IntelliJ project dependencies
[PLAT-2853] Date handling in blotter
[PLAT-2853] Rename ValueProvider -> CellValueProvider
[PLAT-2853] Use Security instead of ManageableSecurity
Fixed security JSON after changes to JSR310 API
[PLAT-3015] Simplify some date-time code
[PLAT-3015] Avoid quarter-year bug
[PLAT-2597] Mixed Bivariate Normal Forex Cross Model
[PLAT-2910] NaturalCubicSpline does not behave exactly like Matlab
Merge branch 'develop' into ui/dev
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
Merge branch 'ui/dev' into ui/topic/analytics-form