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]; } }