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.Collections.Generic;
+
+namespace QuantConnect.Securities.Option.StrategyMatcher
+{
+    /// <summary>
+    /// Enumerates an <see cref="OptionPositionCollection"/>. The intent is to evaluate positions that
+    /// may be more important sooner. Positions appearing earlier in the enumeration are evaluated before
+    /// positions showing later. This effectively prioritizes individual positions. This should not be
+    /// used filter filtering, but it could also be used to split a position, for example a position with
+    /// 10 could be changed to two 5s and they don't need to be enumerated back to-back either. In this
+    /// way you could prioritize the first 5 and then delay matching of the final 5.
+    /// </summary>
+    public interface IOptionPositionCollectionEnumerator
+    {
+        /// <summary>
+        /// Enumerates the provided <paramref name="positions"/>. Positions enumerated first are more
+        /// likely to be matched than those appearing later in the enumeration.
+        /// </summary>
+        IEnumerable<OptionPosition> Enumerate(OptionPositionCollection positions);
+    }
+}