPosition with the specified right More...

IEnumerable< OptionPosition >	ForSide (PositionSide side)
	Returns the set of OptionPosition with the specified side More...

IEnumerable< OptionPosition >	ForStrike (decimal strike)
	Returns the set of OptionPosition with the specified strike More...

IEnumerable< OptionPosition >	ForExpiration (DateTime expiration)
	Returns the set of OptionPosition with the specified expiration More...

override string	ToString ()
	Returns a string that represents the current object. More...

IEnumerator< OptionPosition >	GetEnumerator ()
	Returns an enumerator that iterates through the collection. More...

Static Public Member Functions
static OptionPositionCollection	FromPositions (IEnumerable< OptionPosition > positions)
	Creates a new OptionPositionCollection from the specified enumerable of positions More...

static OptionPositionCollection	FromPositions (IEnumerable< IPosition > positions, decimal contractMultiplier)
	Creates a new OptionPositionCollection from the specified enumerable of positions More...

static OptionPositionCollection	Create (Symbol underlying, decimal contractMultiplier, IEnumerable< SecurityHolding > holdings)
	Creates a new OptionPositionCollection from the specified holdings , filtering based on the underlying More...

static OptionPositionCollection	operator+ (OptionPositionCollection positions, OptionPosition position)
	OptionPositionCollection + Operator More...

static OptionPositionCollection	operator- (OptionPositionCollection positions, OptionPosition position)
	OptionPositionCollection - Operator More...

Public Attributes
Symbol	Underlying => UnderlyingPosition.Symbol ?? Symbol.Empty
	Gets the underlying security's symbol More...

int	Count => _positions.Count
	Gets the total count of unique positions, including the underlying More...

bool	IsEmpty => _positions.IsEmpty
	Gets whether or not there's any positions in this collection. More...

int	UnderlyingQuantity => UnderlyingPosition.Quantity
	Gets the quantity of underlying shares held TODO : Change to UnderlyingLots More...

int	UniquePuts => _rights[OptionRight.Put].Count
	Gets the number of unique put contracts held (long or short) More...

int	UniqueExpirations => _expirations.Count
	Gets the unique number of expirations More...

int	UniqueCalls => _rights[OptionRight.Call].Count
	Gets the number of unique call contracts held (long or short) More...

bool	HasUnderlying => UnderlyingQuantity != 0
	Determines if this collection contains a position in the underlying More...

IEnumerable< decimal >	Strikes => _strikes.Keys
	Gets all unique strike prices in the collection, in ascending order. More...

IEnumerable< DateTime >	Expirations => _expirations.Keys
	Gets all unique expiration dates in the collection, in chronological order. More...

Properties
static OptionPositionCollection	Empty `[get]`
	Gets an empty instance of OptionPositionCollection More...

OptionPosition	UnderlyingPosition `[get]`
	Gets the Underlying position More...

Detailed Description

Provides indexing of option contracts

Definition at line 29 of file OptionPositionCollection.cs.

Constructor & Destructor Documentation

◆ OptionPositionCollection()

QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.OptionPositionCollection	(	ImmutableDictionary< Symbol, OptionPosition >	positions,
		ImmutableDictionary< OptionRight, ImmutableHashSet< Symbol >>	rights,
		ImmutableDictionary< PositionSide, ImmutableHashSet< Symbol >>	sides,
		ImmutableSortedDictionary< decimal, ImmutableHashSet< Symbol >>	strikes,
		ImmutableSortedDictionary< DateTime, ImmutableHashSet< Symbol >>	expirations
	)

Initializes a new instance of the OptionPositionCollection class

Parameters

positions	All positions
rights	Index of position symbols by option right
sides	Index of position symbols by position side (short/long/none)
strikes	Index of position symbols by strike price
expirations	Index of position symbols by expiration

Definition at line 112 of file OptionPositionCollection.cs.

Member Function Documentation

◆ HasPosition()

bool QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.HasPosition ( Symbol symbol )

Determines if a position is held in the specified symbol

Definition at line 187 of file OptionPositionCollection.cs.

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◆ TryGetPosition()

bool QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.TryGetPosition	(	Symbol	symbol,
		out OptionPosition	position
	)

Retrieves the OptionPosition for the specified symbol if one exists in this collection.

Definition at line 197 of file OptionPositionCollection.cs.

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◆ FromPositions() [1/2]

static OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.FromPositions ( IEnumerable< OptionPosition > positions )

static

Creates a new OptionPositionCollection from the specified enumerable of positions

Definition at line 205 of file OptionPositionCollection.cs.

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◆ FromPositions() [2/2]

static OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.FromPositions	(	IEnumerable< IPosition >	positions,
		decimal	contractMultiplier
	)

static

Creates a new OptionPositionCollection from the specified enumerable of positions

Definition at line 213 of file OptionPositionCollection.cs.

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◆ Create()

static OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Create	(	Symbol	underlying,
		decimal	contractMultiplier,
		IEnumerable< SecurityHolding >	holdings
	)

static

Creates a new OptionPositionCollection from the specified holdings , filtering based on the underlying

Definition at line 230 of file OptionPositionCollection.cs.

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◆ Add()

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Add ( OptionPosition position )

Creates a new collection that is the result of adding the specified position to this collection.

Definition at line 262 of file OptionPositionCollection.cs.

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◆ Remove()

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Remove ( OptionPosition position )

Creates a new collection that is the result of removing the specified position

Definition at line 333 of file OptionPositionCollection.cs.

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◆ AddRange() [1/2]

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.AddRange ( params OptionPosition[] positions )

Creates a new collection that is the result of adding the specified positions to this collection.

Definition at line 341 of file OptionPositionCollection.cs.

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◆ AddRange() [2/2]

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.AddRange ( IEnumerable< OptionPosition > positions )

Creates a new collection that is the result of adding the specified positions to this collection.

Definition at line 349 of file OptionPositionCollection.cs.

◆ RemoveRange()

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.RemoveRange ( IEnumerable< OptionPosition > positions )

Creates a new collection that is the result of removing the specified positions

Definition at line 357 of file OptionPositionCollection.cs.

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◆ Slice() [1/4]

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Slice	(	OptionRight	right,
		bool	includeUnderlying = `true`
	)

Slices this collection, returning a new collection containing only positions with the specified right

Definition at line 366 of file OptionPositionCollection.cs.

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◆ Slice() [2/4]

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Slice	(	PositionSide	side,
		bool	includeUnderlying = `true`
	)

Slices this collection, returning a new collection containing only positions with the specified side

Definition at line 395 of file OptionPositionCollection.cs.

◆ Slice() [3/4]

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Slice	(	BinaryComparison	comparison,
		decimal	strike,
		bool	includeUnderlying = `true`
	)

Slices this collection, returning a new collection containing only positions matching the specified comparison and strike

Definition at line 425 of file OptionPositionCollection.cs.

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◆ Slice() [4/4]

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Slice	(	BinaryComparison	comparison,
		DateTime	expiration,
		bool	includeUnderlying = `true`
	)

Slices this collection, returning a new collection containing only positions matching the specified comparison and expiration

Definition at line 462 of file OptionPositionCollection.cs.

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◆ ForSymbols()

IEnumerable<OptionPosition> QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.ForSymbols ( IEnumerable< Symbol > symbols )

Returns the set of OptionPosition with the specified symbols

Definition at line 498 of file OptionPositionCollection.cs.

◆ ForRight()

IEnumerable<OptionPosition> QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.ForRight ( OptionRight right )

Returns the set of OptionPosition with the specified right

Definition at line 513 of file OptionPositionCollection.cs.

◆ ForSide()

IEnumerable<OptionPosition> QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.ForSide ( PositionSide side )

Returns the set of OptionPosition with the specified side

Definition at line 524 of file OptionPositionCollection.cs.

◆ ForStrike()

IEnumerable<OptionPosition> QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.ForStrike ( decimal strike )

Returns the set of OptionPosition with the specified strike

Definition at line 535 of file OptionPositionCollection.cs.

◆ ForExpiration()

IEnumerable<OptionPosition> QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.ForExpiration ( DateTime expiration )

Returns the set of OptionPosition with the specified expiration

Definition at line 546 of file OptionPositionCollection.cs.

◆ ToString()

override string QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.ToString ( )

Returns a string that represents the current object.

Returns: A string that represents the current object.

Definition at line 556 of file OptionPositionCollection.cs.

◆ GetEnumerator()

IEnumerator<OptionPosition> QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.GetEnumerator ( )

Returns an enumerator that iterates through the collection.

Returns: An enumerator that can be used to iterate through the collection.

Definition at line 570 of file OptionPositionCollection.cs.

◆ operator+()

static OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.operator+	(	OptionPositionCollection	positions,
		OptionPosition	position
	)

static

OptionPositionCollection + Operator

Parameters

positions	Collection to add to
position	OptionPosition to add

Returns: OptionPositionCollection with the new position added

Definition at line 636 of file OptionPositionCollection.cs.

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◆ operator-()

static OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.operator-	(	OptionPositionCollection	positions,
		OptionPosition	position
	)

static

OptionPositionCollection - Operator

Parameters

positions	Collection to remove from
position	OptionPosition to remove

Returns: OptionPositionCollection with the position removed

Definition at line 647 of file OptionPositionCollection.cs.

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Member Data Documentation

◆ Underlying

Symbol QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Underlying => UnderlyingPosition.Symbol ?? Symbol.Empty

Gets the underlying security's symbol

Definition at line 51 of file OptionPositionCollection.cs.

◆ Count

int QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Count => _positions.Count

Gets the total count of unique positions, including the underlying

Definition at line 56 of file OptionPositionCollection.cs.

◆ IsEmpty

bool QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.IsEmpty => _positions.IsEmpty

Gets whether or not there's any positions in this collection.

Definition at line 61 of file OptionPositionCollection.cs.

◆ UnderlyingQuantity

int QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.UnderlyingQuantity => UnderlyingPosition.Quantity

Gets the quantity of underlying shares held TODO : Change to UnderlyingLots

Definition at line 67 of file OptionPositionCollection.cs.

◆ UniquePuts

int QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.UniquePuts => _rights[OptionRight.Put].Count

Gets the number of unique put contracts held (long or short)

Definition at line 72 of file OptionPositionCollection.cs.

◆ UniqueExpirations

int QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.UniqueExpirations => _expirations.Count

Gets the unique number of expirations

Definition at line 77 of file OptionPositionCollection.cs.

◆ UniqueCalls

int QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.UniqueCalls => _rights[OptionRight.Call].Count

Gets the number of unique call contracts held (long or short)

Definition at line 82 of file OptionPositionCollection.cs.

◆ HasUnderlying

bool QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.HasUnderlying => UnderlyingQuantity != 0

Determines if this collection contains a position in the underlying

Definition at line 87 of file OptionPositionCollection.cs.

◆ Strikes

IEnumerable<decimal> QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Strikes => _strikes.Keys

Gets all unique strike prices in the collection, in ascending order.

Definition at line 97 of file OptionPositionCollection.cs.

◆ Expirations

IEnumerable<DateTime> QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Expirations => _expirations.Keys

Gets all unique expiration dates in the collection, in chronological order.

Definition at line 102 of file OptionPositionCollection.cs.

Property Documentation

◆ Empty

OptionPositionCollection QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.Empty

staticget

Initial value:

= new OptionPositionCollection(
            ImmutableDictionary<Symbol, OptionPosition>.Empty,
            ImmutableDictionary<OptionRight, ImmutableHashSet<Symbol>>.Empty,
            ImmutableDictionary<PositionSide, ImmutableHashSet<Symbol>>.Empty,
            ImmutableSortedDictionary<decimal, ImmutableHashSet<Symbol>>.Empty,
            ImmutableSortedDictionary<DateTime, ImmutableHashSet<Symbol>>.Empty
        )

Gets an empty instance of OptionPositionCollection

Definition at line 34 of file OptionPositionCollection.cs.

◆ UnderlyingPosition

OptionPosition QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection.UnderlyingPosition

get

Gets the Underlying position

Definition at line 92 of file OptionPositionCollection.cs.

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

Common/Securities/Option/StrategyMatcher/OptionPositionCollection.cs

Public Member Functions

Static Public Member Functions

Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ OptionPositionCollection()

Member Function Documentation

◆ HasPosition()

◆ TryGetPosition()

◆ FromPositions() [1/2]

◆ FromPositions() [2/2]

◆ Create()

◆ Add()

◆ Remove()

◆ AddRange() [1/2]

◆ AddRange() [2/2]

◆ RemoveRange()

◆ Slice() [1/4]

◆ Slice() [2/4]

◆ Slice() [3/4]

◆ Slice() [4/4]

◆ ForSymbols()

◆ ForRight()

◆ ForSide()

◆ ForStrike()

◆ ForExpiration()

◆ ToString()

◆ GetEnumerator()

◆ operator+()

◆ operator-()

Member Data Documentation

◆ Underlying

◆ Count

◆ IsEmpty

◆ UnderlyingQuantity

◆ UniquePuts

◆ UniqueExpirations

◆ UniqueCalls

◆ HasUnderlying

◆ Strikes

◆ Expirations

Property Documentation

◆ Empty

◆ UnderlyingPosition