Matches OptionPositionCollection against a collection of OptionStrategyDefinition according to the OptionStrategyMatcherOptions provided. More...

Public Member Functions
	OptionStrategyMatcher (OptionStrategyMatcherOptions options)
	Initializes a new instance of the OptionStrategyMatcher class More...

OptionStrategyMatch	MatchOnce (OptionPositionCollection positions)
	Using the definitions provided in Options, attempts to match all positions . The resulting OptionStrategyMatch presents a single, valid solution for matching as many positions as possible. More...

Properties
OptionStrategyMatcherOptions	Options `[get]`
	Specifies options controlling how the matcher operates More...

Detailed Description

Matches OptionPositionCollection against a collection of OptionStrategyDefinition according to the OptionStrategyMatcherOptions provided.

Definition at line 24 of file OptionStrategyMatcher.cs.

Constructor & Destructor Documentation

◆ OptionStrategyMatcher()

QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcher.OptionStrategyMatcher ( OptionStrategyMatcherOptions options )

Initializes a new instance of the OptionStrategyMatcher class

Parameters

options Specifies definitions and other options controlling the matcher

Definition at line 35 of file OptionStrategyMatcher.cs.

Member Function Documentation

◆ MatchOnce()

OptionStrategyMatch QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcher.MatchOnce ( OptionPositionCollection positions )

Using the definitions provided in Options, attempts to match all positions . The resulting OptionStrategyMatch presents a single, valid solution for matching as many positions as possible.

Definition at line 47 of file OptionStrategyMatcher.cs.

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Property Documentation

◆ Options

OptionStrategyMatcherOptions QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcher.Options

get

Specifies options controlling how the matcher operates

Definition at line 29 of file OptionStrategyMatcher.cs.

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

Common/Securities/Option/StrategyMatcher/OptionStrategyMatcher.cs

Public Member Functions