DescendingByLegCountOptionStrategyDefinitionEnumerator
QuantConnect.Securities.Option.StrategyMatcher.DescendingByLegCountOptionStrategyDefinitionEnumerator
Bases: Object, IOptionStrategyDefinitionEnumerator
Provides an implementation of IOptionStrategyDefinitionEnumerator that enumerates definitions requiring more leg matches first. This ensures more complex definitions are evaluated before simpler definitions.
enumerate
enumerate(
definitions: Sequence[OptionStrategyDefinition],
) -> Iterable[OptionStrategyDefinition]
Enumerates definitions in descending order of OptionStrategyDefinition.leg_count