/*
* 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 Newtonsoft.Json;
namespace QuantConnect.Optimizer.Objectives
{
///
/// Define the way to compare current real-values and the new one (candidates).
/// It's encapsulated in different abstraction to allow configure the direction of optimization, i.e. max or min.
///
[JsonConverter(typeof(ExtremumJsonConverter))]
public class Extremum
{
private Func _comparer;
///
/// Create an instance of to compare values.
///
/// The way old and new values should be compared
public Extremum(Func comparer)
{
_comparer = comparer;
}
///
/// Compares two values; identifies whether condition is met or not.
///
/// Left operand
/// Right operand
/// Returns the result of comparer with this arguments
public bool Better(decimal current, decimal candidate) => _comparer(current, candidate);
}
}