Changes for MGSHBacktest model.

Code cleanup.

MarketDataLib/MarketDataModel/PortfolioTrades.cs

@@ -99,6 +99,7 @@ namespace MarketData.MarketDataModel
     {
       return this.Min(x => x.TradeDate);
     }
+
 		public DateTime GetMinTradeDate(String symbol)
 		{
 			DateTime minDate=Utility.Epoch;
@@ -271,5 +272,26 @@ namespace MarketData.MarketDataModel
       if(!portfolioTrade.SellDate.Equals(Utility.Epoch)&&price.Date>portfolioTrade.SellDate) return null;
       return portfolioTrade.Shares*portfolioTrade.Price;
     }
+
+  // Collections
+
+    public NVPCollections ToNVPCollections()
+    {
+      NVPCollections nvpCollections=new NVPCollections();
+      foreach(PortfolioTrade portfolioTrade in this)
+      {
+        nvpCollections.Add(portfolioTrade.ToNVPCollection());
+      }
+      return nvpCollections;
+    }
+    public static PortfolioTrades FromNVPCollections(NVPCollections nvpCollections)
+    {
+      PortfolioTrades portfolioTrades=new PortfolioTrades();
+      foreach(NVPCollection nvpCollection in nvpCollections)
+      {
+        portfolioTrades.Add(PortfolioTrade.FromNVPCollection(nvpCollection));
+      }
+      return portfolioTrades;
+    }
   }
 }