Stopping exceptions being thrown in getRequirements()
Conversion function seemed to be expecting a DoubleTimeSeries rather than a HistoricalTimeSeries from the database. I have preserved the old behaviour while adding the ability to handle HistoricalTimeSeries
Enhance sheet writers and zipped portfolio writer to optionally save multi-trade positions by emitting an individual row
for each trade rather than one row for each position. The existing MasterPortfolioWriter is already able to reconstruct
multi-trade positions that were exported in this way, as long as the merge flag is set.
Allow the portfolio saver tool to handle multi-trade positions by optionally emitting one row per trade (-t option)
rather than emitting one row per position as usual. The portfolio loader tool will be able to load multi-trade
positions that were exported in this way, with its soon-to-be-added merge positions option.
Add merge positions (-m) and keep current positions (-k) options to portfolio loader. Merge positions is used to combine
multiple positions in the same security and within the same portfolio node into a single, position that contains all the
original positions' trades. Keep current positions merges the loaded portfolio contents with the contents of latest
existing version rather than starting a new version from scratch.
Update PortfolioLoaderToolTest with new PortfolioLoader constructor arguments
Fixed tests
Fix test
Remove unused imports
Get equity option underlying data scheme from surface name, i.e. BBG -> bbg weak ticker
Allow longer timeout on first call.
Disable "test" functions by default.
Don't block the reader thread while the context initialises.
Use a slave thread to initialise the external function provider in advance of a connection, without blocking other startup calls.
[PLAT-3015] Fix date-time test
[PLAT-3015] Fix ftl file
Bug fix
Decrease logging level of common error
[PLAT-3044] Temporary fixes
Made it so equities report their underlying as themselves so they end up together with any options.
Cleanup of WeightedVegaFunc
"LastHistoricalValueFunction no longer fails if last value is more than 7 days old"