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QuantConnect.Securities.Option.StrategyMatcher.DescendingByLegCountOptionStrategyDefinitionEnumerator Class Reference

Provides an implementation of IOptionStrategyDefinitionEnumerator that enumerates definitions requiring more leg matches first. This ensures more complex definitions are evaluated before simpler definitions. More...

Inheritance diagram for QuantConnect.Securities.Option.StrategyMatcher.DescendingByLegCountOptionStrategyDefinitionEnumerator:
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Public Member Functions

IEnumerable< OptionStrategyDefinitionEnumerate (IReadOnlyList< OptionStrategyDefinition > definitions)
 Enumerates definitions in descending order of OptionStrategyDefinition.LegCount More...
 

Detailed Description

Provides an implementation of IOptionStrategyDefinitionEnumerator that enumerates definitions requiring more leg matches first. This ensures more complex definitions are evaluated before simpler definitions.

Definition at line 25 of file DescendingByLegCountOptionStrategyDefinitionEnumerator.cs.

Member Function Documentation

◆ Enumerate()

IEnumerable<OptionStrategyDefinition> QuantConnect.Securities.Option.StrategyMatcher.DescendingByLegCountOptionStrategyDefinitionEnumerator.Enumerate ( IReadOnlyList< OptionStrategyDefinition definitions)

The documentation for this class was generated from the following file: