chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * 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 Newtonsoft.Json;
+
+namespace QuantConnect.Optimizer.Objectives
+{
+    /// <summary>
+    /// Define the way to compare current real-values and the new one (candidates).
+    /// It's encapsulated in different abstraction to allow configure the direction of optimization, i.e. max or min.
+    /// </summary>
+    [JsonConverter(typeof(ExtremumJsonConverter))]
+    public class Extremum
+    {
+        private Func<decimal, decimal, bool> _comparer;
+
+        /// <summary>
+        /// Create an instance of <see cref="Extremum"/> to compare values.
+        /// </summary>
+        /// <param name="comparer">The way old and new values should be compared</param>
+        public Extremum(Func<decimal, decimal, bool> comparer)
+        {
+            _comparer = comparer;
+        }
+
+        /// <summary>
+        /// Compares two values; identifies whether condition is met or not.
+        /// </summary>
+        /// <param name="current">Left operand</param>
+        /// <param name="candidate">Right operand</param>
+        /// <returns>Returns the result of comparer with this arguments</returns>
+        public bool Better(decimal current, decimal candidate) => _comparer(current, candidate);
+    }
+}