/*
* 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;
using Newtonsoft.Json.Linq;
namespace QuantConnect.Util
{
///
/// Candlestick Json Converter
///
public class CandlestickJsonConverter : JsonConverter
{
///
/// Write Series to Json
///
/// The Json Writer to use
/// The value to written to Json
/// The Json Serializer to use
public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
{
// Candlesticks will be written as a single array of 5 values: [time, open, high, low, close]
var candlestick = value as Candlestick;
if (candlestick == null)
{
return;
}
writer.WriteStartArray();
writer.WriteValue(candlestick.LongTime);
writer.WriteValue(candlestick.Open);
writer.WriteValue(candlestick.High);
writer.WriteValue(candlestick.Low);
writer.WriteValue(candlestick.Close);
writer.WriteEndArray();
}
///
/// Json reader implementation which handles backwards compatiblity for old equity chart points
///
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
if(reader.TokenType == JsonToken.StartObject)
{
var chartPoint = serializer.Deserialize(reader);
if(chartPoint == null)
{
return null;
}
return new Candlestick(chartPoint.X, chartPoint.Y, chartPoint.Y, chartPoint.Y, chartPoint.Y);
}
var jArray = JArray.Load(reader);
if(jArray.Count <= 2)
{
var chartPoint = jArray.ToObject();
if (chartPoint == null)
{
return null;
}
return new Candlestick(chartPoint.X, chartPoint.Y, chartPoint.Y, chartPoint.Y, chartPoint.Y);
}
return new Candlestick(jArray[0].Value(), jArray[1].Value(), jArray[2].Value(),
jArray[3].Value(), jArray[4].Value());
}
///
/// Determine if this Converter can convert this type
///
/// Type that we would like to convert
/// True if
public override bool CanConvert(Type objectType)
{
return objectType == typeof(Candlestick);
}
///
/// This converter wont be used to read JSON. Will throw exception if manually called.
///
public override bool CanRead => true;
}
}