Lean
$LEAN_TAG$
DefaultOptionPositionCollectionEnumerator.cs
1
/*
2
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4
*
5
* Licensed under the Apache License, Version 2.0 (the "License");
6
* you may not use this file except in compliance with the License.
7
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8
*
9
* Unless required by applicable law or agreed to in writing, software
10
* distributed under the License is distributed on an "AS IS" BASIS,
11
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12
* See the License for the specific language governing permissions and
13
* limitations under the License.
14
*/
15
16
using
System.Collections.Generic;
17
18
namespace
QuantConnect.Securities.Option.StrategyMatcher
19
{
20
/// <summary>
21
/// Provides a default implementation of the <see cref="IOptionPositionCollectionEnumerator"/> abstraction.
22
/// </summary>
23
public
class
DefaultOptionPositionCollectionEnumerator
:
IOptionPositionCollectionEnumerator
24
{
25
/// <summary>
26
/// Enumerates <paramref name="positions"/> according to its default enumerator implementation.
27
/// </summary>
28
public
IEnumerable<OptionPosition>
Enumerate
(
OptionPositionCollection
positions)
29
{
30
return
positions;
31
}
32
}
33
}
Common
Securities
Option
StrategyMatcher
DefaultOptionPositionCollectionEnumerator.cs
Generated by
1.8.17