protected override void OnClick(EventArgs e)
{
BindingList<WtsSeriesAnalyzer.WtRestriction> list = new BindingList<WtsSeriesAnalyzer.WtRestriction>();
Array.ForEach(m_analyzer.SourceWts.ColumnHeadings, delegate(string name_) { list.Add(new WtsSeriesAnalyzer.WtRestriction(name_)); });
ShowForm sf = new ShowForm();
ApplyWeightRestrictionsControl con = new ApplyWeightRestrictionsControl(list);
sf.Create(con);
DialogResult result = DialogResult.Cancel;
try
{
result = sf.ShowDialog();
}
catch
{
result = DialogResult.Cancel;
}
if (result == DialogResult.Cancel)
return;
ConstructGen<double> processWeights = m_analyzer.WhatIfTradingRestrictions(list.ToArray());
var res = SI.Data.ReturnsFromFXWeights.DoIt_DailyWeights(processWeights);
GetCov covDel = date_ => Singleton<CovarianceSource>.Instance.GetCovarianceForDateElesePrevious(date_);
WtsSeriesAnalyzer w = new WtsSeriesAnalyzer(
name_: string.Format("{0}_restricted",m_analyzer.Name),
wts_: processWeights,
dailyReturns_: res.CombinedPnl,
covDelegate_: covDel
);
WtsSeriesAnalyzer original = new WtsSeriesAnalyzer(
m_analyzer.Name,
m_analyzer.SourceWts,
m_analyzer.Performance,
covDel);
List<WtsSeriesAnalyzer> ll = new List<WtsSeriesAnalyzer>();
ll.Add(original);
ll.Add(w);
WtsAnalysisCompareControl comparer = new WtsAnalysisCompareControl();
comparer.Create(ll);
comparer.DisplayInShowForm(string.Format("{0} before and after restricted weights", m_analyzer.Name));
}
public static ShowForm ShowDialog(IWin32Window owner_, Control c_, FormBorderStyle borderStyle_, Icon icon, string title_)
{
ShowForm sf = new ShowForm {FormBorderStyle = borderStyle_, Text = title_, Icon = icon};
sf.Create(c_);
if (icon == null && c_ is IFormIconProvider)
sf.Icon = ((IFormIconProvider)c_).FormIcon;
else
sf.Icon = DefaultIcon;
sf.ShowDialog(owner_);
sf.BringToFront();
return sf;
}
