/// <summary> /// Add strategy target allocation to plotter. This method should /// be called exactly once after the simulation loop finished. /// </summary> /// <param name="plotter"></param> /// <param name="alloc"></param> public static void AddTargetAllocation(this Plotter plotter, AllocationTracker alloc) { plotter.SelectChart(string.Format("{0} as of {1:MM/dd/yyyy}", Plotter.SheetNames.HOLDINGS, alloc.LastUpdate), "Name"); foreach (Instrument i in alloc.Allocation.Keys.OrderByDescending(k => alloc.Allocation[k])) { plotter.SetX(i.Name); plotter.Plot("Symbol", i.Symbol); plotter.Plot("Allocation", string.Format("{0:P2}", alloc.Allocation[i])); } }
/// <summary> /// Add new row with strategy target allocation to plotter. This /// method should be called once for every time the strategy submits /// orders to adjust the target allocation. /// </summary> /// <param name="plotter"></param> /// <param name="alloc"></param> public static void AddTargetAllocationRow(this Plotter plotter, AllocationTracker alloc) { // TODO: write historical allocations here }