wehub-resource-sync
30 lines
1.4 KiB
C#
30 lines
1.4 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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namespace QuantConnect.Securities.Option.StrategyMatcher
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{
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/// <summary>
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/// Evaluates the provided match to assign an objective score. Higher scores are better.
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/// </summary>
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public interface IOptionStrategyMatchObjectiveFunction
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{
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/// <summary>
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/// Evaluates the objective function for the provided match solution. Solution with the highest score will be selected
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/// as the solution. NOTE: This part of the match has not been implemented as of 2020-11-06 as it's only evaluating the
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/// first solution match (MatchOnce).
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/// </summary>
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decimal ComputeScore(OptionPositionCollection input, OptionStrategyMatch match, OptionPositionCollection unmatched);
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}
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} |