Fixing Community.Components ExecuteDonorStrategy to handle external symbols
Author: leszek
Creation Date: 5/14/2014 4:12 AM
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leszek

#1
As discussed in the multi-threaded optimizer topic, today a simple strategy like this:
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throws a null reference exception. A simple fix exists, however it requires recompiling of the Community.Components library. Inside the PortfolioEquityEx class add the following code:
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then inside the ExecuteDonorStrategy function right after the line
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add the following:
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and just before the line
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add the following:
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then recompile. Hopefully this or a similar fix will make it to the next version of the library.
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Eugene

#2
Leszek,

Thank you for the walkthrough. I will include the patch in the next release.