Lean  $LEAN_TAG$
IOptionStrategyDefinitionEnumerator.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.
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9  * Unless required by applicable law or agreed to in writing, software
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System.Collections.Generic;
17 
19 {
20  /// <summary>
21  /// Enumerates <see cref="OptionStrategyDefinition"/> for the purposes of providing a bias towards definitions
22  /// that are more favorable to be matched before matching less favorable definitions.
23  /// </summary>
25  {
26  /// <summary>
27  /// Enumerates the <paramref name="definitions"/> according to the implementation's own concept of favorability.
28  /// </summary>
29  IEnumerable<OptionStrategyDefinition> Enumerate(IReadOnlyList<OptionStrategyDefinition> definitions);
30  }
31 }