protected void CalculatePortfolioPerformance()
{
PerformanceReport report = new PerformanceReport();
foreach (var portfolio in portfolio_dic)
{
TradingPerformace performance = new TradingPerformace();
performance.Date = portfolio.Key;
performance.UnrealizedNetProfit = this.TotalUnrealizedNetProfit(portfolio.Key);
performance.RealizedNetProfit = this.TotalRealizedNetProfit(portfolio.Key);
performance.TotalNetProfit = performance.UnrealizedNetProfit + performance.RealizedNetProfit;
report.Add(performance);
}
this.performanceReport_ = report;
}
public void Add(TradingPerformace tradingPerformance)
{
this.performance_dic.Add(tradingPerformance.Date, tradingPerformance);
}
