/*
* 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 references an option
/// leg from the list of already matched legs by index. The property referenced is defined by
///
public class OptionStrategyLegPredicateReferenceValue : IOptionStrategyLegPredicateReferenceValue
{
private readonly int _index;
///
/// Gets the target of this value
///
public PredicateTargetValue Target { get; }
///
/// Initializes a new instance of the class
///
/// The legs list index
/// The property value being referenced
public OptionStrategyLegPredicateReferenceValue(int index, PredicateTargetValue target)
{
_index = index;
Target = target;
}
///
/// Resolves the value of the comparand specified in an .
/// For example, the predicate may include ... > legs[0].Strike, and upon evaluation, we need to
/// be able to extract leg[0].Strike for the currently contemplated set of legs adhering to a
/// strategy's definition.
///
public object Resolve(IReadOnlyList legs)
{
if (_index >= legs.Count)
{
throw new InvalidOperationException(
$"OptionStrategyLegPredicateReferenceValue[{_index}] is unable to be resolved. Only {legs.Count} legs were provided."
);
}
var leg = legs[_index];
switch (Target)
{
case PredicateTargetValue.Right: return leg.Right;
case PredicateTargetValue.Strike: return leg.Strike;
case PredicateTargetValue.Expiration: return leg.Expiration;
default:
throw new ArgumentOutOfRangeException();
}
}
}
}