chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using System.Collections.Generic;
+
+namespace QuantConnect.Securities.Option.StrategyMatcher
+{
+    /// <summary>
+    /// Provides a functional implementation of <see cref="IOptionPositionCollectionEnumerator"/>
+    /// </summary>
+    public class FunctionalOptionPositionCollectionEnumerator : IOptionPositionCollectionEnumerator
+    {
+        private readonly Func<OptionPositionCollection, IEnumerable<OptionPosition>> _enumerate;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="FunctionalOptionPositionCollectionEnumerator"/> class
+        /// </summary>
+        /// <param name="enumerate"></param>
+        public FunctionalOptionPositionCollectionEnumerator(
+            Func<OptionPositionCollection, IEnumerable<OptionPosition>> enumerate
+            )
+        {
+            _enumerate = enumerate;
+        }
+
+        /// <summary>
+        /// Enumerate the Option Positions Collection
+        /// </summary>
+        /// <param name="positions">The positions to enumerate on</param>
+        /// <returns>Enumerable of Option Positions</returns>
+        public IEnumerable<OptionPosition> Enumerate(OptionPositionCollection positions)
+        {
+            return _enumerate(positions);
+        }
+    }
+}