preprocessor: take care of instruments option in discretionary_policy

squash
issue#70
Houtan Bastani 2015-04-16 17:13:19 +02:00
parent a39448b63f
commit 781039752a
1 changed files with 14 additions and 1 deletions

View File

@ -490,7 +490,8 @@ DiscretionaryPolicyStatement::checkPass(ModFileStructure &mod_file_struct, Warni
Statement *
DiscretionaryPolicyStatement::cloneAndReindexSymbIds(DataTree &dynamic_datatree, SymbolTable &orig_symbol_table)
{
SymbolList new_symbol_list;
SymbolList new_symbol_list, new_options_symbol_list;
OptionsList new_options_list = options_list;
try
{
SymbolTable *new_symbol_table = dynamic_datatree.getSymbolTable();
@ -500,6 +501,18 @@ DiscretionaryPolicyStatement::cloneAndReindexSymbIds(DataTree &dynamic_datatree,
new_symbol_table->getID(*it);
new_symbol_list.addSymbol(*it);
}
OptionsList::symbol_list_options_t::const_iterator it = options_list.symbol_list_options.find("instruments");
if (it != options_list.symbol_list_options.end())
{
symbols = it->second.get_symbols();
for (vector<string>::const_iterator it1 = symbols.begin(); it1 != symbols.end(); it1++)
{
new_symbol_table->getID(*it1);
new_options_symbol_list.addSymbol(*it1);
}
new_options_list.symbol_list_options["instruments"] = new_options_symbol_list;
}
}
catch (...)
{