/* * 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; namespace QuantConnect.Optimizer.Parameters { /// /// Enumerates all possible values for specific optimization parameter /// public class OptimizationStepParameterEnumerator : OptimizationParameterEnumerator { /// /// Creates an instance of /// /// Step-based optimization parameter public OptimizationStepParameterEnumerator(OptimizationStepParameter optimizationParameter) : base(optimizationParameter) { } /// /// Gets the element in the collection at the current position of the enumerator. /// /// The element in the collection at the current position of the enumerator. public override string Current { get { var value = OptimizationParameter.MinValue + Index * OptimizationParameter.Step; if (Index == -1 || value > OptimizationParameter.MaxValue) throw new InvalidOperationException(); return value.ToStringInvariant(); } } /// /// Advances the enumerator to the next element of the collection. /// /// true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection. /// The collection was modified after the enumerator was created. public override bool MoveNext() { var value = OptimizationParameter.MinValue + (Index + 1) * OptimizationParameter.Step; if (value <= OptimizationParameter.MaxValue) { Index++; return true; } return false; } } }