wehub-resource-sync
48 lines
1.9 KiB
C#
48 lines
1.9 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using Newtonsoft.Json;
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namespace QuantConnect.Optimizer.Objectives
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{
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/// <summary>
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/// Define the way to compare current real-values and the new one (candidates).
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/// It's encapsulated in different abstraction to allow configure the direction of optimization, i.e. max or min.
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/// </summary>
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[JsonConverter(typeof(ExtremumJsonConverter))]
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public class Extremum
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{
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private Func<decimal, decimal, bool> _comparer;
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/// <summary>
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/// Create an instance of <see cref="Extremum"/> to compare values.
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/// </summary>
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/// <param name="comparer">The way old and new values should be compared</param>
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public Extremum(Func<decimal, decimal, bool> comparer)
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{
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_comparer = comparer;
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}
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/// <summary>
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/// Compares two values; identifies whether condition is met or not.
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/// </summary>
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/// <param name="current">Left operand</param>
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/// <param name="candidate">Right operand</param>
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/// <returns>Returns the result of comparer with this arguments</returns>
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public bool Better(decimal current, decimal candidate) => _comparer(current, candidate);
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}
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}
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