public void HistoricalAccountingData()
{
HistoricalAccountingData had = new HistoricalAccountingData();
had.SetCcyDB(GetCcyDB());
// Create AccData 1
FXMarket fx1 = Init.CreateFXMarket();
fx1.CcyRef = had.CcyDB.RefCcy;
fx1.AddQuote(new CurrencyPair("GBP", "EUR"), 1.1);
fx1.AddQuote(new CurrencyPair("GBP", "JPY"), 130);
AssetMarket amkt1 = Init.CreateAssetMarket();
amkt1.AddQuote(new AssetCcyPair(new Asset("AAPL"), new Currency("USD")), 1234.56);
amkt1.PopulateWithFXMarket(fx1);
List <Category> list = new List <Category> {
Init.CreateCategory1(), Init.CreateCategory2()
};
AccountingData ad1 = new AccountingData(list, fx1, amkt1);
had.AddData(new DateTime(2020, 1, 1), ad1);
// Create AccData2
FXMarket fx2 = new FXMarket();
fx2.Copy(fx1);
fx2.AddQuote(new CurrencyPair("EUR", "USD"), 1.2);
fx2.AddQuote(new CurrencyPair("GBP", "EUR"), 1.15);
AssetMarket amkt2 = new AssetMarket();
amkt2.Copy(amkt1);
amkt2.AddQuote(new AssetCcyPair(new Asset("BNP"), new Currency("EUR")), 50.0);
amkt2.PopulateWithFXMarket(fx2);
AccountingData ad2 = new AccountingData(list, fx2, amkt2);
had.AddData(new DateTime(2020, 2, 3), ad2);
// Test
string fileName = SerializeObject(had, "HistoricalAccountingData");
HistoricalAccountingData desHad = DeserializeObject <HistoricalAccountingData>(fileName);
Assert.IsTrue(had == desHad);
}
public AccountingData Copy()
{
List <Category> newData = new List <Category> {
};
foreach (var cat in _Data)
{
Category copyCat = cat.Copy();
newData.Add(copyCat);
}
FXMarket fxmkt = new FXMarket(_CcyDB.RefCcy);
fxmkt.Copy(_FXMarket);
AssetMarket aMkt = new AssetMarket();
aMkt.Copy(_AssetMarket);
aMkt.PopulateWithFXMarket(fxmkt);
AccountingData res = new AccountingData(_CcyDB)
{
_Ccy = (Currency)_Ccy.Clone(),
_TotalValue = _TotalValue,
_Data = newData,
_FXMarket = fxmkt,
_AssetMarket = aMkt,
_Map = null
};
res.ReorgAccountingData(_Map);
foreach (Category cat in newData)
{
cat.ModifyAmountEventHandler += res.UpdateTotalAmount;
}
return(res);
}
