[Quantproject-developers] QuantProject/b4_Business/a2_Strategies EndOfDayStrategyBackTester.cs, 1.2, 1.3

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv10735/b4_Business/a2_Strategies

Modified Files:
	EndOfDayStrategyBackTester.cs 
Log Message:
- the ActualLastDateTime property has been added
- the property AccountReport has been added
- the property DescriptionForLogFileName has been improved
- an AccountReport is now created when the backtest is completed

Index: EndOfDayStrategyBackTester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategyBackTester.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** EndOfDayStrategyBackTester.cs	27 Jan 2008 02:27:46 -0000	1.2
--- EndOfDayStrategyBackTester.cs	28 Jan 2008 21:39:42 -0000	1.3
***************
*** 28,31 ****
--- 28,32 ----
  using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
+ using QuantProject.Business.Financial.Accounting.Reporting;
  using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Strategies.Logging;
***************
*** 52,57 ****
--- 53,61 ----
  		private DateTime startingTimeForScript;
  		private IEndOfDayTimer endOfDayTimer;
+ 		private DateTime actualLastDateTime;
  		private Account account;
+ 		private AccountReport accountReport;
  		private BackTestLog backTestLog;
+ 		private DateTime realDateTimeWhenTheBackTestIsStopped;
  
  		public IHistoricalQuoteProvider HistoricalQuoteProvider
***************
*** 63,69 ****
  			get { return this.benchmark; }
  		}
  		public Account Account
  		{
! 			get { return this.account; }
  		}
  		public BackTestLog Log
--- 67,100 ----
  			get { return this.benchmark; }
  		}
+ 		/// <summary>
+ 		/// Returns the dimulated DateTime when the backtest is stopped
+ 		/// (not the real time)
+ 		/// </summary>
+ 		public DateTime ActualLastDateTime
+ 		{
+ 			get
+ 			{
+ 				this.checkThisPropertyRequiresBacktestIsCompleted();
+ 				return this.actualLastDateTime;
+ 			}
+ 		}
  		public Account Account
  		{
! 			get
! 			{
! 				return this.account;
! 			}
! 		}
! 		/// <summary>
! 		/// Once the backtest is completed, this property returns the
! 		/// AccountReport for the internal Account
! 		/// </summary>
! 		public AccountReport AccountReport
! 		{
! 			get
! 			{
! 				this.checkThisPropertyRequiresBacktestIsCompleted();
! 				return this.accountReport;
! 			}
  		}
  		public BackTestLog Log
***************
*** 89,97 ****
  			{
  				string description =
! 					this.backTestID + "_" +
  					"from_" +
  					ExtendedDateTime.GetShortDescriptionForFileName( this.firstDateTime ) +
  					"_to_" +
! 					ExtendedDateTime.GetShortDescriptionForFileName( this.lastDateTime ) +
  					"_strtgy_" + this.endOfDayStrategy.DescriptionForLogFileName;
  				return description;
--- 120,132 ----
  			{
  				string description =
! 					ExtendedDateTime.GetCompleteShortDescriptionForFileName(
! 					this.realDateTimeWhenTheBackTestIsStopped ) + "_" +
  					"from_" +
  					ExtendedDateTime.GetShortDescriptionForFileName( this.firstDateTime ) +
  					"_to_" +
! 					ExtendedDateTime.GetShortDescriptionForFileName( this.actualLastDateTime ) +
! 					"_annlRtrn_" + this.AccountReport.Summary.AnnualSystemPercentageReturn.FormattedValue +
! 					"_maxDD_" + this.AccountReport.Summary.MaxEquityDrawDown.FormattedValue +
! 					"_qtPrvdr_" + this.historicalQuoteProvider.ShortDescription +
  					"_strtgy_" + this.endOfDayStrategy.DescriptionForLogFileName;
  				return description;
***************
*** 99,102 ****
--- 134,145 ----
  		}
  
+ 		private void checkThisPropertyRequiresBacktestIsCompleted()
+ 		{
+ 			if ( this.actualLastDateTime == DateTime.MinValue )
+ 				// the timer has not been stopped yet
+ 				throw new Exception( "This property cannot be invoked " +
+ 					"while the backtest is still running!" );
+ 		}
+ 
  		public EndOfDayStrategyBackTester( string backTestID ,
  			IEndOfDayStrategyForBacktester endOfDayStrategy ,
***************
*** 120,123 ****
--- 163,168 ----
  			this.backTestLog = new BackTestLog( backTestID , firstDateTime ,
  				lastDateTime , benchmark );
+ 			this.actualLastDateTime = DateTime.MinValue;
+ 			this.realDateTimeWhenTheBackTestIsStopped = DateTime.MinValue;
  		}
  
***************
*** 237,247 ****
  			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
! 			DateTime currentTime =
! 				( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime;
! 			if ( this.isTimeToStop( currentTime ) )
  			{
  				// either the simulation has reached the ending date or
  				// too much time elapsed since the simulation started
  				this.endOfDayTimer.Stop();
  				//				this.progressBarForm.Close();
  				//				ObjectArchiver.Archive( this.account ,
--- 282,302 ----
  			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
! 			EndOfDayDateTime currentEndOfDayDateTime =
! 				( ( IEndOfDayTimer )sender ).GetCurrentTime();
! 			DateTime currentDateTime = currentEndOfDayDateTime.DateTime;
! 			if ( this.isTimeToStop( currentDateTime ) )
  			{
  				// either the simulation has reached the ending date or
  				// too much time elapsed since the simulation started
+ 				this.actualLastDateTime =
+ 					ExtendedDateTime.Min( this.lastDateTime , currentDateTime );
  				this.endOfDayTimer.Stop();
+ 				this.realDateTimeWhenTheBackTestIsStopped = DateTime.Now;
+ 				this.accountReport = this.account.CreateReport(
+ 					"" ,
+ 					1 , currentEndOfDayDateTime , this.benchmark.Ticker ,
+ 					this.historicalQuoteProvider );
+ 				this.accountReport.Name = this.DescriptionForLogFileName;
+ 
  				//				this.progressBarForm.Close();
  				//				ObjectArchiver.Archive( this.account ,