SSOTProfile

Members

Functions

AssetNames
string[] AssetNames(string input_IN)

Summary: Extracts the list of asset names from a specified section of the portfolio JSON.

AssetRatios
Matrix AssetRatios(string input_IN)

Summary: Extracts asset allocation ratios from a specified section of the portfolio JSON and returns them as a Matrix.

BenchmarkSymbol
string BenchmarkSymbol()
CollectSymbols
string[] CollectSymbols()

Summary: Collects and merges all asset symbols from different sections of the portfolio JSON, ensuring a comprehensive asset list.

ComputeMissingRanges
SymbolRange[string] ComputeMissingRanges(SSOTData ssotData, Date referenceDate)

Summary: Identifies missing date ranges for each symbol in SSOT.

DateOf
Date DateOf(string key)
DeltaFetchEnabled
bool DeltaFetchEnabled()
GetSSOTData
SSOTData GetSSOTData()

Summary: Extracts SSOT (Single Source of Truth) metadata from the portfolio JSON and returns it as an SSOTData object.

InitialDeposit
double InitialDeposit()
LoadFromFile
void LoadFromFile(string name_IN)

Summary: Loads and parses an SSOT profile JSON file.

PINEParameters
Nullable!PINEParams PINEParameters()

Summary: Extracts PINE (Portfolio Intelligence for Nonlinear Environments) algorithm parameters from the loaded SSOT profile, if present.

Port
ushort Port()
RebalanceInterval
int RebalanceInterval(string section)
ScheduleDates
Date[] ScheduleDates()

Summary: Extracts the scheduled dates for portfolio rebalancing.

ScheduleSymbols
string[][] ScheduleSymbols()

Summary: Extracts asset names from the portfolio schedule.

ScheduleType
string ScheduleType()
ScheduleValues
Matrix[] ScheduleValues()

Summary: Extracts asset allocation ratios for each schedule entry.

UpdateSSOTFromCSV
void UpdateSSOTFromCSV(string ssotFile, string csvFile)

Summary: Updates the "ssot" section of a given JSON file using data from a CSV file. The function replaces all child elements under "ssot" based on the provided CSV data.

toJsonPretty
string toJsonPretty()

Summary: Converts the SSOT profile JSON into a formatted string for export.