public PortfolioManager(DataManager DataManager, PortfolioSetup PortfolioSetup, IEnvironment Environment, Strategy Strategy)
{
_DataManager = DataManager ?? throw new ArgumentNullException(nameof(DataManager));
_PortfolioSetup = PortfolioSetup ?? throw new ArgumentNullException(nameof(PortfolioSetup));
_Environment = Environment ?? throw new ArgumentNullException(nameof(Environment));
_Strategy = Strategy ?? throw new ArgumentNullException(nameof(Strategy));
_Portfolio = new Portfolio(_Environment, _PortfolioSetup, _Strategy);
CurrentDate = _PortfolioSetup.InceptionDate;
PopulateSecurityUniverse();
}
/// <summary>
/// Initializes a new portfolio manager able to execute a time simulation
/// </summary>
/// <param name="environment">Provided trading environment</param>
/// <param name="setup">Initial portfolio setup parameters</param>
/// <param name="dataManager">Initialized and connected Data Manager</param>
/// <param name="strategy">Strategy Manager loaded with one or more strategies</param>
public PortfolioManager(PortfolioSetup setup, StrategyManager strategy, RiskManager riskManager, string Name = "Default Portfolio")
{
Setup = setup ?? throw new ArgumentNullException(nameof(setup));
StrategyManager = strategy ?? throw new ArgumentNullException(nameof(strategy));
Portfolio = new Portfolio(setup, Name);
TradeManager = new TradeManager(Portfolio);
RiskManager = riskManager;
RiskManager.Attach(Portfolio, TradeManager);
//
// TODO: Implement adjustable security filters
//
//SecurityUniverse = (from sec in DataManager.GetAllSecurities() where sec.DataUpToDate select sec).ToList();
SecurityUniverse = RefDataManager.Instance.GetAllSecurities().Where(x => !x.Excluded).ToList();
CurrentSimulationDate = setup.InceptionDate;
}
public Portfolio(PortfolioSetup portfolioSetup, string name = "Default Portfolio")
{
PortfolioSetup = portfolioSetup ?? throw new ArgumentNullException(nameof(portfolioSetup));
Name = name;
}
