/* * 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; } } }