wehub-resource-sync
122 lines
5.0 KiB
C#
122 lines
5.0 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 Newtonsoft.Json;
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using Newtonsoft.Json.Linq;
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using System;
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using System.Reflection;
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namespace QuantConnect.Optimizer.Parameters
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{
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/// <summary>
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/// Override <see cref="OptimizationParameter"/> deserialization method.
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/// Can handle <see cref="OptimizationStepParameter"/> instances
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/// </summary>
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public class OptimizationParameterJsonConverter : JsonConverter
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{
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/// <summary>
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/// Writes a JSON object from a OptimizationParameter object
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/// </summary>
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public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
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{
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JObject jo = new JObject();
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Type type = value.GetType();
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foreach (PropertyInfo prop in type.GetProperties())
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{
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if (prop.CanRead)
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{
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var attribute = prop.GetCustomAttribute<JsonPropertyAttribute>();
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object propVal = prop.GetValue(value, null);
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if (propVal != null)
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{
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jo.Add(attribute.PropertyName ?? prop.Name, JToken.FromObject(propVal, serializer));
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}
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}
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}
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jo.WriteTo(writer);
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}
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/// <summary>
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/// Creates a Optimization Parameter object from a JSON object
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/// </summary>
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public override object ReadJson(
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JsonReader reader,
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Type objectType,
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object existingValue,
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JsonSerializer serializer
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)
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{
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JObject token = JObject.Load(reader);
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var parameterName = (token.GetValue("name", StringComparison.OrdinalIgnoreCase) ?? token.GetValue("key", StringComparison.OrdinalIgnoreCase))?.Value<string>();
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if (string.IsNullOrEmpty(parameterName))
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{
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throw new ArgumentException(Messages.OptimizationParameterJsonConverter.OptimizationParameterNotSpecified);
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}
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JToken value;
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JToken minToken;
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JToken maxToken;
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OptimizationParameter optimizationParameter = null;
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if (token.TryGetValue("min", StringComparison.OrdinalIgnoreCase, out minToken) &&
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token.TryGetValue("max", StringComparison.OrdinalIgnoreCase, out maxToken))
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{
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var stepToken = token.GetValue("step", StringComparison.OrdinalIgnoreCase)?.Value<decimal>();
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var minStepToken = token.GetValue("minStep", StringComparison.OrdinalIgnoreCase)?.Value<decimal>() ?? token.GetValue("min-step", StringComparison.OrdinalIgnoreCase)?.Value<decimal>();
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if (stepToken.HasValue)
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{
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if (minStepToken.HasValue)
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{
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optimizationParameter = new OptimizationStepParameter(parameterName,
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minToken.Value<decimal>(),
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maxToken.Value<decimal>(),
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stepToken.Value,
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minStepToken.Value);
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}
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else
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{
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optimizationParameter = new OptimizationStepParameter(parameterName,
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minToken.Value<decimal>(),
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maxToken.Value<decimal>(),
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stepToken.Value);
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}
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}
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else
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{
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optimizationParameter = new OptimizationStepParameter(parameterName,
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minToken.Value<decimal>(),
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maxToken.Value<decimal>());
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}
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}
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else if(token.TryGetValue("value", StringComparison.OrdinalIgnoreCase, out value))
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{
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optimizationParameter = new StaticOptimizationParameter(parameterName, value.Value<string>());
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}
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if (optimizationParameter == null)
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{
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throw new ArgumentException(Messages.OptimizationParameterJsonConverter.OptimizationParameterNotSupported);
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}
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return optimizationParameter;
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}
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/// <summary>
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/// Determines if an OptimizationParameter is assignable from the given object type
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/// </summary>
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public override bool CanConvert(Type objectType) => typeof(OptimizationParameter).IsAssignableFrom(objectType);
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}
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}
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