Lean
$LEAN_TAG$
FunctionalOptionPositionCollectionEnumerator.cs
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/*
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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
System.Collections.Generic;
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namespace
QuantConnect.Securities.Option.StrategyMatcher
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{
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/// <summary>
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/// Provides a functional implementation of <see cref="IOptionPositionCollectionEnumerator"/>
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/// </summary>
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public
class
FunctionalOptionPositionCollectionEnumerator
:
IOptionPositionCollectionEnumerator
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{
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private
readonly Func<OptionPositionCollection, IEnumerable<OptionPosition>> _enumerate;
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/// <summary>
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/// Initializes a new instance of the <see cref="FunctionalOptionPositionCollectionEnumerator"/> class
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/// </summary>
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/// <param name="enumerate"></param>
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public
FunctionalOptionPositionCollectionEnumerator
(
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Func<
OptionPositionCollection
, IEnumerable<OptionPosition>> enumerate
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)
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{
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_enumerate = enumerate;
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}
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/// <summary>
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/// Enumerate the Option Positions Collection
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/// </summary>
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/// <param name="positions">The positions to enumerate on</param>
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/// <returns>Enumerable of Option Positions</returns>
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public
IEnumerable<OptionPosition>
Enumerate
(
OptionPositionCollection
positions)
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{
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return
_enumerate(positions);
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}
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}
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}
Common
Securities
Option
StrategyMatcher
FunctionalOptionPositionCollectionEnumerator.cs
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