AlexCatarino
55 lines
2.0 KiB
C#
55 lines
2.0 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using Python.Runtime;
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using QuantConnect.Benchmarks;
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using System;
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namespace QuantConnect.Python.Wrappers
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{
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/// <summary>
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/// Wrapper for an <see cref = "IBenchmark"/> instance created in Python.
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/// All calls to python should be inside a "using (Py.GIL()) {/* Your code here */}" block.
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/// </summary>
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class BenchmarkPythonWrapper : IBenchmark
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{
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IBenchmark _benchmark;
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/// <summary>
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/// <see cref = "BenchmarkPythonWrapper"/> constructor.
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/// Wraps the <see cref = "IBenchmark"/> object.
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/// </summary>
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/// <param name="benchmark"><see cref = "IBenchmark"/> object to be wrapped</param>
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public BenchmarkPythonWrapper(IBenchmark benchmark)
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{
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_benchmark = benchmark;
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}
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/// <summary>
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/// Wrapper for <see cref = "IBenchmark.Evaluate" /> in Python.
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/// Evaluates this benchmark at the specified time
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/// </summary>
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/// <param name="time">The time to evaluate the benchmark at</param>
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/// <returns>The value of the benchmark at the specified time</returns>
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public decimal Evaluate(DateTime time)
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{
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using (Py.GIL())
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{
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return _benchmark.Evaluate(time);
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}
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}
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}
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}
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