QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyDefinitionEnumerator Interface Reference

Enumerates OptionStrategyDefinition for the purposes of providing a bias towards definitions that are more favorable to be matched before matching less favorable definitions. More...

Inheritance diagram for QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyDefinitionEnumerator:

Public Member Functions
IEnumerable< OptionStrategyDefinition >	Enumerate (IReadOnlyList< OptionStrategyDefinition > definitions)
	Enumerates the definitions according to the implementation's own concept of favorability. More...

Detailed Description

Enumerates OptionStrategyDefinition for the purposes of providing a bias towards definitions that are more favorable to be matched before matching less favorable definitions.

Definition at line 24 of file IOptionStrategyDefinitionEnumerator.cs.

Member Function Documentation

Enumerate()

IEnumerable<OptionStrategyDefinition> QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyDefinitionEnumerator.Enumerate

(

IReadOnlyList< OptionStrategyDefinition >

definitions

)

Enumerates the definitions according to the implementation's own concept of favorability.

Implemented in QuantConnect.Securities.Option.StrategyMatcher.DescendingByLegCountOptionStrategyDefinitionEnumerator, and QuantConnect.Securities.Option.StrategyMatcher.IdentityOptionStrategyDefinitionEnumerator.

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

• Common/Securities/Option/StrategyMatcher/IOptionStrategyDefinitionEnumerator.cs