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 TimeSeries GetTimeSeries(PortfolioStatistics portfolioStatistics)
{
foreach (PortfolioStatisticsItem portfolioStatisticsItem in portfolioStatistics.Items)
{
if (portfolioStatisticsItem.Name == this.statisticsName)
return portfolioStatisticsItem.TotalValues;
}
return (TimeSeries) null;
}
