/*
 * 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);
        }
    }
}