Lean
$LEAN_TAG$
OptionStrategyMatch.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.Collections.Generic;
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namespace
QuantConnect.Securities.Option.StrategyMatcher
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{
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/// <summary>
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/// Defines a complete result from running the matcher on a collection of positions.
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/// The matching process will return one these matches for every potential combination
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/// of strategies conforming to the search settings and the positions provided.
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/// </summary>
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public
class
OptionStrategyMatch
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{
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/// <summary>
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/// The strategies that were matched
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/// </summary>
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public
List<OptionStrategy>
Strategies
{
get
; }
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/// <summary>
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/// Initializes a new instance of the <see cref="OptionStrategyMatch"/> class
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/// </summary>
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public
OptionStrategyMatch
(List<OptionStrategy> strategies)
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{
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Strategies
= strategies;
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}
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}
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}
Common
Securities
Option
StrategyMatcher
OptionStrategyMatch.cs
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