[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging FLTPLogItem.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv2093/Logging

Added Files:
	FLTPLogItem.cs 
Log Message:
Log item for the Fixed Length Two Phases strategy

--- NEW FILE: FLTPLogItem.cs ---
/*
QuantProject - Quantitative Finance Library

FLTPLogItem.cs
Copyright (C) 2008
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;

using QuantProject.Business.Strategies;
using QuantProject.Business.Strategies.Eligibles;
using QuantProject.Business.Strategies.InSample;
using QuantProject.Business.Strategies.Logging;
using QuantProject.Business.Strategies.OutOfSample;
using QuantProject.Business.Timing;
using QuantProject.Presentation;
//using QuantProject.Presentation.Reporting.WindowsForm;
//using QuantProject.Scripts.General.Reporting;

namespace QuantProject.Scripts.WalkForwardTesting.FixedLengthTwoPhases
{
	/// <summary>
	/// Log item for the Fixed Length Two Phases strategy
	/// </summary>
	[Serializable]
	public class FLTPLogItem : LogItem
	{
		private TesterForFLTPTestingPositions[]
			testersForBestTestingPositionsInSample;
		private int numberOfInSampleDays;
		private int numberOfEligibleTickers;
		
		public int NumberOfEligibleTickers
		{
			get
			{
				return this.numberOfEligibleTickers;
			}
		}

		/// <summary>
		/// Log item for the Pairs Trading strategy
		/// </summary>
		/// <param name="endOfDayDateTime"></param>
		/// <param name="bestTestingPositionsInSample"></param>
		/// <param name="numInSampleDays">number of days used for
		/// in sample optimization</param>
		/// <param name="numberOfEligibleTickers"></param>
		public FLTPLogItem(
			EndOfDayDateTime now ,
			TestingPositions[] bestTestingPositionsInSample ,
			int numberOfInSampleDays ,
			int numberOfEligibleTickers )
			: base( now )
		{
//			this.bestTestingPositionsInSample = bestTestingPositionsInSample;
			this.numberOfInSampleDays = numberOfInSampleDays;
			this.numberOfEligibleTickers = numberOfEligibleTickers;
			this.setTestersForFLTPTestingPositions(
				bestTestingPositionsInSample ,
				now );
		}
		
		#region setTestersForPairstTradingTestingPositions
		private void setTestersForFLTPTestingPositions_checkParameters(
			TestingPositions testingPositions )
		{
			if ( ! ( testingPositions is FLTPTestingPositions ) )
				throw new Exception(
					"TestingPositions are all expected to be " +
					"FLTPTestingPositions. But the current TestingPositions " +
					"is not a FLTPTestingPositions!" );
		}
		private void setTestersForFLTPTestingPositions(
			int currentIndex ,
			TestingPositions testingPositions ,
			EndOfDayDateTime now )
		{
			this.setTestersForFLTPTestingPositions_checkParameters(
				testingPositions );
			this.testersForBestTestingPositionsInSample[ currentIndex ] =
				new TesterForFLTPTestingPositions(
					testingPositions ,
					this.numberOfInSampleDays ,
					now );
		}
		private void setTestersForFLTPTestingPositions(
			TestingPositions[] bestTestingPositionsInSample ,
			EndOfDayDateTime now )
		{
			this.testersForBestTestingPositionsInSample =
				new TesterForFLTPTestingPositions[
					bestTestingPositionsInSample.Length ];
			for ( int i = 0 ; i < bestTestingPositionsInSample.Length ; i++ )
				this.setTestersForFLTPTestingPositions(
					i ,
					bestTestingPositionsInSample[ i ] ,
					now );
		}
		#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()
		{
			QuantProject.Presentation.ExecutablesListViewer executablesListViewer =
				new ExecutablesListViewer(
					this.testersForBestTestingPositionsInSample );
			executablesListViewer.Show();
		}
	}
}