/* * 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; using Newtonsoft.Json; using static QuantConnect.StringExtensions; namespace QuantConnect { /// /// Single Chart Point Value Type for QCAlgorithm.Plot(); /// [JsonObject] public class ChartPoint { /// Time of this chart point: lower case for javascript encoding simplicty public long x; /// Value of this chart point: lower case for javascript encoding simplicty public decimal y; /// /// Default constructor. Using in SeriesSampler. /// public ChartPoint() { } /// /// Constructor that takes both x, y value paris /// /// X value often representing a time in seconds /// Y value public ChartPoint(long xValue, decimal yValue) { x = xValue; y = yValue; } ///Constructor for datetime-value arguements: public ChartPoint(DateTime time, decimal value) { x = Convert.ToInt64(Time.DateTimeToUnixTimeStamp(time.ToUniversalTime())); y = value.SmartRounding(); } ///Cloner Constructor: public ChartPoint(ChartPoint point) { x = point.x; y = point.y.SmartRounding(); } /// /// Provides a readable string representation of this instance. /// public override string ToString() { return Invariant($"{Time.UnixTimeStampToDateTime(x):o} - {y}"); } } }