[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator PVO_OTCMain.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv9408/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator

Modified Files:
	PVO_OTCMain.cs 
Log Message:
Changed to reflect the new abstract methods arranged in BasicScriptForBacktesting

Index: PVO_OTCMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVO_OTCMain.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** PVO_OTCMain.cs	8 Apr 2008 22:03:48 -0000	1.3
--- PVO_OTCMain.cs	13 Apr 2008 17:10:07 -0000	1.4
***************
*** 72,76 ****
  		}
  
! 		protected override void setEligiblesSelector()
  		{
  			int maxNumberOfEligiblesToBeChosen = 100;
--- 72,76 ----
  		}
  
! 		protected override IEligiblesSelector getEligiblesSelector()
  		{
  			int maxNumberOfEligiblesToBeChosen = 100;
***************
*** 90,94 ****
  			double maxPrice = 7000;
  			
! 			this.eligiblesSelector =
  				new ByPriceMostLiquidAlwaysQuoted(
  				tickersGroupId , temporizedGroup ,
--- 90,94 ----
  			double maxPrice = 7000;
  			
! 			IEligiblesSelector eligiblesSelector =
  				new ByPriceMostLiquidAlwaysQuoted(
  				tickersGroupId , temporizedGroup ,
***************
*** 96,104 ****
  			  numDaysForAverageRawOpenPriceComputation ,
  			 	minPrice , maxPrice );
! 			this.eligiblesSelector = 
  				new DummyEligibleSelector();
  		}
  
! 		protected override void setInSampleChooser()
  		{
  			// parameters for the genetic optimizer
--- 96,105 ----
  			  numDaysForAverageRawOpenPriceComputation ,
  			 	minPrice , maxPrice );
! 			eligiblesSelector = 
  				new DummyEligibleSelector();
+ 			return eligiblesSelector;
  		}
  
! 		protected override IInSampleChooser getInSampleChooser()
  		{
  			// parameters for the genetic optimizer
***************
*** 121,134 ****
  			//correlation is computed only for returns
  			//between minimum and maximum
! 			this.inSampleChooser =
  				new PVO_OTCCorrelationChooser(numberOfBestTestingPositionsToBeReturned, 
  						maxCorrelationAllowed , balancedWeightsOnVolatilityBase,
  					  minimumAbsoluteReturnValue , maximumAbsoluteReturnValue);
! 			this.inSampleChooser = 
  				new PVOChooserFromSavedBackTestLog(
  					@"C:\Utente\MarcoVarie\Vari\qP\LogArchive\2008_04_07_12_17_18_PVO_OTC_from_2001_01_01_to_2001_03_31_annlRtrn_232,37_maxDD_5,04\2008_04_07_12_17_18_PVO_OTC_from_2001_01_01_to_2001_03_31_annlRtrn_232,37_maxDD_5,04.qpL");
  		}
  
! 		protected override void setEndOfDayStrategy()
  		{
  			int inSampleDays = 180;
--- 122,136 ----
  			//correlation is computed only for returns
  			//between minimum and maximum
! 			IInSampleChooser inSampleChooser = 
  				new PVO_OTCCorrelationChooser(numberOfBestTestingPositionsToBeReturned, 
  						maxCorrelationAllowed , balancedWeightsOnVolatilityBase,
  					  minimumAbsoluteReturnValue , maximumAbsoluteReturnValue);
! 			inSampleChooser = 
  				new PVOChooserFromSavedBackTestLog(
  					@"C:\Utente\MarcoVarie\Vari\qP\LogArchive\2008_04_07_12_17_18_PVO_OTC_from_2001_01_01_to_2001_03_31_annlRtrn_232,37_maxDD_5,04\2008_04_07_12_17_18_PVO_OTC_from_2001_01_01_to_2001_03_31_annlRtrn_232,37_maxDD_5,04.qpL");
+ 			return inSampleChooser;
  		}
  
! 		protected override IEndOfDayStrategyForBacktester getEndOfDayStrategy()
  		{
  			int inSampleDays = 180;
***************
*** 138,147 ****
  			double oversoldThreshold = 0.006;
  			double overboughtThreshold = 0.006;
! 			this.endOfDayStrategy =
  				new PVO_OTCStrategy(eligiblesSelector ,inSampleChooser ,
  				inSampleDays , benchmark , numDaysBetweenEachOptimization ,
  				oversoldThreshold , overboughtThreshold , historicalQuoteProvider);
  		}
! 		protected override void setEndOfDayStrategyBackTester()
  		{
  			string backTestId = "PVO_OTC";
--- 140,150 ----
  			double oversoldThreshold = 0.006;
  			double overboughtThreshold = 0.006;
! 			IEndOfDayStrategyForBacktester endOfDayStrategy =
  				new PVO_OTCStrategy(eligiblesSelector ,inSampleChooser ,
  				inSampleDays , benchmark , numDaysBetweenEachOptimization ,
  				oversoldThreshold , overboughtThreshold , historicalQuoteProvider);
+ 			return endOfDayStrategy;
  		}
! 		protected override EndOfDayStrategyBackTester getEndOfDayStrategyBackTester()
  		{
  			string backTestId = "PVO_OTC";
***************
*** 153,157 ****
  			double maxRunningHours = 3;
  			
! 			this.endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
  				backTestId , this.endOfDayStrategy ,
--- 156,160 ----
  			double maxRunningHours = 3;
  			
! 			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
  				backTestId , this.endOfDayStrategy ,
***************
*** 159,162 ****
--- 162,166 ----
  				firstDateTime ,	lastDateTime ,
  				this.benchmark , cashToStart , maxRunningHours );
+ 			return endOfDayStrategyBackTester;
  		}