Stefano Raggi
6c42a266be
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* IB brokerage - Update option positions at contract expiration * Add handling of live option expiration events * Address review - Nits * Refactor option notification events [WIP] * Add early exercise+assignment unit tests * Fix sign bug in IB ExerciseOrder * Address review - log unexpected position - add unit test cases for partial exercise/assignment
48 lines
1.7 KiB
C#
48 lines
1.7 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Brokerages
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{
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/// <summary>
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/// Event arguments class for the <see cref="IBrokerage.OptionNotification"/> event
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/// </summary>
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public sealed class OptionNotificationEventArgs : EventArgs
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{
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/// <summary>
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/// Gets the option symbol which has received a notification
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/// </summary>
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public Symbol Symbol { get; }
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/// <summary>
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/// Gets the new option position (positive for long, zero for flat, negative for short)
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/// </summary>
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public decimal Position { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="OptionNotificationEventArgs"/> class
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/// </summary>
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/// <param name="symbol">The symbol</param>
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/// <param name="position">The new option position</param>
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public OptionNotificationEventArgs(Symbol symbol, decimal position)
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{
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Symbol = symbol;
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Position = position;
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}
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}
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}
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