/// <summary>
/// Slices this collection, returning a new collection containing only
/// positions with the specified <paramref name="right"/>
/// </summary>
public OptionPositionCollection Slice(OptionRight right, bool includeUnderlying = true)
{
var rights = _rights.Remove(right.Invert());
var positions = ImmutableDictionary <Symbol, OptionPosition> .Empty;
if (includeUnderlying && HasUnderlying)
{
positions = positions.Add(Underlying, UnderlyingPosition);
}
var sides = ImmutableDictionary <PositionSide, ImmutableHashSet <Symbol> > .Empty;
var strikes = ImmutableSortedDictionary <decimal, ImmutableHashSet <Symbol> > .Empty;
var expirations = ImmutableSortedDictionary <DateTime, ImmutableHashSet <Symbol> > .Empty;
foreach (var symbol in rights.SelectMany(kvp => kvp.Value))
{
var position = _positions[symbol];
sides = sides.Add(position.Side, symbol);
positions = positions.Add(symbol, position);
strikes = strikes.Add(position.Strike, symbol);
expirations = expirations.Add(position.Expiration, symbol);
}
return(new OptionPositionCollection(positions, rights, sides, strikes, expirations));
}
private SecurityHolding CreateHolding(int quantity) => CreateHolding(Symbol.CreateOption(Symbols.SPY, Market.USA, OptionStyle.American, _previousRight.Invert(), _previousStrike + 1, Expirations.Dequeue()), quantity);
