private void btnCombineWeights_Click(object sender, EventArgs e)
{
if (checkedListBox2.CheckedItems.Count == 0)
return;
List<WtsWrapper> list = new List<WtsWrapper>();
for (int i = 0; i < checkedListBox2.CheckedIndices.Count; ++i)
list.Add((WtsWrapper)checkedListBox2.Items[i]);
Construct latestdateConstruct = null;
for (int i = 0; i < list.Count; ++i)
if (latestdateConstruct == null || (latestdateConstruct.Dates[0] < list[i].Weights.Dates[0]))
latestdateConstruct = list[i].Weights;
Construct combined = new Construct(latestdateConstruct.ArrayLength);
combined.InitialiseToValue(latestdateConstruct.Dates, 0.0);
foreach (DateTime date in latestdateConstruct.Dates)
for (int i = 0; i < latestdateConstruct.ArrayLength; ++i)
for (int j = 0; j < list.Count; ++j)
combined.AddValue(date, i, list[j].Weights.GetValue(date, i));
ReturnsEval.DataSeriesEvaluator eval = list[0].Trader.DoPnl(list[0].Args, combined);
ReturnsEvalDisplay.ReturnsDisplay rd = new FX.ReturnsEvalDisplay.ReturnsDisplay();
rd.Bind(eval);
FX.Controls.ShowForm.Show(rd, FormBorderStyle.Sizable, null, "Combined weights");
}
