wehub-resource-sync
57 lines
2.3 KiB
C#
57 lines
2.3 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System.Runtime.CompilerServices;
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using QuantConnect.Securities.Option;
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namespace QuantConnect
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{
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/// <summary>
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/// Provides user-facing message construction methods and static messages for the <see cref="Orders.OptionExercise"/> namespace
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/// </summary>
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public static partial class Messages
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{
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/// <summary>
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/// Provides user-facing messages for the <see cref="Orders.OptionExercise.DefaultExerciseModel"/> class and its consumers or related classes
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/// </summary>
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public static class DefaultExerciseModel
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{
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/// <summary>
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/// String message saying: Option Assignment
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/// </summary>
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public static string OptionAssignment = "Option Assignment";
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/// <summary>
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/// String message saying: Option exercise
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/// </summary>
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public static string OptionExercise = "Option Exercise";
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/// <summary>
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/// Returns a string message containing basic information such as if it's
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/// an assignment or an exercise, if it's ITM or OTM and the underlying option price
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string ContractHoldingsAdjustmentFillTag(bool inTheMoney, bool isAssignment, Option option)
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{
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var action = isAssignment ? "Assigned" : "Automatic Exercise";
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var tag = inTheMoney ? action : "OTM";
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return $"{tag}. Underlying: {option.Underlying.Price.ToStringInvariant()}";
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}
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}
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}
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}
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