/* * 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(); } } } }