/*
* 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;
namespace QuantConnect.Benchmarks
{
///
/// Creates a benchmark defined by a function
///
public class FuncBenchmark : IBenchmark
{
private readonly Func _benchmark;
///
/// Initializes a new instance of the class
///
/// The functional benchmark implementation
public FuncBenchmark(Func benchmark)
{
if (benchmark == null)
{
throw new ArgumentNullException(nameof(benchmark));
}
_benchmark = benchmark;
}
///
/// Create a function benchmark from a Python function
///
///
public FuncBenchmark(PyObject pyFunc)
{
if (!pyFunc.TryConvertToDelegate(out _benchmark))
{
throw new ArgumentException($"FuncBenchmark(): {Messages.FuncBenchmark.UnableToConvertPythonFunctionToBenchmarkFunction}");
}
}
///
/// Evaluates this benchmark at the specified time
///
/// The time to evaluate the benchmark at
/// The value of the benchmark at the specified time
public decimal Evaluate(DateTime time)
{
return _benchmark(time);
}
}
}