public void AllocationHistory_Update()
{
FXMarketHistory fxmh = MarketTestTools.CreateMktHistory();
AllocationHistory allocH = AllocationsTools.GetAllocationHistory(fxmh, Fiat: Currency.EUR);
CurrencyPair testCP = new CurrencyPair(Currency.EUR, Currency.USD);
//fxmh.ConstructQuotes(testCP);
allocH.UpdateHistory(Currency.EUR, fxmh);
Price total = allocH.GetLastAllocation().Total;
Assert.IsTrue(total
.Equals(new Price(932.687, Currency.EUR), precision: 2));
}
public void Update(Currency fiat, Frequency freq, List <ITimeSeriesKey> tskl, bool useLowerFrequencies)
{
TimeSeriesKeyList = tskl;
DataProvider.LoadPrices(TimeSeriesKeyList, useLowerFrequencies: useLowerFrequencies);
Fiat = fiat;
if (FXMH.Freq != freq || ChangeLedger)
{
SetUpAllHistory(freq);
}
DataProvider.UpdateFXMarketHistory(FXMH, Fiat, StartDate, freq);
APnL.ChangeCcyRef(fiat, FXMH);
bool ReloadAllocationHistory = tskl.Where(x => x.GetKeyType() == TimeSeriesKeyType.AllocationHistory).Count() > 0;
if (ChangeLedger || ReloadAllocationHistory)
{
ChangeLedger = false;
APnL.AddTransactions(DataProvider.GetTransactionList(), FXMH, fullReload: true);
}
if (ReloadAllocationHistory)
{
AH.AddTransactions(fiat, DataProvider.GetTransactionList(), FXMH);
AH.UpdateHistory(fiat, FXMH);
}
}
