wehub-resource-sync
83 lines
3.5 KiB
C#
83 lines
3.5 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 System.Globalization;
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using Newtonsoft.Json;
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namespace QuantConnect.Util
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{
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/// <summary>
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/// Helper <see cref="JsonConverter"/> that will round decimal and double types,
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/// to <see cref="FractionalDigits"/> fractional digits
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/// </summary>
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public class JsonRoundingConverter : JsonConverter
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{
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/// <summary>
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/// The number of fractional digits to round to
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/// </summary>
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public const int FractionalDigits = 4;
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/// <summary>
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/// Will always return false.
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/// Gets a value indicating whether this <see cref="T:Newtonsoft.Json.JsonConverter" /> can read JSON.
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/// </summary>
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public override bool CanRead => false;
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/// <summary>
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/// Determines whether this instance can convert the specified object type.
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/// </summary>
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/// <param name="objectType">Type of the object.</param>
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/// <returns>True if this instance can convert the specified object type</returns>
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public override bool CanConvert(Type objectType)
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{
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return objectType == typeof(decimal)
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|| objectType == typeof(double);
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}
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/// <summary>
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/// Not implemented, will throw <see cref="NotImplementedException"/>
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/// </summary>
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/// <param name="reader">The <see cref="T:Newtonsoft.Json.JsonReader"/> to read from.</param>
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/// <param name="objectType">Type of the object.</param>
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/// <param name="existingValue">The existing value of object being read.</param>
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/// <param name="serializer">The calling serializer.</param>
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public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
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{
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throw new NotImplementedException();
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}
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/// <summary>
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/// Writes the JSON representation of the object.
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/// </summary>
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/// <param name="writer">The <see cref="T:Newtonsoft.Json.JsonWriter"/> to write to.</param>
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/// <param name="value">The value.</param>
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/// <param name="serializer">The calling serializer.</param>
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public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
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{
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if (value is double)
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{
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var rounded = Math.Round((double)value, FractionalDigits);
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writer.WriteValue(rounded.ToString(CultureInfo.InvariantCulture));
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}
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else
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{
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// we serialize decimal as string so that json doesn't use exponential notation which actually will lose precision
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var rounded = Math.Round(Convert.ToDecimal(value, CultureInfo.InvariantCulture), FractionalDigits);
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writer.WriteValue(rounded.ToString(CultureInfo.InvariantCulture));
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}
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}
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}
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} |