/*
* 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;
}
}
}