Lean
$LEAN_TAG$
|
Provides an implementation of IOptionStrategyDefinitionEnumerator that enumerates definitions requiring more leg matches first. This ensures more complex definitions are evaluated before simpler definitions. More...
Public Member Functions | |
IEnumerable< OptionStrategyDefinition > | Enumerate (IReadOnlyList< OptionStrategyDefinition > definitions) |
Enumerates definitions in descending order of OptionStrategyDefinition.LegCount More... | |
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.
IEnumerable<OptionStrategyDefinition> QuantConnect.Securities.Option.StrategyMatcher.DescendingByLegCountOptionStrategyDefinitionEnumerator.Enumerate | ( | IReadOnlyList< OptionStrategyDefinition > | definitions | ) |
Enumerates definitions in descending order of OptionStrategyDefinition.LegCount
Implements QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyDefinitionEnumerator.
Definition at line 30 of file DescendingByLegCountOptionStrategyDefinitionEnumerator.cs.