/*
* 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}");
}
}
}