[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FixedLengthTwoPhasesMain.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv31202/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases

Modified Files:
	FixedLengthTwoPhasesMain.cs 
Log Message:
- the private showReport() method is not used anymore, the generic BackTesterReportViewer.ShowReport() method is used instead

Index: FixedLengthTwoPhasesMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** FixedLengthTwoPhasesMain.cs	28 Jan 2008 21:45:31 -0000	1.3
--- FixedLengthTwoPhasesMain.cs	7 Feb 2008 18:41:31 -0000	1.4
***************
*** 28,31 ****
--- 28,32 ----
  using QuantProject.Business.Strategies.Eligibles;
  using QuantProject.Business.Strategies.EquityEvaluation;
+ using QuantProject.Business.Strategies.Logging;
  using QuantProject.Business.Strategies.Optimizing.Decoding;
  using QuantProject.Business.Strategies.ReturnsManagement;
***************
*** 34,38 ****
  using QuantProject.Business.Timing;
  using QuantProject.Presentation;
! using QuantProject.Presentation.Reporting.WindowsForm;
  
  
--- 35,40 ----
  using QuantProject.Business.Timing;
  using QuantProject.Presentation;
! using QuantProject.Scripts.General.Logging;
! using QuantProject.Scripts.General.Reporting;
  
  
***************
*** 67,87 ****
  		// TO DO check if you can add this to QuantProject.Presentation.Reporting.WindowsForm.Report
  		// as a public method or as a new constructor
! 		private void showReport(
! 			DateTime lastDateTimeRequestedForTheScript ,
! 			EndOfDayStrategyBackTester endOfDayStrategyBackTester )
! 		{			
! //			DateTime lastReportDateTime = ExtendedDateTime.Min(
! //				lastDateTimeRequestedForTheScript ,
! //				endOfDayStrategyBackTester.EndOfDayTimer.GetCurrentTime().DateTime );
! 			DateTime lastReportDateTime =
! 				endOfDayStrategyBackTester.ActualLastDateTime;
! 			Report report = new Report(
! 				endOfDayStrategyBackTester.AccountReport ,
! 				true );
! 			report.Create( endOfDayStrategyBackTester.DescriptionForLogFileName , 1 ,
! 				new EndOfDayDateTime( lastReportDateTime ,
! 				EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
! 				endOfDayStrategyBackTester.Benchmark.Ticker );
! 			report.Show();
  		}
  
--- 69,108 ----
  		// TO DO check if you can add this to QuantProject.Presentation.Reporting.WindowsForm.Report
  		// as a public method or as a new constructor
! //		private void showReport(
! //			DateTime lastDateTimeRequestedForTheScript ,
! //			EndOfDayStrategyBackTester endOfDayStrategyBackTester )
! //		{			
! ////			DateTime lastReportDateTime = ExtendedDateTime.Min(
! ////				lastDateTimeRequestedForTheScript ,
! ////				endOfDayStrategyBackTester.EndOfDayTimer.GetCurrentTime().DateTime );
! //			DateTime lastReportDateTime =
! //				endOfDayStrategyBackTester.ActualLastDateTime;
! //			Report report = new Report(
! //				endOfDayStrategyBackTester.AccountReport ,
! //				true );
! //			report.Create( endOfDayStrategyBackTester.DescriptionForLogFileName , 1 ,
! //				new EndOfDayDateTime( lastReportDateTime ,
! //				EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
! //				endOfDayStrategyBackTester.Benchmark.Ticker );
! //			report.Show();
! //		}
! 		private void saveLog( BackTestLog backTestLog ,
! 		                    string suggestedLogFileName )
! 		{
! 			string defaultFolderPath =
! 				"C:\\qpReports\\";
! //			this.wFLagLog.TransactionHistory = this.account.Transactions;
! 			LogArchiver.Save( backTestLog ,
! 			              suggestedLogFileName , defaultFolderPath );
! 		}
! 
! 
! 
! 		public void Run1()
! 		{
! 			BackTestLog backTestLog = LogArchiver.Load( "C:\\qpReports\\" );
! 			LogViewer logViewer =
! 				new LogViewer( backTestLog );
! 			logViewer.Show();
  		}
  
***************
*** 91,103 ****
  			double cashToStart = 30000;
  
! 			int numberOfPortfolioPositions = 2;
! 			int inSampleDays = 90;
! 			string tickersGroupId = "SP500";
  			
  			// uncomment the following three lines for faster scripts
! //			int numberOfPortfolioPositions = 2;
! //			int inSampleDays = 30;
! ////			string tickersGroupId = "millo";
! //			string tickersGroupId = "fastTest";
  
        Benchmark benchmark = new Benchmark( "MSFT" );
--- 112,123 ----
  			double cashToStart = 30000;
  
! //			int numberOfPortfolioPositions = 2;
! //			int inSampleDays = 90;
! //			string tickersGroupId = "SP500";
  			
  			// uncomment the following three lines for faster scripts
! 			int numberOfPortfolioPositions = 2;
! 			int inSampleDays = 30;
! 			string tickersGroupId = "fastTest";
  
        Benchmark benchmark = new Benchmark( "MSFT" );
***************
*** 112,116 ****
  			FixedLengthTwoPhasesFitnessEvaluator
  				fixedLengthTwoPhasesFitnessEvaluator =
! 				new FixedLengthTwoPhasesFitnessEvaluator(	equityEvaluator );
  
  			// parameters for the genetic optimizer
--- 132,136 ----
  			FixedLengthTwoPhasesFitnessEvaluator
  				fixedLengthTwoPhasesFitnessEvaluator =
! 				new FixedLengthTwoPhasesFitnessEvaluator( equityEvaluator );
  
  			// parameters for the genetic optimizer
***************
*** 118,123 ****
  			double mutationRate = 0.02;
  			double elitismRate = 0.001;
! 			int populationSizeForGeneticOptimizer = 30000;
! 			int generationNumberForGeneticOptimizer = 8;
  			int seedForRandomGenerator =
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator;
--- 138,143 ----
  			double mutationRate = 0.02;
  			double elitismRate = 0.001;
! 			int populationSizeForGeneticOptimizer = 3000;
! 			int generationNumberForGeneticOptimizer = 5;
  			int seedForRandomGenerator =
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator;
***************
*** 145,149 ****
  
  			DateTime firstDateTime = new DateTime( 2001 , 1 , 2 );
! 			DateTime lastDateTime = new DateTime( 2004 , 12 , 31 );
  			double maxRunningHours = 7;
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
--- 165,169 ----
  
  			DateTime firstDateTime = new DateTime( 2001 , 1 , 2 );
! 			DateTime lastDateTime = new DateTime( 2001 , 1 , 6 );
  			double maxRunningHours = 7;
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
***************
*** 161,166 ****
  				fixedLengthTwoPhasesStrategy , endOfDayStrategyBackTester );
  			endOfDayStrategyBackTester.Run();
! 			this.showReport( lastDateTime ,
  				endOfDayStrategyBackTester );
  		}
  
--- 181,189 ----
  				fixedLengthTwoPhasesStrategy , endOfDayStrategyBackTester );
  			endOfDayStrategyBackTester.Run();
! 			BackTesterReportViewer.ShowReport( lastDateTime ,
  				endOfDayStrategyBackTester );
+ 			this.saveLog(
+ 				endOfDayStrategyBackTester.Log ,
+ 				endOfDayStrategyBackTester.DescriptionForLogFileName );
  		}