17 using System.Collections.Generic;
57 public IEnumerable<OptionStrategyDefinition>
Definitions
58 => _definitionEnumerator.Enumerate(_definitions);
65 private readonly IReadOnlyList<OptionStrategyDefinition> _definitions;
74 IReadOnlyList<OptionStrategyDefinition> definitions,
75 IReadOnlyList<int> maximumCountPerLeg,
76 TimeSpan maximumDuration =
default(TimeSpan),
77 int maximumSolutionCount = 100,
83 if (maximumDuration ==
default(TimeSpan))
88 if (definitionEnumerator ==
null)
94 if (objectiveFunction ==
null)
99 if (positionEnumerator ==
null)
104 _definitions = definitions;
108 _positionEnumerator = positionEnumerator;
109 _definitionEnumerator = definitionEnumerator;
129 return _positionEnumerator.Enumerate(positions);
147 var maximumCountPerLeg =
new[] {
int.MaxValue,
int.MaxValue,
int.MaxValue,
int.MaxValue,
int.MaxValue};
161 _definitionEnumerator,
177 _definitionEnumerator,
200 _definitionEnumerator,
217 _definitionEnumerator,
252 _definitionEnumerator,