/* * 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)); } } } }