Jhonathan Abreu
2ddf40b8e9
* feat: support snake-case style Python QCAlgorithm implementations * feat: add unit tests and minor fixes * feat: implement new BasePythonWrapper class for python wrappers. Used to cache methods and contains invoke functionality * feat: make python wrappers implement the new base class for pep8 style support * feat: keep overriden methods in Algorithm Python Wrapper * feat: add unit tests for custom models algorithms with PEP8 style * Bump pythonnet version to 2.0.30 * fix bugs and address peer review * Address peer review * Minor revert * feat: StubsIgnoreAttribute for ignoring members or classes by the stubs generator * Minor fixes * Minor fix * Minor fix * Bump pythonnet version to 2.0.31 * Added Greeks.Lambda_ alias of Lambda for python compatibility. Remove unused method
46 lines
1.7 KiB
C#
46 lines
1.7 KiB
C#
/*
|
|
* 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 Python.Runtime;
|
|
using QuantConnect.Securities.Option;
|
|
|
|
namespace QuantConnect.Python
|
|
{
|
|
/// <summary>
|
|
/// Python wrapper for custom option assignment models
|
|
/// </summary>
|
|
public class OptionAssignmentModelPythonWrapper : BasePythonWrapper<IOptionAssignmentModel>, IOptionAssignmentModel
|
|
{
|
|
/// <summary>
|
|
/// Creates a new instance
|
|
/// </summary>
|
|
/// <param name="model">The python model to wrapp</param>
|
|
public OptionAssignmentModelPythonWrapper(PyObject model)
|
|
: base(model)
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// Get's the option assignments to generate if any
|
|
/// </summary>
|
|
/// <param name="parameters">The option assignment parameters data transfer class</param>
|
|
/// <returns>The option assignment result</returns>
|
|
public OptionAssignmentResult GetAssignment(OptionAssignmentParameters parameters)
|
|
{
|
|
return InvokeMethod<OptionAssignmentResult>(nameof(GetAssignment), parameters);
|
|
}
|
|
}
|
|
}
|