/* * 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 { /// /// Provides an implementation of that wraps a object /// public class BenchmarkPythonWrapper : IBenchmark { private readonly dynamic _model; /// /// Constructor for initialising the class with wrapped object /// /// Python benchmark model public BenchmarkPythonWrapper(PyObject model) { _model = model; } /// /// Evaluates this benchmark at the specified time using the method defined in the Python class /// /// 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 (_model.Evaluate(time) as PyObject).GetAndDispose(); } } } }