/* * 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 Python.Runtime; using QuantConnect.Benchmarks; using System; namespace QuantConnect.Python.Wrappers { /// /// Wrapper for an instance created in Python. /// All calls to python should be inside a "using (Py.GIL()) {/* Your code here */}" block. /// class BenchmarkPythonWrapper : IBenchmark { private IBenchmark _benchmark; /// /// constructor. /// Wraps the object. /// /// object to be wrapped public BenchmarkPythonWrapper(IBenchmark benchmark) { _benchmark = benchmark; } /// /// Wrapper for in Python. /// Evaluates this benchmark at the specified time /// /// The time to evaluate the benchmark at /// The value of the benchmark at the specified time public decimal Evaluate(DateTime time) { using (Py.GIL()) { return _benchmark.Evaluate(time); } } } }