public Portfolio(Framework framework, string name = "")
{
this.framework = framework;
this.name = name;
this.account = new Account(framework);
this.fills = new FillSeries(name);
this.positions = new List <Position>();
this.positionByInstrument = new IdArray <Position>(1000);
this.pricer = framework.portfolioManager.pricer;
this.performance = new PortfolioPerformance(this);
this.statistics = new PortfolioStatistics(this);
}
public Portfolio(Framework framework, string name = "")
{
this.framework = framework;
this.name = name;
this.account = new Account(framework);
this.fills = new FillSeries(name);
this.positions = new List<Position>();
this.positionByInstrument = new IdArray<Position>(1000);
this.pricer = framework.portfolioManager.pricer;
this.performance = new PortfolioPerformance(this);
this.statistics = new PortfolioStatistics(this);
}
private void WriteDataToCsv(StreamWriter sw, PortfolioPerformance portfolioPerformance)
{
string listSeparator = Thread.CurrentThread.CurrentCulture.TextInfo.ListSeparator;
sw.WriteLine(string.Format("DateTime{0}Equity{0}Drowdawn", (object) listSeparator));
for (int index = 0; index < portfolioPerformance.EquitySeries.Count; ++index)
{
string str = string.Format("{1}{0}{2}{0}{3}", (object) listSeparator, (object) portfolioPerformance.EquitySeries.GetDateTime(index), (object) portfolioPerformance.EquitySeries[index], (object) portfolioPerformance.DrawdownSeries[index]);
sw.WriteLine(str);
}
}
private void CopyDataToWorksheet(Worksheet sheet, PortfolioPerformance portfolioPerformance)
{
int num = 2;
Range range1 = sheet.GetRange(1, 1);
range1.Bold = true;
range1.Value = (object) "DateTime";
Range range2 = sheet.GetRange(1, 2);
range2.Bold = true;
range2.Value = (object) "Equity";
Range range3 = sheet.GetRange(1, 3);
range3.Bold = true;
range3.Value = (object) "Drowdawn";
for (int index = 0; index < portfolioPerformance.EquitySeries.Count; ++index)
{
sheet.GetRange(num + index, 1).Value = (object) portfolioPerformance.EquitySeries.GetDateTime(index).ToString();
sheet.GetRange(num + index, 2).Value = (object) portfolioPerformance.EquitySeries[index];
sheet.GetRange(num + index, 3).Value = (object) portfolioPerformance.DrawdownSeries[index];
}
}