wehub-resource-sync
57 lines
2.0 KiB
C#
57 lines
2.0 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 QuantConnect.Util;
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namespace QuantConnect.Optimizer.Objectives
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{
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/// <summary>
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/// Class for converting string values to Maximization or Minimization strategy objects
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/// </summary>
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public class ExtremumJsonConverter : TypeChangeJsonConverter<Extremum, string>
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{
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/// <summary>
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/// Don't populate any property
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/// </summary>
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protected override bool PopulateProperties => false;
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/// <summary>
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/// Converts a Extremum object into a string
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/// </summary>
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protected override string Convert(Extremum value)
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{
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return value.GetType() == typeof(Maximization)
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? "max"
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: "min";
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}
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/// <summary>
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/// Converts a string into its corresponding Extremum object
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/// </summary>
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/// <param name="value"></param>
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protected override Extremum Convert(string value)
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{
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switch (value.ToLowerInvariant())
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{
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case "max": return new Maximization();
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case "min": return new Minimization();
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default:
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throw new InvalidOperationException($"ExtremumJsonConverter.Convert: {Messages.ExtremumJsonConverter.UnrecognizedTargetDirection}");
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}
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}
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}
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}
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