/*
 * 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;
        }
    }
}