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