[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend EndOfDayTimerHandlerECT.cs, 1.7, 1.8

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv18649/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend

Modified Files:
	EndOfDayTimerHandlerECT.cs 
Log Message:
Handlers have been updated (minor changes)

Index: EndOfDayTimerHandlerECT.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend/EndOfDayTimerHandlerECT.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** EndOfDayTimerHandlerECT.cs	23 Sep 2007 22:07:56 -0000	1.7
--- EndOfDayTimerHandlerECT.cs	14 Jan 2008 23:32:29 -0000	1.8
***************
*** 25,28 ****
--- 25,29 ----
  
  using QuantProject.ADT;
+ using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Instruments;
***************
*** 30,33 ****
--- 31,36 ----
  using QuantProject.Business.Timing;
  using QuantProject.Business.Strategies;
+ using QuantProject.Business.Strategies.ReturnsManagement;
+ using QuantProject.Business.Strategies.ReturnsManagement.Time;
  using QuantProject.Data;
  using QuantProject.Data.DataProviders;
***************
*** 50,57 ****
      private double maxAcceptableCloseToCloseDrawdown;
      private int daysCounterWithPositions;
- //    private int daysCounterWithRightPositions;
- //    private int daysCounterWithReversalPositions;
- //    private bool isReversalPeriodOn = false;
- //    private bool isTheFirstClose = false;
      private DateTime lastCloseDate;
      private IGenomeManager iGenomeManager;
--- 53,56 ----
***************
*** 75,86 ****
      {
        this.numDaysForReturnCalculation = numDaysForReturnCalculation;
- //      this.daysCounterWithRightPositions = 0;
- //      this.daysCounterWithReversalPositions = 0; 
- //      this.isReversalPeriodOn = false;
        this.maxAcceptableCloseToCloseDrawdown = maxAcceptableCloseToCloseDrawdown;
        this.stopLossConditionReached = false;
        this.currentAccountValue = 0.0;
        this.previousAccountValue = 0.0;
- //      this.numDaysBetweenEachOptimization = 2* numDaysForReturnCalculation;
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
        this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator;
--- 74,81 ----
***************
*** 117,125 ****
        {
  		    DateTime initialDateForHalfPeriod = 
! 	          (DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition - this.numDaysForReturnCalculation + 1]["quDate"];
  	      DateTime finalDateForHalfPeriod = 
  	        (DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
!       	returnValue = this.chosenWeightedPositions.GetCloseToCloseReturn(
! 	      	     initialDateForHalfPeriod,finalDateForHalfPeriod);
        }
      	catch(MissingQuotesException ex)
--- 112,126 ----
        {
  		    DateTime initialDateForHalfPeriod = 
! 	          (DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition - this.numDaysForReturnCalculation]["quDate"];
  	      DateTime finalDateForHalfPeriod = 
  	        (DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
!       	ReturnsManager returnsManager = new ReturnsManager(new CloseToCloseIntervals(
! 		   																				new EndOfDayDateTime(initialDateForHalfPeriod,
! 																							EndOfDaySpecificTime.MarketClose) , 
! 																							new EndOfDayDateTime(finalDateForHalfPeriod,
! 																							EndOfDaySpecificTime.MarketClose) ,
! 																							this.benchmark , this.numDaysForReturnCalculation ) ,
! 																				new HistoricalAdjustedQuoteProvider() );
! 				returnValue = this.chosenWeightedPositions.GetReturn(0,returnsManager);
        }
      	catch(MissingQuotesException ex)
***************
*** 263,267 ****
            currentDate, this.numberOfTickersToBeChosen,
            this.numDaysForReturnCalculation,
!           this.portfolioType);
          GeneticOptimizer GO = new GeneticOptimizer(this.iGenomeManager,
            this.populationSizeForGeneticOptimizer, 
--- 264,268 ----
            currentDate, this.numberOfTickersToBeChosen,
            this.numDaysForReturnCalculation,
!           this.portfolioType,this.benchmark);
          GeneticOptimizer GO = new GeneticOptimizer(this.iGenomeManager,
            this.populationSizeForGeneticOptimizer,