wehub-resource-sync
43 lines
2.0 KiB
C#
43 lines
2.0 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.Collections.Generic;
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namespace QuantConnect.Securities.Option.StrategyMatcher
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{
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/// <summary>
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/// When decoding leg predicates, we extract the value we're comparing against
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/// If we're comparing against another leg's value (such as legs[0].Strike), then
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/// we'll create a OptionStrategyLegPredicateReferenceValue. If we're comparing against a literal/constant value,
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/// then we'll create a ConstantOptionStrategyLegPredicateReferenceValue. These reference values are used to slice
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/// the <see cref="OptionPositionCollection"/> to only include positions matching the
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/// predicate.
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/// </summary>
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public interface IOptionStrategyLegPredicateReferenceValue
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{
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/// <summary>
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/// Gets the target of this value
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/// </summary>
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PredicateTargetValue Target { get; }
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/// <summary>
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/// Resolves the value of the comparand specified in an <see cref="OptionStrategyLegPredicate"/>.
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/// For example, the predicate may include ... > legs[0].Strike, and upon evaluation, we need to
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/// be able to extract leg[0].Strike for the currently contemplated set of legs adhering to a
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/// strategy's definition.
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/// </summary>
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object Resolve(IReadOnlyList<OptionPosition> legs);
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}
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} |