/// <summary>
/// Adds a new <see cref="IRiskManagementModel"/> instance
/// </summary>
/// <param name="pyRiskManagementModel">The risk management model to add</param>
public void AddRiskManagement(PyObject pyRiskManagementModel)
{
IRiskManagementModel riskManagementModel;
if (!pyRiskManagementModel.TryConvert(out riskManagementModel))
{
riskManagementModel = new RiskManagementModelPythonWrapper(pyRiskManagementModel);
}
_riskManagementModels.Add(riskManagementModel);
}
/// <summary>
/// Initializes a new instance of the <see cref="CompositeRiskManagementModel"/> class
/// </summary>
/// <param name="riskManagementModels">The individual risk management models defining this composite model</param>
public CompositeRiskManagementModel(params PyObject[] riskManagementModels)
{
if (riskManagementModels.IsNullOrEmpty())
{
throw new ArgumentException("Must specify at least 1 risk management model for the CompositeRiskManagementModel");
}
_riskManagementModels = new IRiskManagementModel[riskManagementModels.Length];
for (var i = 0; i < riskManagementModels.Length; i++)
{
if (riskManagementModels[i].TryConvert(out _riskManagementModels[i]))
{
_riskManagementModels[i] = new RiskManagementModelPythonWrapper(riskManagementModels[i]);
}
}
}
