QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyMatchObjectiveFunction Interface Reference

Evaluates the provided match to assign an objective score. Higher scores are better. More...

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

Public Member Functions
decimal	ComputeScore (OptionPositionCollection input, OptionStrategyMatch match, OptionPositionCollection unmatched)
	Evaluates the objective function for the provided match solution. Solution with the highest score will be selected as the solution. NOTE: This part of the match has not been implemented as of 2020-11-06 as it's only evaluating the first solution match (MatchOnce). More...

Detailed Description

Evaluates the provided match to assign an objective score. Higher scores are better.

Definition at line 21 of file IOptionStrategyMatchObjectiveFunction.cs.

Member Function Documentation

ComputeScore()

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

Evaluates the objective function for the provided match solution. Solution with the highest score will be selected as the solution. NOTE: This part of the match has not been implemented as of 2020-11-06 as it's only evaluating the first solution match (MatchOnce).

Implemented in QuantConnect.Securities.Option.StrategyMatcher.UnmatchedPositionCountOptionStrategyMatchObjectiveFunction.

---

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

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