/* * 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; using QuantConnect.Data; namespace QuantConnect.Python { /// /// Wraps a object that represents a risk-free interest rate model /// public class RiskFreeInterestRateModelPythonWrapper : BasePythonWrapper, IRiskFreeInterestRateModel { /// /// Constructor for initializing the class with wrapped object /// /// Represents a security's model of buying power public RiskFreeInterestRateModelPythonWrapper(PyObject model) : base(model) { } /// /// Get interest rate by a given date /// /// The date /// Interest rate on the given date public decimal GetInterestRate(DateTime date) { return InvokeMethod(nameof(GetInterestRate), date); } /// /// Converts a object into a object, wrapping it if necessary /// /// The Python model /// The converted instance public static IRiskFreeInterestRateModel FromPyObject(PyObject model) { if (!model.TryConvert(out IRiskFreeInterestRateModel riskFreeInterestRateModel)) { riskFreeInterestRateModel = new RiskFreeInterestRateModelPythonWrapper(model); } return riskFreeInterestRateModel; } } }