QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyLegPredicateReferenceValue Interface Reference

When decoding leg predicates, we extract the value we're comparing against If we're comparing against another leg's value (such as legs[0].Strike), then we'll create a OptionStrategyLegPredicateReferenceValue. If we're comparing against a literal/constant value, then we'll create a ConstantOptionStrategyLegPredicateReferenceValue. These reference values are used to slice the OptionPositionCollection to only include positions matching the predicate. More...

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

Public Member Functions
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...

Detailed Description

When decoding leg predicates, we extract the value we're comparing against If we're comparing against another leg's value (such as legs[0].Strike), then we'll create a OptionStrategyLegPredicateReferenceValue. If we're comparing against a literal/constant value, then we'll create a ConstantOptionStrategyLegPredicateReferenceValue. These reference values are used to slice the OptionPositionCollection to only include positions matching the predicate.

Definition at line 28 of file IOptionStrategyLegPredicateReferenceValue.cs.

Member Function Documentation

Resolve()

object QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyLegPredicateReferenceValue.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.

Implemented in QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicateReferenceValue, and QuantConnect.Securities.Option.StrategyMatcher.ConstantOptionStrategyLegPredicateReferenceValue< T >.

Property Documentation

Target

PredicateTargetValue QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyLegPredicateReferenceValue.Target

get

Gets the target of this value

Definition at line 33 of file IOptionStrategyLegPredicateReferenceValue.cs.

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

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