/*
* 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 Python.Runtime;
using QuantConnect.Benchmarks;
using System;
namespace QuantConnect.Python
{
///
/// Provides an implementation of that wraps a object
///
public class BenchmarkPythonWrapper : BasePythonWrapper, IBenchmark
{
///
/// Constructor for initialising the class with wrapped object
///
/// Python benchmark model
public BenchmarkPythonWrapper(PyObject model)
: base(model)
{
}
///
/// Evaluates this benchmark at the specified time using the method defined in the Python class
///
/// The time to evaluate the benchmark at
/// The value of the benchmark at the specified time
public decimal Evaluate(DateTime time)
{
return InvokeMethod(nameof(Evaluate), time);
}
}
}