Defines the item result type of OptionStrategyLegDefinition.Match, containing the number of times the leg definition matched the position (Multiplier) and applicable portion of the position. More...

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

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Public Member Functions
	OptionStrategyLegDefinitionMatch (int multiplier, OptionPosition position)
	Initializes a new instance of the OptionStrategyLegDefinitionMatch struct More...

OptionStrategy.LegData	CreateOptionStrategyLeg (int multiplier)
	Creates the appropriate type of OptionStrategy.LegData for this matched position More...

OptionPosition	CreateOptionPosition (int multiplier)
	Creates the appropriate OptionPosition for this matched position More...

bool	Equals (OptionStrategyLegDefinitionMatch 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 bool	operator== (OptionStrategyLegDefinitionMatch left, OptionStrategyLegDefinitionMatch right)
	OptionStrategyLegDefinitionMatch == Operator More...

static bool	operator!= (OptionStrategyLegDefinitionMatch left, OptionStrategyLegDefinitionMatch right)
	OptionStrategyLegDefinitionMatch != Operator More...

Properties
int	Multiplier `[get]`
	The number of times the definition is able to match the position. For example, if the definition requires +2 contracts and the algorithm's position has +5 contracts, then this multiplier would equal 2. More...

OptionPosition	Position `[get]`
	The position that was successfully matched with the total quantity matched. For example, if the definition requires +2 contracts and this multiplier equals 2, then this position would have a quantity of 4. This may be different than the remaining/total quantity available in the positions collection. More...

Detailed Description

Defines the item result type of OptionStrategyLegDefinition.Match, containing the number of times the leg definition matched the position (Multiplier) and applicable portion of the position.

Definition at line 24 of file OptionStrategyLegDefinitionMatch.cs.

Constructor & Destructor Documentation

◆ OptionStrategyLegDefinitionMatch()

QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch.OptionStrategyLegDefinitionMatch	(	int	multiplier,
		OptionPosition	position
	)

Initializes a new instance of the OptionStrategyLegDefinitionMatch struct

Parameters

multiplier	The number of times the positions matched the leg definition
position	The position that matched the leg definition

Definition at line 46 of file OptionStrategyLegDefinitionMatch.cs.

Member Function Documentation

◆ CreateOptionStrategyLeg()

OptionStrategy.LegData QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch.CreateOptionStrategyLeg ( int multiplier )

Creates the appropriate type of OptionStrategy.LegData for this matched position

Parameters

multiplier The multiplier to use for creating the leg data. This multiplier will be the minimum multiplier of all legs within a strategy definition match. Each leg defines its own multiplier which is the max matches for that leg and the strategy definition's multiplier is the min of the individual legs.

Definition at line 59 of file OptionStrategyLegDefinitionMatch.cs.

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◆ CreateOptionPosition()

OptionPosition QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch.CreateOptionPosition ( int multiplier )

Creates the appropriate OptionPosition for this matched position

Parameters

multiplier The multiplier to use for creating the OptionPosition. This multiplier will be the minimum multiplier of all legs within a strategy definition match. Each leg defines its own multiplier which is the max matches for that leg and the strategy definition's multiplier is the min of the individual legs.

Definition at line 86 of file OptionStrategyLegDefinitionMatch.cs.

◆ Equals() [1/2]

bool QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch.Equals ( OptionStrategyLegDefinitionMatch 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 107 of file OptionStrategyLegDefinitionMatch.cs.

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◆ Equals() [2/2]

override bool QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch.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 115 of file OptionStrategyLegDefinitionMatch.cs.

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◆ GetHashCode()

override int QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch.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 127 of file OptionStrategyLegDefinitionMatch.cs.

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◆ ToString()

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

Returns the fully qualified type name of this instance.

Returns: The fully qualified type name.

Definition at line 137 of file OptionStrategyLegDefinitionMatch.cs.

◆ operator==()

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

static

OptionStrategyLegDefinitionMatch == Operator

Returns: True if they are equal

Definition at line 146 of file OptionStrategyLegDefinitionMatch.cs.

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◆ operator!=()

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

static

OptionStrategyLegDefinitionMatch != Operator

Returns: True if they are not equal

Definition at line 155 of file OptionStrategyLegDefinitionMatch.cs.

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Property Documentation

◆ Multiplier

int QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch.Multiplier

get

The number of times the definition is able to match the position. For example, if the definition requires +2 contracts and the algorithm's position has +5 contracts, then this multiplier would equal 2.

Definition at line 31 of file OptionStrategyLegDefinitionMatch.cs.

◆ Position

OptionPosition QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch.Position

get

The position that was successfully matched with the total quantity matched. For example, if the definition requires +2 contracts and this multiplier equals 2, then this position would have a quantity of 4. This may be different than the remaining/total quantity available in the positions collection.

Definition at line 39 of file OptionStrategyLegDefinitionMatch.cs.

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

Common/Securities/Option/StrategyMatcher/OptionStrategyLegDefinitionMatch.cs

Public Member Functions

Static Public Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ OptionStrategyLegDefinitionMatch()

Member Function Documentation

◆ CreateOptionStrategyLeg()

◆ CreateOptionPosition()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToString()

◆ operator==()

◆ operator!=()

Property Documentation

◆ Multiplier

◆ Position