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quantconnect--lean/Common/Securities/Option/StrategyMatcher/PredicateTargetValue.cs
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2026-07-13 13:02:50 +08:00

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C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
namespace QuantConnect.Securities.Option.StrategyMatcher
{
/// <summary>
/// Specifies the type of value being compared against in a <see cref="OptionStrategyLegPredicate"/>.
/// These values define the limits of what can be filtered and must match available slice methods in
/// <see cref="OptionPositionCollection"/>
/// </summary>
public enum PredicateTargetValue
{
/// <summary>
/// Predicate matches on <see cref="OptionPosition.Right"/> (0)
/// </summary>
Right,
/// <summary>
/// Predicate match on <see cref="OptionPosition.Quantity"/> (1)
/// </summary>
Quantity,
/// <summary>
/// Predicate matches on <see cref="OptionPosition.Strike"/> (2)
/// </summary>
Strike,
/// <summary>
/// Predicate matches on <see cref="OptionPosition.Expiration"/> (3)
/// </summary>
Expiration
}
}