/*
* 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 System.Globalization;
using Newtonsoft.Json;
namespace QuantConnect.Util
{
///
/// Helper that will round decimal and double types,
/// to fractional digits
///
public class JsonRoundingConverter : JsonConverter
{
///
/// The number of fractional digits to round to
///
public const int FractionalDigits = 4;
///
/// Will always return false.
/// Gets a value indicating whether this can read JSON.
///
public override bool CanRead => false;
///
/// Determines whether this instance can convert the specified object type.
///
/// Type of the object.
/// True if this instance can convert the specified object type
public override bool CanConvert(Type objectType)
{
return objectType == typeof(decimal)
|| objectType == typeof(double);
}
///
/// Not implemented, will throw
///
/// The to read from.
/// Type of the object.
/// The existing value of object being read.
/// The calling serializer.
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
throw new NotImplementedException();
}
///
/// Writes the JSON representation of the object.
///
/// The to write to.
/// The value.
/// The calling serializer.
public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
{
if (value is double)
{
var rounded = Math.Round((double)value, FractionalDigits);
writer.WriteValue(rounded.ToString(CultureInfo.InvariantCulture));
}
else
{
// we serialize decimal as string so that json doesn't use exponential notation which actually will lose precision
var rounded = Math.Round(Convert.ToDecimal(value, CultureInfo.InvariantCulture), FractionalDigits);
writer.WriteValue(rounded.ToString(CultureInfo.InvariantCulture));
}
}
}
}