wehub-resource-sync
98 lines
3.7 KiB
C#
98 lines
3.7 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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using Newtonsoft.Json.Linq;
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namespace QuantConnect.Util
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{
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/// <summary>
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/// Candlestick Json Converter
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/// </summary>
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public class CandlestickJsonConverter : JsonConverter
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{
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/// <summary>
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/// Write Series to Json
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/// </summary>
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/// <param name="writer">The Json Writer to use</param>
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/// <param name="value">The value to written to Json</param>
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/// <param name="serializer">The Json Serializer to use</param>
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public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
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{
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// Candlesticks will be written as a single array of 5 values: [time, open, high, low, close]
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var candlestick = value as Candlestick;
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if (candlestick == null)
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{
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return;
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}
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writer.WriteStartArray();
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writer.WriteValue(candlestick.LongTime);
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writer.WriteValue(candlestick.Open);
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writer.WriteValue(candlestick.High);
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writer.WriteValue(candlestick.Low);
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writer.WriteValue(candlestick.Close);
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writer.WriteEndArray();
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}
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/// <summary>
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/// Json reader implementation which handles backwards compatiblity for old equity chart points
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/// </summary>
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public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
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{
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if(reader.TokenType == JsonToken.StartObject)
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{
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var chartPoint = serializer.Deserialize<ChartPoint>(reader);
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if(chartPoint == null)
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{
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return null;
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}
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return new Candlestick(chartPoint.X, chartPoint.Y, chartPoint.Y, chartPoint.Y, chartPoint.Y);
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}
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var jArray = JArray.Load(reader);
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if(jArray.Count <= 2)
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{
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var chartPoint = jArray.ToObject<ChartPoint>();
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if (chartPoint == null)
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{
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return null;
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}
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return new Candlestick(chartPoint.X, chartPoint.Y, chartPoint.Y, chartPoint.Y, chartPoint.Y);
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}
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return new Candlestick(jArray[0].Value<long>(), jArray[1].Value<decimal?>(), jArray[2].Value<decimal?>(),
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jArray[3].Value<decimal?>(), jArray[4].Value<decimal?>());
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}
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/// <summary>
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/// Determine if this Converter can convert this type
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/// </summary>
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/// <param name="objectType">Type that we would like to convert</param>
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/// <returns>True if <see cref="Series"/></returns>
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public override bool CanConvert(Type objectType)
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{
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return objectType == typeof(Candlestick);
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}
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/// <summary>
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/// This converter wont be used to read JSON. Will throw exception if manually called.
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/// </summary>
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public override bool CanRead => true;
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}
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}
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