Lean
$LEAN_TAG$
ExtremumJsonConverter.cs
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using
System;
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using
QuantConnect
.
Util
;
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namespace
QuantConnect.Optimizer.Objectives
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{
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public
class
ExtremumJsonConverter
:
TypeChangeJsonConverter
<Extremum, string>
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{
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/// <summary>
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/// Don't populate any property
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/// </summary>
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protected
override
bool
PopulateProperties
=>
false
;
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protected
override
string
Convert(
Extremum
value)
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{
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return
value.GetType() == typeof(
Maximization
)
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?
"max"
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:
"min"
;
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}
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protected
override
Extremum
Convert(
string
value)
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{
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switch
(value.ToLowerInvariant())
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{
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case
"max"
:
return
new
Maximization
();
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case
"min"
:
return
new
Minimization
();
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default
:
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throw
new
InvalidOperationException($
"ExtremumJsonConverter.Convert: {Messages.ExtremumJsonConverter.UnrecognizedTargetDirection}"
);
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}
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}
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}
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}
Common
Optimizer
Objectives
ExtremumJsonConverter.cs
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