/* * 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. */ using System.Runtime.CompilerServices; using QuantConnect.Securities.Option; namespace QuantConnect { /// /// Provides user-facing message construction methods and static messages for the namespace /// public static partial class Messages { /// /// Provides user-facing messages for the class and its consumers or related classes /// public static class DefaultExerciseModel { /// /// String message saying: Option Assignment /// public static string OptionAssignment = "Option Assignment"; /// /// String message saying: Option exercise /// public static string OptionExercise = "Option Exercise"; /// /// Returns a string message containing basic information such as if it's /// an assignment or an exercise, if it's ITM or OTM and the underlying option price /// [MethodImpl(MethodImplOptions.AggressiveInlining)] public static string ContractHoldingsAdjustmentFillTag(bool inTheMoney, bool isAssignment, Option option) { var action = isAssignment ? "Assignment" : "Exercise"; var tag = inTheMoney ? $"Automatic {action}" : "OTM"; return $"{tag}. Underlying: {option.Underlying.Price.ToStringInvariant()}"; } } } }