public HistoricalPosition(int key, IInstrumentsWithPrices instrument, decimal valueSize,
DateTime positionDate, IAccountTypeInternal account)
{
this.Key = key;
this.ValueSize = new InstrumentSize(valueSize, instrument);
this.PositionDate = positionDate;
this.Account = account;
}
public InstrumentPriceRowView(IInstrumentsWithPrices instrument, decimal priceQuantity)
{
this.instrumentId = instrument.Key;
this.isin = instrument.Isin;
this.instrumentName = instrument.Name;
this.currency = instrument.CurrencyNominal.AltSymbol;
this.decimalPlaces = instrument.DecimalPlaces;
this.priceQuantity = priceQuantity;
}
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;
}
/// <summary>
/// Get historical price of instrument at point in time
/// </summary>
/// <param name="session">Data access object</param>
/// <param name="instrument">Instrument object</param>
/// <param name="date">Date</param>
/// <returns>Collection of historical prices</returns>
public static IList<IHistoricalPrice> GetHistoricalPrices(IDalSession session, IInstrumentsWithPrices instrument, DateTime date)
{
List<ICriterion> expressions = new List<ICriterion>();
expressions.Add(Expression.Eq("Price.Instrument.Key", instrument.Key));
expressions.Add(Expression.Eq("Date", date));
return session.GetTypedList<IHistoricalPrice, IHistoricalPrice>(expressions);
}