/* * 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); } } }