wehub-resource-sync
82 lines
3.2 KiB
C#
82 lines
3.2 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;
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using System.Collections.Generic;
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namespace QuantConnect.Securities.Option.StrategyMatcher
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{
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/// <summary>
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/// Provides an implementation of <see cref="IOptionStrategyLegPredicateReferenceValue"/> that represents a constant value.
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/// </summary>
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public class ConstantOptionStrategyLegPredicateReferenceValue<T> : IOptionStrategyLegPredicateReferenceValue
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{
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private readonly T _value;
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/// <summary>
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/// Gets the target of this value
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/// </summary>
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public PredicateTargetValue Target { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="ConstantOptionStrategyLegPredicateReferenceValue{T}"/> class
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/// </summary>
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/// <param name="value">The constant reference value</param>
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/// <param name="target">The value target in relation to the <see cref="OptionPosition"/></param>
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public ConstantOptionStrategyLegPredicateReferenceValue(T value, PredicateTargetValue target)
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{
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_value = value;
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Target = target;
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}
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/// <summary>
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/// Returns the constant value provided at initialization
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/// </summary>
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public object Resolve(IReadOnlyList<OptionPosition> legs)
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{
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return _value;
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}
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}
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/// <summary>
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/// Provides methods for easily creating instances of <see cref="ConstantOptionStrategyLegPredicateReferenceValue{T}"/>
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/// </summary>
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public static class ConstantOptionStrategyLegReferenceValue
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{
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/// <summary>
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/// Creates a new instance of the <see cref="ConstantOptionStrategyLegPredicateReferenceValue{T}"/> class for
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/// the specified <paramref name="value"/>
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/// </summary>
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public static IOptionStrategyLegPredicateReferenceValue Create(object value)
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{
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if (value is DateTime)
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{
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return new ConstantOptionStrategyLegPredicateReferenceValue<DateTime>((DateTime) value, PredicateTargetValue.Expiration);
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}
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if (value is decimal)
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{
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return new ConstantOptionStrategyLegPredicateReferenceValue<decimal>((decimal) value, PredicateTargetValue.Strike);
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}
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if (value is OptionRight)
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{
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return new ConstantOptionStrategyLegPredicateReferenceValue<OptionRight>((OptionRight) value, PredicateTargetValue.Right);
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}
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throw new NotSupportedException($"{value?.GetType().GetBetterTypeName()} is not supported.");
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}
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}
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} |