ExtremumJsonConverter.cs

/*
 * 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 QuantConnect.Util;
 
namespace QuantConnect.Optimizer.Objectives
{
    /// <summary>
    /// Class for converting string values to Maximization or Minimization strategy objects
    /// </summary>
    public class ExtremumJsonConverter : TypeChangeJsonConverter<Extremum, string>
    {
        /// <summary>
        /// Don't populate any property
        /// </summary>
        protected override bool PopulateProperties => false;
 
        /// <summary>
        /// Converts a Extremum object into a string
        /// </summary>
        protected override string Convert(Extremum value)
        {
            return value.GetType() == typeof(Maximization)
                ? "max"
                : "min";
        }
 
        /// <summary>
        /// Converts a string into its corresponding Extremum object
        /// </summary>
        /// <param name="value"></param>
        protected override Extremum Convert(string value)
        {
            switch (value.ToLowerInvariant())
            {
                case "max": return new Maximization();
                case "min": return new Minimization();
                default:
                    throw new InvalidOperationException($"ExtremumJsonConverter.Convert: {Messages.ExtremumJsonConverter.UnrecognizedTargetDirection}");
            }
        }
    }
}