/*
 * 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.Collections.Generic;
using McMaster.Extensions.CommandLineUtils;

namespace QuantConnect.Configuration
{
    /// <summary>
    /// Command Line arguments parser for Lean Optimizer
    /// </summary>
    public static class OptimizerArgumentParser
    {
        private const string ApplicationName = "Lean Optimizer";

        private const string ApplicationDescription = "Lean Optimizer is a strategy optimization engine for algorithms.";

        private const string ApplicationHelpText = "If you are looking for help, please go to https://www.quantconnect.com/lean/docs";

        private static readonly List<CommandLineOption> Options = new List<CommandLineOption>
            {
                new CommandLineOption("estimate", CommandOptionType.NoValue, "Estimate the optimization run time")
            };

        /// <summary>
        /// Parse and construct the args
        /// </summary>
        public static Dictionary<string, object> ParseArguments(string[] args)
        {
            return ApplicationParser.Parse(ApplicationName, ApplicationDescription, ApplicationHelpText, args, Options);
        }
    }
}