Defines a lightweight structure representing a position in an option contract or underlying. This type is heavily utilized by the options strategy matcher and is the parameter type of option strategy definition predicates. Underlying quantities should be represented in lot sizes, which is equal to the quantity of shares divided by the contract's multiplier and then rounded down towards zero (truncate) More...

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

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Public Member Functions
	OptionPosition (Symbol symbol, int quantity)
	Initializes a new instance of the OptionPosition structure More...

OptionPosition	Negate ()
	Creates a new OptionPosition instance with negative Quantity More...

OptionPosition	WithQuantity (int quantity)
	Creates a new OptionPosition with this position's Symbol and the provided quantity More...

bool	Equals (OptionPosition other)
	Indicates whether the current object is equal to another object of the same type. More...

override bool	Equals (object obj)
	Indicates whether this instance and a specified object are equal. More...

override int	GetHashCode ()
	Returns the hash code for this instance. More...

override string	ToString ()
	Returns the fully qualified type name of this instance. More...

Static Public Member Functions
static OptionPosition	Empty (Symbol symbol)
	Gets a new OptionPosition with zero Quantity More...

static OptionPosition	operator* (OptionPosition left, int factor)
	OptionPosition * Operator, will multiple quantity by given factor More...

static OptionPosition	operator* (int factor, OptionPosition right)
	OptionPosition * Operator, will multiple quantity by given factor More...

static OptionPosition	operator+ (OptionPosition left, OptionPosition right)
	OptionPosition + Operator, will add quantities together if they are for the same symbol. More...

static OptionPosition	operator- (OptionPosition left, OptionPosition right)
	OptionPosition - Operator, will subtract left - right quantities if they are for the same symbol. More...

static bool	operator== (OptionPosition left, OptionPosition right)
	Option Position == Operator More...

static bool	operator!= (OptionPosition left, OptionPosition right)
	Option Position != Operator More...

Public Attributes
bool	HasQuantity => Quantity != 0
	Determines whether or not this position has any quantity More...

bool	IsUnderlying => !Symbol.HasUnderlying
	Determines whether or not this position is for the underlying symbol More...

Symbol	Underlying => IsUnderlying ? Symbol : Symbol.Underlying
	Gets the underlying symbol. If this position represents the underlying, then this property is the same as the Symbol property More...

PositionSide	Side => (PositionSide) Math.Sign(Quantity)
	Gets whether this position is short/long/none More...

Properties
int	Quantity `[get]`
	Number of contracts held, can be positive or negative More...

Symbol	Symbol `[get]`
	Option contract symbol More...

DateTime	Expiration `[get]`
	Option contract expiration date More...

decimal	Strike `[get]`
	Option contract strike price More...

OptionRight	Right `[get]`
	Option contract right (put/call) More...

Detailed Description

Defines a lightweight structure representing a position in an option contract or underlying. This type is heavily utilized by the options strategy matcher and is the parameter type of option strategy definition predicates. Underlying quantities should be represented in lot sizes, which is equal to the quantity of shares divided by the contract's multiplier and then rounded down towards zero (truncate)

Definition at line 27 of file OptionPosition.cs.

Constructor & Destructor Documentation

◆ OptionPosition()

QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.OptionPosition	(	Symbol	symbol,
		int	quantity
	)

Initializes a new instance of the OptionPosition structure

Parameters

symbol	The option contract symbol
quantity	The number of contracts held

Definition at line 119 of file OptionPosition.cs.

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Member Function Documentation

◆ Empty()

static OptionPosition QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Empty ( Symbol symbol )

static

Gets a new OptionPosition with zero Quantity

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◆ Negate()

OptionPosition QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Negate ( )

Creates a new OptionPosition instance with negative Quantity

Definition at line 128 of file OptionPosition.cs.

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◆ WithQuantity()

OptionPosition QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.WithQuantity ( int quantity )

Creates a new OptionPosition with this position's Symbol and the provided quantity

Definition at line 137 of file OptionPosition.cs.

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◆ Equals() [1/2]

bool QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Equals ( OptionPosition other )

Indicates whether the current object is equal to another object of the same type.

Parameters

other An object to compare with this object.

Returns: true if the current object is equal to the other parameter; otherwise, false.

Definition at line 145 of file OptionPosition.cs.

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◆ Equals() [2/2]

override bool QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Equals ( object obj )

Indicates whether this instance and a specified object are equal.

Parameters

obj	The object to compare with the current instance.

Returns: true if obj and this instance are the same type and represent the same value; otherwise, false.

Definition at line 153 of file OptionPosition.cs.

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◆ GetHashCode()

override int QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.GetHashCode ( )

Returns the hash code for this instance.

Returns: A 32-bit signed integer that is the hash code for this instance.

Definition at line 170 of file OptionPosition.cs.

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◆ ToString()

override string QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.ToString ( )

Returns the fully qualified type name of this instance.

Returns: The fully qualified type name.

Definition at line 180 of file OptionPosition.cs.

◆ operator*() [1/2]

static OptionPosition QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.operator*	(	OptionPosition	left,
		int	factor
	)

static

OptionPosition * Operator, will multiple quantity by given factor

Parameters

left	OptionPosition to operate on
factor	Factor to multiply by

Returns: Resulting OptionPosition

Definition at line 197 of file OptionPosition.cs.

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◆ operator*() [2/2]

static OptionPosition QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.operator*	(	int	factor,
		OptionPosition	right
	)

static

OptionPosition * Operator, will multiple quantity by given factor

Parameters

right	OptionPosition to operate on
factor	Factor to multiply by

Returns: Resulting OptionPosition

Definition at line 208 of file OptionPosition.cs.

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◆ operator+()

static OptionPosition QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.operator+	(	OptionPosition	left,
		OptionPosition	right
	)

static

OptionPosition + Operator, will add quantities together if they are for the same symbol.

Returns: Resulting OptionPosition

Definition at line 217 of file OptionPosition.cs.

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◆ operator-()

static OptionPosition QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.operator-	(	OptionPosition	left,
		OptionPosition	right
	)

static

OptionPosition - Operator, will subtract left - right quantities if they are for the same symbol.

Returns: Resulting OptionPosition

Definition at line 241 of file OptionPosition.cs.

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◆ operator==()

static bool QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.operator==	(	OptionPosition	left,
		OptionPosition	right
	)

static

Option Position == Operator

Returns: True if they are the same

Definition at line 267 of file OptionPosition.cs.

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◆ operator!=()

static bool QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.operator!=	(	OptionPosition	left,
		OptionPosition	right
	)

static

Option Position != Operator

Returns: True if they are not the same

Definition at line 276 of file OptionPosition.cs.

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Member Data Documentation

◆ HasQuantity

bool QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.HasQuantity => Quantity != 0

Determines whether or not this position has any quantity

Definition at line 38 of file OptionPosition.cs.

◆ IsUnderlying

bool QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.IsUnderlying => !Symbol.HasUnderlying

Determines whether or not this position is for the underlying symbol

Definition at line 43 of file OptionPosition.cs.

◆ Underlying

Symbol QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Underlying => IsUnderlying ? Symbol : Symbol.Underlying

Gets the underlying symbol. If this position represents the underlying, then this property is the same as the Symbol property

Definition at line 59 of file OptionPosition.cs.

◆ Side

PositionSide QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Side => (PositionSide) Math.Sign(Quantity)

Gets whether this position is short/long/none

Definition at line 112 of file OptionPosition.cs.

Property Documentation

◆ Quantity

int QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Quantity

get

Number of contracts held, can be positive or negative

Definition at line 48 of file OptionPosition.cs.

◆ Symbol

Symbol QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Symbol

get

Option contract symbol

Definition at line 53 of file OptionPosition.cs.

◆ Expiration

DateTime QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Expiration

get

Option contract expiration date

Definition at line 65 of file OptionPosition.cs.

◆ Strike

decimal QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Strike

get

Option contract strike price

Definition at line 81 of file OptionPosition.cs.

◆ Right

OptionRight QuantConnect.Securities.Option.StrategyMatcher.OptionPosition.Right

get

Option contract right (put/call)

Definition at line 97 of file OptionPosition.cs.

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

Common/Securities/Option/StrategyMatcher/OptionPosition.cs

Public Member Functions

Static Public Member Functions

Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ OptionPosition()

Member Function Documentation

◆ Empty()

◆ Negate()

◆ WithQuantity()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToString()

◆ operator*() [1/2]

◆ operator*() [2/2]

◆ operator+()

◆ operator-()

◆ operator==()

◆ operator!=()

Member Data Documentation

◆ HasQuantity

◆ IsUnderlying

◆ Underlying

◆ Side

Property Documentation

◆ Quantity

◆ Symbol

◆ Expiration

◆ Strike

◆ Right