Files
quantconnect--lean/Common/Securities/Option/StrategyMatcher/OptionStrategyMatch.cs
T
2026-07-13 13:02:50 +08:00

41 lines
1.5 KiB
C#

/*
* 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>
/// Defines a complete result from running the matcher on a collection of positions.
/// The matching process will return one these matches for every potential combination
/// of strategies conforming to the search settings and the positions provided.
/// </summary>
public class OptionStrategyMatch
{
/// <summary>
/// The strategies that were matched
/// </summary>
public List<OptionStrategy> Strategies { get; }
/// <summary>
/// Initializes a new instance of the <see cref="OptionStrategyMatch"/> class
/// </summary>
public OptionStrategyMatch(List<OptionStrategy> strategies)
{
Strategies = strategies;
}
}
}