wehub-resource-sync
36 lines
1.8 KiB
C#
36 lines
1.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System.Collections.Generic;
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namespace QuantConnect.Securities.Option.StrategyMatcher
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{
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/// <summary>
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/// Enumerates an <see cref="OptionPositionCollection"/>. The intent is to evaluate positions that
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/// may be more important sooner. Positions appearing earlier in the enumeration are evaluated before
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/// positions showing later. This effectively prioritizes individual positions. This should not be
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/// used filter filtering, but it could also be used to split a position, for example a position with
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/// 10 could be changed to two 5s and they don't need to be enumerated back to-back either. In this
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/// way you could prioritize the first 5 and then delay matching of the final 5.
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/// </summary>
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public interface IOptionPositionCollectionEnumerator
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{
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/// <summary>
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/// Enumerates the provided <paramref name="positions"/>. Positions enumerated first are more
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/// likely to be matched than those appearing later in the enumeration.
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/// </summary>
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IEnumerable<OptionPosition> Enumerate(OptionPositionCollection positions);
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}
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} |