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

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv6086/b7_Scripts/WalkForwardTesting/PairsTrading/Logging

Modified Files:
	PairsTradingLogItem.cs 
Log Message:
The public method GetTestingPositions() has been added

Index: PairsTradingLogItem.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsTradingLogItem.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** PairsTradingLogItem.cs	30 Mar 2008 15:47:50 -0000	1.4
--- PairsTradingLogItem.cs	3 May 2008 17:54:28 -0000	1.5
***************
*** 128,215 ****
  		}
  		#endregion setTestersForPairstTradingTestingPositions
! //		private AccountReport getAccountReport(
! //			WeightedPositions weightedPositions ,
! //			IIntervalsSelector intervalsSelector ,
! //			IHistoricalQuoteProvider historicalQuoteProvider ,
! //			Benchmark benchmark ,
! //			double cashToStart )
! //		{
! //			SimpleStrategy simpleStrategy =
! //				new SimpleStrategy( weightedPositions ,
! //				intervalsSelector , historicalQuoteProvider );
! //
! //			DateTime firstDateTime = this.simulatedCreationTime.DateTime.AddDays( -90 );
! //			DateTime lastDateTime = this.simulatedCreationTime.DateTime;
! //			double maxRunningHours = 0.3;
! //			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
! //				new EndOfDayStrategyBackTester(
! //				"SinglePosition" , simpleStrategy ,
! //				historicalQuoteProvider , firstDateTime ,
! //				lastDateTime , benchmark , cashToStart , maxRunningHours );
! //
! //			simpleStrategy.Account = endOfDayStrategyBackTester.Account;
! //
! //			endOfDayStrategyBackTester.Run();
! //			return endOfDayStrategyBackTester.AccountReport;
! //		}
! //		private WeightedPositions getWeightedPositions(
! //			WeightedPosition weightedPosition )
! //		{
! //			double[] weights = { 1 };
! //			string[] tickers = { weightedPosition.Ticker };
! //			WeightedPositions weightedPositions =
! //				new WeightedPositions( weights , tickers );
! //			return weightedPositions;
! //		}
! //		public void Run3()
! //		{
! ////			string backTestId = "SimplePairsTrading";
! ////			double cashToStart = 30000;
! //
! //			Benchmark benchmark = new Benchmark( "MSFT" );
! //
! //			IHistoricalQuoteProvider historicalQuoteProvider =
! //				new HistoricalAdjustedQuoteProvider();
! //
! ////			IInSampleChooser inSampleChooser =
! ////				(IInSampleChooser)new ConstantWeightedPositionsChooser(
! ////				this.BestWeightedPositionsInSample );
! //
! //			IIntervalsSelector intervalsSelector =
! //				new OddIntervalsSelector(	1 , 1 , benchmark );
! //			IEligiblesSelector eligiblesSelector = new DummyEligibleSelector();
! //
! //			WeightedPositions weightedPositions =
! //				this.bestTestingPositionsInSample[ 0 ].WeightedPositions;
! //				
! //			WeightedPositions firstPosition =
! //				this.getWeightedPositions( weightedPositions[ 0 ] );
! //			WeightedPositions secondPosition =
! //				this.getWeightedPositions( weightedPositions[ 1 ] );
! //			AccountReport accountReportForFirstPosition =
! //				this.getAccountReport( firstPosition , intervalsSelector ,
! //				                     historicalQuoteProvider ,
! //				                     benchmark , 30000 );
! //			AccountReport accountReportForSecondPosition =
! //				this.getAccountReport( secondPosition , intervalsSelector ,
! //				                      historicalQuoteProvider ,
! //				                      benchmark ,
! //				                      30000 * weightedPositions[ 1 ].Weight /
! //				                      weightedPositions[ 0 ].Weight );
! //			
! //			Report report =
! //				new Report( accountReportForFirstPosition , false );
! //			EndOfDayDateTime lastEndOfDayDateTimeForReport =
! //				new EndOfDayDateTime(
! //					accountReportForFirstPosition.EquityLine.LastDateTime ,
! //					EndOfDaySpecificTime.OneHourAfterMarketClose );
! //				
! ////			report.Create( "PearsonDebug" , 1 ,
! ////			              lastEndOfDayDateTimeForReport ,
! ////			              benchmark.Ticker , false );
! //			report.AddEquityLine( accountReportForSecondPosition.EquityLine ,
! //			                     Color.Brown );
! //			report.ShowDialog();
! //		}
  		public override void Run()
  		{
--- 128,150 ----
  		}
  		#endregion setTestersForPairstTradingTestingPositions
! 
! 		/// <summary>
! 		/// We don't use a property instead of this method,
! 		/// to avoid it being shown in the log viewer list
! 		/// (it would be meaningless in the grid)
! 		/// </summary>
! 		public PairsTradingTestingPositions[]
! 			GetTestingPositions()
! 		{
! 			PairsTradingTestingPositions[] testingPositions =
! 				new PairsTradingTestingPositions[
! 				this.testersForBestTestingPositionsInSample.Length ];
! 			for ( int i = 0 ;
! 				i < this.testersForBestTestingPositionsInSample.Length ; i++ )
! 				testingPositions[ i ] =
! 					this.testersForBestTestingPositionsInSample[ i ].TestingPositions;
! 			return testingPositions;
! 		}
! 		
  		public override void Run()
  		{