At this point they came in sight of thirty to forty windmills that there are on on that plain , and as soon as Don Quixote saw them he said to his squire, "Fortune is arranging matters for us better than we could have shaped our desires ourselves..."
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In context, Quixote is fighting imaginary enemies. One interpretation of this phrase is one of an allegory which promotes critical evaluations of the actions or motives of others. Another intrepretation is that of an idiom...... fighting a battle you cannot win.