/// <summary>
/// Determines whether or not the provided combination of preceding <paramref name="legs"/>
/// and current <paramref name="position"/> adhere to this predicate's requirements.
/// </summary>
public bool Matches(IReadOnlyList <OptionPosition> legs, OptionPosition position)
{
try
{
return(_predicate(legs, position));
}
catch (InvalidOperationException)
{
// attempt to access option SecurityIdentifier values, such as strike, on the underlying
// this simply means we don't match and can safely ignore this exception. now, this does
// somewhat indicate a potential design flaw, but I content that this is better than having
// to manage the underlying position separately throughout the entire matching process.
return(false);
}
}
/// <summary>
/// Determines whether or not this leg definition matches the specified <paramref name="position"/>,
/// and if so, what the resulting quantity of the <see cref="OptionStrategy.OptionLegData"/> should be.
/// </summary>
public bool TryMatch(OptionPosition position, out OptionStrategy.LegData leg)
{
if (Right != position.Right ||
Math.Sign(Quantity) != Math.Sign(position.Quantity))
{
leg = null;
return(false);
}
var quantity = position.Quantity / Quantity;
if (quantity == 0)
{
leg = null;
return(false);
}
leg = position.Symbol.SecurityType == SecurityType.Option
? (OptionStrategy.LegData)OptionStrategy.OptionLegData.Create(quantity, position.Symbol)
: OptionStrategy.UnderlyingLegData.Create(quantity);
return(true);
}
/// <summary>
/// Initializes a new instance of the <see cref="OptionStrategyLegDefinitionMatch"/> struct
/// </summary>
/// <param name="multiplier">The number of times the positions matched the leg definition</param>
/// <param name="position">The position that matched the leg definition</param>
public OptionStrategyLegDefinitionMatch(int multiplier, OptionPosition position)
{
Position = position;
Multiplier = multiplier;
}
