internal void Create(SignalWrapperFX wl_) { var wts = wl_.LoadedWeights; if(wts==null)return; simpleWtsColumnChart1.Create(Singleton<FXIDs>.Instance.ColumnHeadings, wts); if(wl_.MarkDate.HasValue==false)return; lblWtsHeading.Text = string.Format("Weights for '{0}' @ {1}", wl_.Signal.Name, wl_.MarkDate.Value.ToString("dd-MMM-yyyy")); var cov = Singleton<CovarianceSource>.Instance.GetCovarianceForDateElesePrevious(wl_.MarkDate.Value); if(cov==null)return; var contToVar = cov.GetContToVar(wts); simpleWtsColumnChart2.Create(Singleton<FXIDs>.Instance.ColumnHeadings, contToVar); var targetVol = cov.GetVol(wts); lblTargetVol.Text = string.Format("TargetVol={0}", targetVol.ToString("##0.0#%")); }
internal void Create(SignalWrapperFX portfolio_) { clearUp(); var list = portfolio_.LivePortfolio.Positions.Where(x => Math.Abs(x.Wt) > 0.000001).ToList(); base.Create(list.Select(x => x.Security).ToArray(), list.Select(x => x.Pnl).ToArray()); for (int i = 0; i < list.Count; ++i) m_updaters.Add(new updater(list[i], dt.Rows[0], i)); SetXAxisExtent(40); SetYAxisFormat("###0.0"); }