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quantconnect--lean/Common/Python/DividendYieldModelPythonWrapper.cs
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2026-07-13 13:02:50 +08:00

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C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
using Python.Runtime;
using QuantConnect.Data;
using QuantConnect.Util;
namespace QuantConnect.Python
{
/// <summary>
/// Wraps a <see cref="PyObject"/> object that represents a dividend yield model
/// </summary>
public class DividendYieldModelPythonWrapper : BasePythonWrapper<IDividendYieldModel>, IDividendYieldModel
{
/// <summary>
/// Constructor for initializing the <see cref="DividendYieldModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
/// </summary>
/// <param name="model">Represents a security's model of dividend yield</param>
public DividendYieldModelPythonWrapper(PyObject model)
: base(model)
{
}
/// <summary>
/// Get dividend yield by a given date of a given symbol
/// </summary>
/// <param name="date">The date</param>
/// <returns>Dividend yield on the given date of the given symbol</returns>
public decimal GetDividendYield(DateTime date)
{
return InvokeMethod<decimal>(nameof(GetDividendYield), date);
}
/// <summary>
/// Get dividend yield at given date and security price
/// </summary>
/// <param name="date">The date</param>
/// <param name="securityPrice">The security price at the given date</param>
/// <returns>Dividend yield on the given date of the given symbol</returns>
/// <remarks>Price data must be raw (<see cref="DataNormalizationMode.Raw"/>)</remarks>
public decimal GetDividendYield(DateTime date, decimal securityPrice)
{
return InvokeMethod<decimal>(nameof(GetDividendYield), date, securityPrice);
}
/// <summary>
/// Converts a <see cref="PyObject"/> object into a <see cref="IDividendYieldModel"/> object, wrapping it if necessary
/// </summary>
/// <param name="model">The Python model</param>
/// <returns>The converted <see cref="IDividendYieldModel"/> instance</returns>
public static IDividendYieldModel FromPyObject(PyObject model)
{
var dividendYieldModel = PythonUtil.CreateInstanceOrWrapper<IDividendYieldModel>(
model,
py => new DividendYieldModelPythonWrapper(py)
);
return dividendYieldModel;
}
}
}