Provides an implementation of IOptionStrategyLegPredicateReferenceValue that references an option leg from the list of already matched legs by index. The property referenced is defined by PredicateTargetValue More...
Public Member Functions | |
| OptionStrategyLegPredicateReferenceValue (int index, PredicateTargetValue target) | |
| Initializes a new instance of the IOptionStrategyLegPredicateReferenceValue class More... | |
| object | Resolve (IReadOnlyList< OptionPosition > legs) |
| Resolves the value of the comparand specified in an OptionStrategyLegPredicate. For example, the predicate may include ... > legs[0].Strike, and upon evaluation, we need to be able to extract leg[0].Strike for the currently contemplated set of legs adhering to a strategy's definition. More... | |
Properties | |
| PredicateTargetValue | Target [get] |
| Gets the target of this value More... | |
 Properties inherited from QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyLegPredicateReferenceValue | |
| PredicateTargetValue | Target [get] |
| Gets the target of this value More... | |
Detailed Description
Provides an implementation of IOptionStrategyLegPredicateReferenceValue that references an option leg from the list of already matched legs by index. The property referenced is defined by PredicateTargetValue
Definition at line 25 of file OptionStrategyLegPredicateReferenceValue.cs.
Constructor & Destructor Documentation
◆ OptionStrategyLegPredicateReferenceValue()
| QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicateReferenceValue.OptionStrategyLegPredicateReferenceValue | ( | int | index, |
| PredicateTargetValue | target | ||
| ) |
Initializes a new instance of the IOptionStrategyLegPredicateReferenceValue class
- Parameters
-
index The legs list index target The property value being referenced
Definition at line 39 of file OptionStrategyLegPredicateReferenceValue.cs.
Member Function Documentation
◆ Resolve()
| object QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicateReferenceValue.Resolve | ( | IReadOnlyList< OptionPosition > | legs | ) |
Resolves the value of the comparand specified in an OptionStrategyLegPredicate. For example, the predicate may include ... > legs[0].Strike, and upon evaluation, we need to be able to extract leg[0].Strike for the currently contemplated set of legs adhering to a strategy's definition.
Implements QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyLegPredicateReferenceValue.
Definition at line 51 of file OptionStrategyLegPredicateReferenceValue.cs.
Property Documentation
◆ Target
|
get |
Gets the target of this value
Definition at line 32 of file OptionStrategyLegPredicateReferenceValue.cs.
The documentation for this class was generated from the following file:
- Common/Securities/Option/StrategyMatcher/OptionStrategyLegPredicateReferenceValue.cs
