public ContinuousSecurityList(StudioEntityRegistry registry)
{
_registry = registry;
_jumps = new JumpList(_registry.Storage)
{
BulkLoad = true
};
foreach (var group in _jumps.GroupBy(j => j.Id.ContinuousSecurity))
{
group.ForEach(s => s.Id.JumpSecurity.CheckExchange());
var underlyingSecurity = group.First().Id.JumpSecurity;
var cs = new ContinuousSecurity
{
Id = group.Key,
Board = underlyingSecurity.Board,
Type = underlyingSecurity.Type,
PriceStep = underlyingSecurity.PriceStep,
ExtensionInfo = new Dictionary <object, object>(),
};
cs.ExpirationJumps.AddRange(group.Select(j => new KeyValuePair <Security, DateTimeOffset>(j.Id.JumpSecurity, j.JumpDate)));
Add(cs);
}
}
