wehub-resource-sync
67 lines
2.7 KiB
C#
67 lines
2.7 KiB
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;
|
|
|
|
namespace QuantConnect.Optimizer.Parameters
|
|
{
|
|
/// <summary>
|
|
/// Enumerates all possible values for specific optimization parameter
|
|
/// </summary>
|
|
public class OptimizationStepParameterEnumerator : OptimizationParameterEnumerator<OptimizationStepParameter>
|
|
{
|
|
/// <summary>
|
|
/// Creates an instance of <see cref="OptimizationStepParameterEnumerator"/>
|
|
/// </summary>
|
|
/// <param name="optimizationParameter">Step-based optimization parameter</param>
|
|
public OptimizationStepParameterEnumerator(OptimizationStepParameter optimizationParameter) : base(optimizationParameter)
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the element in the collection at the current position of the enumerator.
|
|
/// </summary>
|
|
/// <returns>The element in the collection at the current position of the enumerator.</returns>
|
|
public override string Current
|
|
{
|
|
get
|
|
{
|
|
var value = OptimizationParameter.MinValue + Index * OptimizationParameter.Step;
|
|
if (Index == -1 || value > OptimizationParameter.MaxValue)
|
|
throw new InvalidOperationException();
|
|
|
|
return value.ToStringInvariant();
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Advances the enumerator to the next element of the collection.
|
|
/// </summary>
|
|
/// <returns> true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.</returns>
|
|
/// <exception cref="T:System.InvalidOperationException">The collection was modified after the enumerator was created.</exception>
|
|
public override bool MoveNext()
|
|
{
|
|
var value = OptimizationParameter.MinValue + (Index + 1) * OptimizationParameter.Step;
|
|
if (value <= OptimizationParameter.MaxValue)
|
|
{
|
|
Index++;
|
|
return true;
|
|
}
|
|
|
|
return false;
|
|
}
|
|
}
|
|
}
|