QuantConnect.Securities.Option.StrategyMatcher.UnmatchedPositionCountOptionStrategyMatchObjectiveFunction Class Reference

Provides an implementation of IOptionStrategyMatchObjectiveFunction that evaluates the number of unmatched positions, in number of contracts, giving precedence to solutions that have fewer unmatched contracts. More...

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

Public Member Functions
decimal	ComputeScore (OptionPositionCollection input, OptionStrategyMatch match, OptionPositionCollection unmatched)
	Computes the delta in matched vs unmatched positions, which gives precedence to solutions that match more contracts. More...

Detailed Description

Provides an implementation of IOptionStrategyMatchObjectiveFunction that evaluates the number of unmatched positions, in number of contracts, giving precedence to solutions that have fewer unmatched contracts.

Definition at line 24 of file UnmatchedPositionCountOptionStrategyMatchObjectiveFunction.cs.

Member Function Documentation

ComputeScore()

decimal QuantConnect.Securities.Option.StrategyMatcher.UnmatchedPositionCountOptionStrategyMatchObjectiveFunction.ComputeScore	(	OptionPositionCollection	input,
		OptionStrategyMatch	match,
		OptionPositionCollection	unmatched
	)

Computes the delta in matched vs unmatched positions, which gives precedence to solutions that match more contracts.

Implements QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyMatchObjectiveFunction.

Definition at line 29 of file UnmatchedPositionCountOptionStrategyMatchObjectiveFunction.cs.

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

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