Lean  $LEAN_TAG$
RiskFreeInterestRateModelPythonWrapper.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System;
17 using Python.Runtime;
18 using QuantConnect.Data;
19 
20 namespace QuantConnect.Python
21 {
22  /// <summary>
23  /// Wraps a <see cref="PyObject"/> object that represents a risk-free interest rate model
24  /// </summary>
26  {
27  /// <summary>
28  /// Constructor for initializing the <see cref="RiskFreeInterestRateModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
29  /// </summary>
30  /// <param name="model">Represents a security's model of buying power</param>
32  : base(model)
33  {
34  }
35 
36  /// <summary>
37  /// Get interest rate by a given date
38  /// </summary>
39  /// <param name="date">The date</param>
40  /// <returns>Interest rate on the given date</returns>
41  public decimal GetInterestRate(DateTime date)
42  {
43  return InvokeMethod<decimal>(nameof(GetInterestRate), date);
44  }
45 
46  /// <summary>
47  /// Converts a <see cref="PyObject"/> object into a <see cref="IRiskFreeInterestRateModel"/> object, wrapping it if necessary
48  /// </summary>
49  /// <param name="model">The Python model</param>
50  /// <returns>The converted <see cref="IRiskFreeInterestRateModel"/> instance</returns>
51  public static IRiskFreeInterestRateModel FromPyObject(PyObject model)
52  {
53  if (!model.TryConvert(out IRiskFreeInterestRateModel riskFreeInterestRateModel))
54  {
55  riskFreeInterestRateModel = new RiskFreeInterestRateModelPythonWrapper(model);
56  }
57 
58  return riskFreeInterestRateModel;
59  }
60  }
61 }