[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingStrategy.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv5868/b7_Scripts/WalkForwardTesting/PairsTrading

Modified Files:
	PairsTradingStrategy.cs 
Log Message:
Now this class derives from SymmetricEndOfDayStrategyForBacktester (it derived from BasicEndOfDayStrategyForBacktester in the previous revision).
The code has been arranged accordingly (small changes were needed)

Index: PairsTradingStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingStrategy.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** PairsTradingStrategy.cs	1 Apr 2008 21:34:08 -0000	1.4
--- PairsTradingStrategy.cs	13 Apr 2008 17:02:43 -0000	1.5
***************
*** 40,44 ****
  	/// Pairs Trading strategy with in sample optimizations
  	/// </summary>
! 	public class PairsTradingStrategy : BasicEndOfDayStrategyForBacktester
  	{
  //		private WeightedPositions positionsToBeOpened;
--- 40,44 ----
  	/// Pairs Trading strategy with in sample optimizations
  	/// </summary>
! 	public class PairsTradingStrategy : SymmetricEndOfDayStrategyForBacktester
  	{
  //		private WeightedPositions positionsToBeOpened;
***************
*** 97,101 ****
  			return secondLastReturnInterval;
  		}
! 		private bool arePositionsToBeClosed()
  		{
  			bool areToBeClosed = false;
--- 97,101 ----
  			return secondLastReturnInterval;
  		}
! 		protected override bool arePositionsToBeClosed()
  		{
  			bool areToBeClosed = false;
***************
*** 112,125 ****
  		#endregion arePositionsToBeClosed
  
! 		protected override bool marketOpenEventHandler_arePositionsToBeOpened()
! 		{
! 			return this.arePositionsToBeOpened();
! 		}
! 		protected override bool marketCloseEventHandler_arePositionsToBeOpened()
! 		{
! 			return this.arePositionsToBeOpened();
! 		}
  		
! 		private bool arePositionsToBeOpened()
  		{
  			bool beginsTheLastInterval =
--- 112,125 ----
  		#endregion arePositionsToBeClosed
  
! //		protected override bool marketOpenEventHandler_arePositionsToBeOpened()
! //		{
! //			return this.arePositionsToBeOpened();
! //		}
! //		protected override bool marketCloseEventHandler_arePositionsToBeOpened()
! //		{
! //			return this.arePositionsToBeOpened();
! //		}
  		
! 		protected override bool arePositionsToBeOpened()
  		{
  			bool beginsTheLastInterval =
***************
*** 281,285 ****
  			return this.getPositionsToBeOpened( returnsManager );
  		}
! 		protected WeightedPositions getPositionsToBeOpened()
  		{
  			WeightedPositions weightedPositions = null;
--- 281,285 ----
  			return this.getPositionsToBeOpened( returnsManager );
  		}
! 		protected override WeightedPositions getPositionsToBeOpened()
  		{
  			WeightedPositions weightedPositions = null;
***************
*** 292,314 ****
  		#endregion
  		
! 		protected override WeightedPositions marketOpenEventHandler_getPositionsToBeOpened()
! 		{
! 			return this.getPositionsToBeOpened();
! 		}
! 
! 		protected override WeightedPositions marketCloseEventHandler_getPositionsToBeOpened()
! 		{
! 			return this.getPositionsToBeOpened();
! 		}
! 
! 		protected override bool marketOpenEventHandler_arePositionsToBeClosed()
! 		{
! 			return this.arePositionsToBeClosed();
! 		}
! 
! 		protected override bool marketCloseEventHandler_arePositionsToBeClosed()
! 		{
! 			return this.arePositionsToBeClosed();
! 		}
  
  		protected override LogItem getLogItem( EligibleTickers eligibleTickers )
--- 292,314 ----
  		#endregion
  		
! //		protected override WeightedPositions marketOpenEventHandler_getPositionsToBeOpened()
! //		{
! //			return this.getPositionsToBeOpened();
! //		}
! //
! //		protected override WeightedPositions marketCloseEventHandler_getPositionsToBeOpened()
! //		{
! //			return this.getPositionsToBeOpened();
! //		}
! //
! //		protected override bool marketOpenEventHandler_arePositionsToBeClosed()
! //		{
! //			return this.arePositionsToBeClosed();
! //		}
! //
! //		protected override bool marketCloseEventHandler_arePositionsToBeClosed()
! //		{
! //			return this.arePositionsToBeClosed();
! //		}
  
  		protected override LogItem getLogItem( EligibleTickers eligibleTickers )