/*
* 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 Python.Runtime;
using QuantConnect.Data;
namespace QuantConnect.Python
{
///
/// Wraps a object that represents a dividend yield model
///
public class DividendYieldModelPythonWrapper : IDividendYieldModel
{
private readonly dynamic _model;
///
/// Constructor for initializing the class with wrapped object
///
/// Represents a security's model of dividend yield
public DividendYieldModelPythonWrapper(PyObject model)
{
_model = model.ValidateImplementationOf();
}
///
/// Get dividend yield by a given date of a given symbol
///
/// The date
/// Dividend yield on the given date of the given symbol
public decimal GetDividendYield(DateTime date)
{
using var _ = Py.GIL();
return (_model.GetDividendYield(date) as PyObject).GetAndDispose();
}
///
/// Converts a object into a object, wrapping it if necessary
///
/// The Python model
/// The converted instance
public static IDividendYieldModel FromPyObject(PyObject model)
{
if (!model.TryConvert(out IDividendYieldModel dividendYieldModel))
{
dividendYieldModel = new DividendYieldModelPythonWrapper(model);
}
return dividendYieldModel;
}
}
}