public Portfolio(IEnvironment environment, PortfolioSetup portfolioSetup, Strategy strategy)
{
Environment = environment ?? throw new ArgumentNullException(nameof(environment));
PortfolioSetup = portfolioSetup ?? throw new ArgumentNullException(nameof(portfolioSetup));
Strategy = strategy ?? throw new ArgumentNullException(nameof(strategy));
Positions = new List <Position>();
PendingTrades = new List <Trade>();
// Set initial value in PriorSMA for portfolio inception date
PriorSmaValues.Add(Calendar.PriorTradingDay(portfolioSetup.InceptionDate), portfolioSetup.InitialCashBalance);
}
public void SetInceptionDate(DateTime date)
{
PriorSmaValues.Clear();
}
