/*
* 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 QuantConnect.Util;
namespace QuantConnect.Optimizer.Objectives
{
///
/// Class for converting string values to Maximization or Minimization strategy objects
///
public class ExtremumJsonConverter : TypeChangeJsonConverter
{
///
/// Don't populate any property
///
protected override bool PopulateProperties => false;
///
/// Converts a Extremum object into a string
///
protected override string Convert(Extremum value)
{
return value.GetType() == typeof(Maximization)
? "max"
: "min";
}
///
/// Converts a string into its corresponding Extremum object
///
///
protected override Extremum Convert(string value)
{
switch (value.ToLowerInvariant())
{
case "max": return new Maximization();
case "min": return new Minimization();
default:
throw new InvalidOperationException($"ExtremumJsonConverter.Convert: {Messages.ExtremumJsonConverter.UnrecognizedTargetDirection}");
}
}
}
}