public PortfolioComponentView(IModelVersion modelVersion, decimal modelAllocation, PortfolioComponentView parent)
: this(parent)
{
PortfolioComponentType = PortfolioComponentType.Model;
ComponentKey = modelVersion.Key;
ComponentName = modelVersion.ParentModel.ModelName;
ModelAllocation = modelAllocation;
}
/// <summary>
/// Initializes a new instance of the <see cref="T:B4F.TotalGiro.Instruments.ModelModel">ModelModel</see> class.
/// </summary>
public ModelModel(IModelVersion version, decimal allocation)
: base(allocation)
{
this.version = version;
}
/// <summary>
/// Initializes a new instance of the <see cref="T:B4F.TotalGiro.Instruments.ModelInstrument">ModelInstrument</see> class.
/// </summary>
public ModelInstrument(IModelVersion parent, IInstrument component, decimal allocation)
: base(allocation)
{
base.ParentVersion = parent;
this.component = component;
}
public RebalanceIndicationLine(
IModelVersion version, IModelVersion nextVersion,
IInstrumentsWithPrices instrument, DateTime startDate,
decimal allocation, Price buyPrice, Price sellPrice)
{
this.Version = version;
this.NextVersion = nextVersion;
if (this.NextVersion != null)
this.EndDate = this.NextVersion.LatestVersionDate;
this.Instrument = instrument;
this.StartDate = startDate;
this.Allocation = allocation;
this.BuyPrice = buyPrice;
this.SellPrice = sellPrice;
}
private static IEnumerable<PortfolioComponentView> expandModelVersion(IDalSession session,
IModelVersion modelVersion, decimal allocation, PortfolioComponentView parent)
{
PortfolioComponentView model = new PortfolioComponentView(modelVersion, allocation, parent);
return modelVersion.ModelComponents
.OrderBy(mc => mc.ModelComponentType == ModelComponentType.Instrument ? 0 : 1)
.ThenBy(mc => mc.ComponentName)
//.Where(mc => mc.ModelComponentKey != 13258)
.Select(mc => expandModelComponent(session, mc, allocation * mc.Allocation, model))
.Aggregate(EnumerableExtensions.Singleton(model),
Enumerable.Concat);
}
