[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator PVOLogItem.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv10421/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator

Modified Files:
	PVOLogItem.cs 
Log Message:
Now the Run method creates a contextMenu with multiple choices for the 
given PVOLogItem

Index: PVOLogItem.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOLogItem.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** PVOLogItem.cs	12 Mar 2008 22:05:33 -0000	1.2
--- PVOLogItem.cs	8 Apr 2008 21:55:33 -0000	1.3
***************
*** 22,25 ****
--- 22,26 ----
  
  using System;
+ using System.Windows.Forms;
  
  using QuantProject.Business.DataProviders;
***************
*** 33,39 ****
  using QuantProject.Business.Strategies.ReturnsManagement.Time.IntervalsSelectors;
  using QuantProject.Business.Timing;
  using QuantProject.Scripts.General.Reporting;
! 
! 
  
  namespace QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator
--- 34,40 ----
  using QuantProject.Business.Strategies.ReturnsManagement.Time.IntervalsSelectors;
  using QuantProject.Business.Timing;
+ using QuantProject.Presentation;
  using QuantProject.Scripts.General.Reporting;
! using QuantProject.Scripts.General.Logging;
  
  namespace QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator
***************
*** 46,50 ****
    public class PVOLogItem : LogItem
    {
! 		protected TestingPositions[] bestPVOPositionsInSample;
  		protected int numberOfEligibleTickers;
  		protected double fitnessOfFirstPVOPositionsInSample;
--- 47,53 ----
    public class PVOLogItem : LogItem
    {
! 		protected DummyTesterForTestingPositions[]
! 			dummyTestersForBestTestingPositionsInSample;
!   	protected TestingPositions[] bestPVOPositionsInSample;
  		protected int numberOfEligibleTickers;
  		protected double fitnessOfFirstPVOPositionsInSample;
***************
*** 56,59 ****
--- 59,63 ----
  		protected string tickersOfFirst;
  		protected string tickersOfLast;
+ 		protected int numberOfInSampleDays;
  		
  		public TestingPositions[] BestPVOPositionsInSample
***************
*** 136,142 ****
  		}
  
! 		public PVOLogItem(EndOfDayDateTime endOfDayDateTime )
  			: base( endOfDayDateTime )
  		{
  			this.numberOfEligibleTickers = int.MinValue;
  			this.fitnessOfFirstPVOPositionsInSample = double.MinValue;
--- 140,148 ----
  		}
  
! 		public PVOLogItem(EndOfDayDateTime endOfDayDateTime,
! 		                  int numberOfInSampleDays)
  			: base( endOfDayDateTime )
  		{
+ 			this.numberOfInSampleDays = numberOfInSampleDays;
  			this.numberOfEligibleTickers = int.MinValue;
  			this.fitnessOfFirstPVOPositionsInSample = double.MinValue;
***************
*** 144,152 ****
  		}
  		
! 		public override void Run()
  		{
  			//general
! 			int inSampleDays = 120;
! 			DateTime firstDateTime = this.SimulatedCreationTime.DateTime.AddDays(-inSampleDays);
  			DateTime lastDateTime = this.SimulatedCreationTime.DateTime;
  			double maxRunningHours = 1;
--- 150,157 ----
  		}
  		
! 		protected virtual void runStrategyClickEventHandler(object sender, System.EventArgs e)
  		{
  			//general
! 			DateTime firstDateTime = this.SimulatedCreationTime.DateTime.AddDays(-this.numberOfInSampleDays);
  			DateTime lastDateTime = this.SimulatedCreationTime.DateTime;
  			double maxRunningHours = 1;
***************
*** 176,185 ****
  				numDaysForOscillatingPeriodForChooser;
  			TestingPositions[] positionsToTest =
! 				new TestingPositions[1];
! //			int idx = PVOLogItem.rand.Next(bestPVOPositionsInSample.Length);
! 			positionsToTest[0] = this.bestPVOPositionsInSample[0];
  			PVOStrategy strategy =
  				new PVOStrategy(eligiblesSelector,
! 				positionsToTest, inSampleDays,
  				numDaysForOscillatingPeriodForOutOfSample,
  				numberOfPortfolioPositions , benchmark ,
--- 181,191 ----
  				numDaysForOscillatingPeriodForChooser;
  			TestingPositions[] positionsToTest =
! 				//new TestingPositions[1];
! 			//			int idx = PVOLogItem.rand.Next(bestPVOPositionsInSample.Length);
! 			//positionsToTest[0] = this.bestPVOPositionsInSample[0];
! 			positionsToTest = this.BestPVOPositionsInSample;
  			PVOStrategy strategy =
  				new PVOStrategy(eligiblesSelector,
! 				positionsToTest, this.numberOfInSampleDays,
  				numDaysForOscillatingPeriodForOutOfSample,
  				numberOfPortfolioPositions , benchmark ,
***************
*** 194,205 ****
  				new SimpleAccountProvider(), firstDateTime ,
  				lastDateTime , benchmark , cashToStart , maxRunningHours );
! 
! 			// TO DO check if you can do this assign in the EndOfDayStrategyBackTester
! 			// constructor
! 			strategy.Account = endOfDayStrategyBackTester.Account;
  			endOfDayStrategyBackTester.Run();
  			BackTesterReportViewer.ShowReport( lastDateTime ,
  				endOfDayStrategyBackTester );
  		}
  	}
  }
--- 200,258 ----
  				new SimpleAccountProvider(), firstDateTime ,
  				lastDateTime , benchmark , cashToStart , maxRunningHours );
! 			
  			endOfDayStrategyBackTester.Run();
  			BackTesterReportViewer.ShowReport( lastDateTime ,
  				endOfDayStrategyBackTester );
  		}
+ 		
+ 		private void showTestingPositionsClickEventHandler_setDummyTesters_setTester(
+ 			int currentIndex ,
+ 			TestingPositions testingPositions ,
+ 			EndOfDayDateTime simulatedCreationTime )
+ 		{
+ 			this.dummyTestersForBestTestingPositionsInSample[ currentIndex ] =
+ 				new DummyTesterForTestingPositions(
+ 					testingPositions ,
+ 					this.numberOfInSampleDays ,
+ 					simulatedCreationTime );
+ 		}
+ 				
+ 		private void showTestingPositionsClickEventHandler_setDummyTesters()
+ 		{
+ 			this.dummyTestersForBestTestingPositionsInSample =
+ 				new DummyTesterForTestingPositions[this.BestPVOPositionsInSample.Length];
+ 			for ( int i = 0 ; i < BestPVOPositionsInSample.Length; i++ )
+ 				this.showTestingPositionsClickEventHandler_setDummyTesters_setTester(
+ 					i ,
+ 					BestPVOPositionsInSample[ i ] ,
+ 					this.SimulatedCreationTime );
+ 		}
+ 		
+ 		protected virtual void showTestingPositionsClickEventHandler(object sender, System.EventArgs e)
+ 		{
+ 			this.showTestingPositionsClickEventHandler_setDummyTesters();
+ 			QuantProject.Presentation.ExecutablesListViewer executablesListViewer =
+ 				new ExecutablesListViewer(
+ 					this.dummyTestersForBestTestingPositionsInSample );
+ 			executablesListViewer.Show();
+ 		}
+ 		
+ 		protected virtual void createAndShowContextMenu()
+ 		{
+ 			MenuItem[] menuItems = new MenuItem[2];
+ 			menuItems[0] = new MenuItem("Run Strategy");
+ 			menuItems[1] = new MenuItem("Show TestingPositions");
+ 			menuItems[0].Click += 
+ 				new System.EventHandler(this.runStrategyClickEventHandler);
+ 			menuItems[1].Click += 
+ 				new System.EventHandler(this.showTestingPositionsClickEventHandler);
+ 			ContextMenu contextMenu = new ContextMenu(menuItems);
+ 			contextMenu.Show(Form.ActiveForm, Form.MousePosition);
+ 		}
+ 		
+ 		public override void Run()
+ 		{
+ 			this.createAndShowContextMenu();
+ 		}
  	}
  }