/* * 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; using System.Linq; namespace QuantConnect.Securities.Option.StrategyMatcher { /// /// Provides an implementation of that enumerates definitions /// requiring more leg matches first. This ensures more complex definitions are evaluated before simpler definitions. /// public class DescendingByLegCountOptionStrategyDefinitionEnumerator : IOptionStrategyDefinitionEnumerator { /// /// Enumerates definitions in descending order of /// public IEnumerable Enumerate(IReadOnlyList definitions) { return definitions.OrderByDescending(d => d.LegCount); } } }