[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FixedLengthTwoPhasesStrategy.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv787/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases

Modified Files:
	FixedLengthTwoPhasesStrategy.cs 
Log Message:
This class now extends the SymmetricEndOfDayStrategyForBacktester class

Index: FixedLengthTwoPhasesStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesStrategy.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** FixedLengthTwoPhasesStrategy.cs	11 May 2008 19:00:50 -0000	1.7
--- FixedLengthTwoPhasesStrategy.cs	16 Aug 2008 19:35:59 -0000	1.8
***************
*** 44,101 ****
  	/// first phase, then goes with the opposite for the second phase
  	/// </summary>
! 	public class FixedLengthTwoPhasesStrategy : IEndOfDayStrategyForBacktester
  	{
! 		public event NewLogItemEventHandler NewLogItem;
! 		public event NewMessageEventHandler NewMessage;
! 
! 		private int numberOfPortfolioPositions;
! 		private int numDaysBeetweenEachOtpimization;
! 		private int numDaysForInSampleOptimization;
! 		private Benchmark benchmark;
! 		private IIntervalsSelector intervalsSelector;
! 		private IEligiblesSelector eligiblesSelector;
! 		private IInSampleChooser inSampleChooser;
! 
! 		private DateTime lastOptimizationDateTime;
! 		private ReturnIntervals returnIntervals;
! 		private IHistoricalQuoteProvider historicalQuoteProvider;
! 
! 		private Account account;
! //		private bool arePositionsToBeClosed;
! //		private bool arePositionsToBeOpened;
! 		private WeightedPositions bestWeightedPositionsInSample;
! 
! 		public Account Account
! 		{
! 			get { return this.account; }
! 			set { this.account = value; }
! 		}
! 
! 
! 		public bool StopBacktestIfMaxRunningHoursHasBeenReached
! 		{
! 			get
! 			{
! 				return this.isInsampleOptimizationNeeded();
! 			}
! 		}
! 		public string Description
! 		{
! 			get
! 			{
! 				string descriptionForLogFileName =
! 					"Strtgy_fltp_" +
! 					"nmDysBtwnOptmztns_" +
! 					this.numDaysBeetweenEachOtpimization.ToString() + "_" +
! 					this.eligiblesSelector.Description + "_" +
! 					this.inSampleChooser.Description +
! 					"_oS_longOnly";
! 				return descriptionForLogFileName;
! 			}
! 		}
  
  		public FixedLengthTwoPhasesStrategy(
  			int numberOfPortfolioPositions ,
! 			int numDaysBeetweenEachOtpimization ,
  			int numDaysForInSampleOptimization ,
  			Benchmark benchmark ,
--- 44,64 ----
  	/// first phase, then goes with the opposite for the second phase
  	/// </summary>
! 	public class FixedLengthTwoPhasesStrategy :
! 		SymmetricEndOfDayStrategyForBacktester
  	{
! //		private int numberOfPortfolioPositions;
! //		private Benchmark benchmark;
! //		private IIntervalsSelector intervalsSelector;
! //
! //		private IHistoricalQuoteProvider historicalQuoteProvider;
! //
! //		private Account account;
! //		private WeightedPositions bestWeightedPositionsInSample;
! 		
! 		private RankBasedOutOfSampleChooser outOfSampleChooser;
  
  		public FixedLengthTwoPhasesStrategy(
  			int numberOfPortfolioPositions ,
! 			int numDaysBetweenEachOtpimization ,
  			int numDaysForInSampleOptimization ,
  			Benchmark benchmark ,
***************
*** 103,134 ****
  			IEligiblesSelector eligiblesSelector ,
  			IInSampleChooser inSampleChooser ,
! 			IHistoricalQuoteProvider historicalQuoteProvider
! 			 )
  		{
! 			this.numberOfPortfolioPositions = numberOfPortfolioPositions;
! 			this.numDaysBeetweenEachOtpimization = numDaysBeetweenEachOtpimization;
! 			this.numDaysForInSampleOptimization = numDaysForInSampleOptimization;
! 			this.benchmark = benchmark;
! 			this.intervalsSelector = intervalsSelector;
! 			this.eligiblesSelector = eligiblesSelector;
! 			this.inSampleChooser = inSampleChooser;
! 			this.historicalQuoteProvider = historicalQuoteProvider;
  			
! 			this.returnIntervals =
! 				new ReturnIntervals( this.intervalsSelector );
  
- //			this.arePositionsToBeClosed = false;
- //			this.arePositionsToBeOpened = false;
  		}
! 		#region MarketOpenEventHandler
! 		private bool marketOpenEventHandler_arePositionsToBeClosed()
  		{
  			bool arePositionsToBeClosed = (
! 				( this.account.Portfolio.Count > 0 ) &&
  				( this.now().IsEqualTo(
  					this.lastIntervalAppended().Begin ) ) );
  			return arePositionsToBeClosed;
  		}
! 		#region marketOpenEventHandler_arePositionsToBeOpened
  		private bool lastAppendedIntervalIsALongPeriod()
  		{
--- 66,108 ----
  			IEligiblesSelector eligiblesSelector ,
  			IInSampleChooser inSampleChooser ,
! 			IHistoricalQuoteProvider historicalQuoteProvider ,
! 			RankBasedOutOfSampleChooser outOfSampleChooser
! 		) :
! 			base(
! 				numDaysBetweenEachOtpimization ,
! 				numDaysForInSampleOptimization ,
! 				intervalsSelector ,
! 				intervalsSelector ,
! 				eligiblesSelector ,
! 				inSampleChooser ,
! 				historicalQuoteProvider )
  		{
! 			this.outOfSampleChooser = outOfSampleChooser;
! //			this.numberOfPortfolioPositions = numberOfPortfolioPositions;
! //			this.numDaysBetweenEachOtpimization = numDaysBetweenEachOtpimization;
! //			this.numDaysForInSampleOptimization = numDaysForInSampleOptimization;
! //			this.benchmark = benchmark;
! //			this.intervalsSelector = intervalsSelector;
! //			this.eligiblesSelector = eligiblesSelector;
! //			this.inSampleChooser = inSampleChooser;
! //			this.historicalQuoteProvider = historicalQuoteProvider;
  			
! //			this.returnIntervals =
! //				new ReturnIntervals( this.intervalsSelector );
  
  		}
! 		
! 		protected override bool arePositionsToBeClosed()
  		{
  			bool arePositionsToBeClosed = (
! 				( this.Account.Portfolio.Count > 0 ) &&
  				( this.now().IsEqualTo(
  					this.lastIntervalAppended().Begin ) ) );
  			return arePositionsToBeClosed;
  		}
! 		
! 		#region arePositionsToBeOpened
! 		
! 		#region currentTimeBeginsALongPeriod
  		private bool lastAppendedIntervalIsALongPeriod()
  		{
***************
*** 146,344 ****
  			return ( beginsTheLastInterval && lastIntervalIsALongPeriod );
  		}
! 		private bool marketOpenEventHandler_arePositionsToBeOpened()
  		{
  			bool arePositionsToBeOpened = (
! 				( this.bestWeightedPositionsInSample != null ) &&
  				( this.currentTimeBeginsALongPeriod() ) );
  			return arePositionsToBeOpened;
  		}
! 		#endregion marketOpenEventHandler_arePositionsToBeOpened
! 		public void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			this.updateReturnIntervals();
! 			if ( this.marketOpenEventHandler_arePositionsToBeClosed() )
! 				AccountManager.ClosePositions( this.account );
! 			if ( this.marketOpenEventHandler_arePositionsToBeOpened() )
! 				AccountManager.OpenPositions( this.bestWeightedPositionsInSample ,
! 					this.account );
! 		}
! 		#endregion MarketOpenEventHandler
! 		public void FiveMinutesBeforeMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 		}
! 		#region MarketCloseEventHandler
! 		private bool marketCloseEventHandler_arePositionsToBeClosed()
! 		{
! 			return marketOpenEventHandler_arePositionsToBeClosed();
! 		}
! 		private bool marketCloseEventHandler_arePositionsToBeOpened()
! 		{
! 			// this strategy goes long only
! 			return false;
! 		}
! 		public void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			this.updateReturnIntervals();
! 			if ( this.marketCloseEventHandler_arePositionsToBeClosed() )
! 				AccountManager.ClosePositions( this.account );
! 			if ( this.marketCloseEventHandler_arePositionsToBeOpened() )
! 			{
! 				this.bestWeightedPositionsInSample.Reverse();
! 				AccountManager.OpenPositions(
! 					this.bestWeightedPositionsInSample ,
! 					this.account );
! 				this.bestWeightedPositionsInSample.Reverse();
! 			}
! 		}
! 		#endregion MarketCloseEventHandler
! 		#region OneHourAfterMarketCloseEventHandler
! 		private bool optimalWeightedPositionsAreToBeUpdated()
! 		{
! 			TimeSpan timeSpanSinceLastOptimization =
! 				this.now().DateTime - this.lastOptimizationDateTime;
! 			bool areToBeUpdated =	( timeSpanSinceLastOptimization.Days >=
! 				this.numDaysBeetweenEachOtpimization );
! 			return areToBeUpdated;
! 		}
! 		#region getInSampleReturnIntervals
! 		private EndOfDayDateTime getInSampleReturnIntervals_getFirstDate()
! 		{
! 			DateTime firstDateTime = this.now().DateTime.AddDays(
! 				-this.numDaysForInSampleOptimization );
! 			EndOfDayDateTime firstDate = new EndOfDayDateTime(
! 				firstDateTime , EndOfDaySpecificTime.MarketOpen );
! 			return firstDate;
! 		}
! 		private ReturnIntervals getInSampleReturnIntervals()
! 		{
! 			EndOfDayDateTime firstDate =
! 				this.getInSampleReturnIntervals_getFirstDate();
! 			EndOfDayDateTime lastDate =
! 				new EndOfDayDateTime( this.now().DateTime ,
! 				EndOfDaySpecificTime.MarketClose );
! 			ReturnIntervals inSampleReturnIntervals =
! 				new ReturnIntervals( this.intervalsSelector );
! 			inSampleReturnIntervals.AppendFirstInterval( firstDate );
! 			if ( inSampleReturnIntervals.LastEndOfDayDateTime.IsLessThan(
! 				lastDate ) )
! 				inSampleReturnIntervals.AppendIntervalsButDontGoBeyondLastDate(
! 					lastDate );
! 			return inSampleReturnIntervals;
! 		}
! 		#endregion getInSampleReturnIntervals
! 		private void notifyMessage( EligibleTickers eligibleTickers )
  		{
! 			string message = "Number of Eligible tickers: " +
! 				eligibleTickers.Count;
! 			NewMessageEventArgs newMessageEventArgs =
! 				new NewMessageEventArgs( message );
! 			if ( this.NewMessage != null )
! 				this.NewMessage( this , newMessageEventArgs );
  		}
! 		#region logOptimizationInfo
! 		private void outputMessage( string message )
  		{
! 			MessageManager.DisplayMessage( message ,
! 				"FixedLengthUpDown.Txt" );
  		}
! 		private FixedLengthTwoPhasesLogItem getLogItem( EligibleTickers eligibleTickers )
  		{
! 			FixedLengthTwoPhasesLogItem logItem =
! 				new FixedLengthTwoPhasesLogItem( this.now() );
! 			logItem.BestWeightedPositionsInSample =
! 				this.bestWeightedPositionsInSample;
! 			logItem.NumberOfEligibleTickers =
! 				eligibleTickers.Count;
  			return logItem;
  		}
- 		private void raiseNewLogItem( EligibleTickers eligibleTickers )
- 		{
- 			FixedLengthTwoPhasesLogItem logItem =
- 				this.getLogItem( eligibleTickers );
- 			NewLogItemEventArgs newLogItemEventArgs =
- 				new NewLogItemEventArgs( logItem );
- 			this.NewLogItem( this , newLogItemEventArgs );
- 		}
- 		private void logOptimizationInfo( EligibleTickers eligibleTickers )
- 		{
- 			this.raiseNewLogItem( eligibleTickers );
- 		}
- 		#endregion logOptimizationInfo
- 		private void updateOptimalWeightedPositions_actually()
- 		{
- 			ReturnIntervals inSampleReturnIntervals =
- 				this.getInSampleReturnIntervals();
- 			EligibleTickers eligibleTickers =
- 				this.eligiblesSelector.GetEligibleTickers(
- 				inSampleReturnIntervals.BordersHistory );
- 			ReturnsManager returnsManager = new ReturnsManager(
- 				inSampleReturnIntervals , this.historicalQuoteProvider );
- 			this.bestWeightedPositionsInSample =
- 				(WeightedPositions)this.inSampleChooser.AnalyzeInSample(
- 					eligibleTickers , returnsManager );
  
! 			this.notifyMessage( eligibleTickers );
! 			this.logOptimizationInfo( eligibleTickers );
! 		}
! 		private void updateOptimalWeightedPositions()
! 		{
! 			this.updateOptimalWeightedPositions_actually();
! 			this.lastOptimizationDateTime = this.now().DateTime;
! 			FixedLengthTwoPhasesLogItem logItem =
! 				new FixedLengthTwoPhasesLogItem( this.now() );
! 			logItem.BestWeightedPositionsInSample = this.bestWeightedPositionsInSample;
! //				this.wFLagWeightedPositionsChooser.WFLagChosenPositions ,
! //				this.wFLagWeightedPositionsChooser.GenerationWhenChosenPositionsWereFound ,
! //				this.now().DateTime );
! //			this.NewChosenPositions(
! //				this , new WFLagNewChosenPositionsEventArgs(
! //				wFLagLogItem ) );
! 		}
! 		public void OneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			if ( this.optimalWeightedPositionsAreToBeUpdated() )
! 				this.updateOptimalWeightedPositions();
! 		}
! 		#endregion OneHourAfterMarketCloseEventHandler
! 		public bool isInsampleOptimizationNeeded()
! 		{
! 			DateTime dateTimeForNextOptimization =
! 				this.lastOptimizationDateTime.AddDays(
! 				this.numDaysBeetweenEachOtpimization );
! 			bool returnValue =
! 				( ( ( this.account.Portfolio.Count == 0 )
! 				&& ( ( this.lastOptimizationDateTime == DateTime.MinValue ) ) ) ||
! 				( this.now().DateTime >= dateTimeForNextOptimization ) );
! 			return returnValue;
! 		}
! 		private void updateReturnIntervals()
! 		{
! 			EndOfDayDateTime currentEndOfDayDateTime =
! 				this.account.EndOfDayTimer.GetCurrentTime();
! 			if ( this.returnIntervals.Count == 0 )
! 				// no interval has been added yet
! 				this.returnIntervals.AppendFirstInterval(
! 					currentEndOfDayDateTime );
! 			else
! 				// at least one interval has already been added
! 				if ( this.returnIntervals.LastEndOfDayDateTime.IsLessThanOrEqualTo(
! 					currentEndOfDayDateTime ) )
! 					this.returnIntervals.AppendIntervalsToGoJustBeyond(
! 						currentEndOfDayDateTime );
! 		}
! 		private EndOfDayDateTime now()
! 		{
! 			return this.account.EndOfDayTimer.GetCurrentTime();
! 		}
! 		private ReturnInterval lastIntervalAppended()
! 		{
! 			ReturnInterval lastInterval =
! 				this.returnIntervals[ this.returnIntervals.Count - 1 ];
! 			return lastInterval;
! 		}
  	}
  }
--- 120,363 ----
  			return ( beginsTheLastInterval && lastIntervalIsALongPeriod );
  		}
! 		#endregion currentTimeBeginsALongPeriod
! 		
! 		protected override bool arePositionsToBeOpened()
  		{
  			bool arePositionsToBeOpened = (
! 				( this.bestTestingPositionsInSample != null ) &&
  				( this.currentTimeBeginsALongPeriod() ) );
  			return arePositionsToBeOpened;
  		}
! 		#endregion arePositionsToBeOpened
! 
! 		protected override WeightedPositions getPositionsToBeOpened()
  		{
! 			WeightedPositions weightedPositions =
! 				this.outOfSampleChooser.GetPositionsToBeOpened(
! 				this.bestTestingPositionsInSample );
! 			return weightedPositions;
  		}
! 		
! 		protected override string getTextIdentifier()
  		{
! 			return "FLTP";
  		}
! 		
! 		protected override LogItem getLogItem( EligibleTickers eligibleTickers )
  		{
! 			FLTPLogItem logItem =
! 				new FLTPLogItem(
! 					this.now() ,
! 					this.bestTestingPositionsInSample ,
! 					this.numDaysForInSampleOptimization ,
! 					eligibleTickers.Count );
  			return logItem;
  		}
  
! //		#region MarketOpenEventHandler
! //		private bool marketOpenEventHandler_arePositionsToBeClosed()
! //		{
! //			bool arePositionsToBeClosed = (
! //				( this.account.Portfolio.Count > 0 ) &&
! //				( this.now().IsEqualTo(
! //					this.lastIntervalAppended().Begin ) ) );
! //			return arePositionsToBeClosed;
! //		}
! //		#region marketOpenEventHandler_arePositionsToBeOpened
! //		private bool marketOpenEventHandler_arePositionsToBeOpened()
! //		{
! //			bool arePositionsToBeOpened = (
! //				( this.bestWeightedPositionsInSample != null ) &&
! //				( this.currentTimeBeginsALongPeriod() ) );
! //			return arePositionsToBeOpened;
! //		}
! //		#endregion marketOpenEventHandler_arePositionsToBeOpened
! //		public void MarketOpenEventHandler(
! //			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! //		{
! //			this.updateReturnIntervals();
! //			if ( this.marketOpenEventHandler_arePositionsToBeClosed() )
! //				AccountManager.ClosePositions( this.account );
! //			if ( this.marketOpenEventHandler_arePositionsToBeOpened() )
! //				AccountManager.OpenPositions( this.bestWeightedPositionsInSample ,
! //					this.account );
! //		}
! //		#endregion MarketOpenEventHandler
! 
! 		
! //		#region MarketCloseEventHandler
! //		private bool marketCloseEventHandler_arePositionsToBeClosed()
! //		{
! //			return marketOpenEventHandler_arePositionsToBeClosed();
! //		}
! //		private bool marketCloseEventHandler_arePositionsToBeOpened()
! //		{
! //			// this strategy goes long only
! //			return false;
! //		}
! //		public void MarketCloseEventHandler(
! //			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! //		{
! //			this.updateReturnIntervals();
! //			if ( this.marketCloseEventHandler_arePositionsToBeClosed() )
! //				AccountManager.ClosePositions( this.account );
! //			if ( this.marketCloseEventHandler_arePositionsToBeOpened() )
! //			{
! //				this.bestWeightedPositionsInSample.Reverse();
! //				AccountManager.OpenPositions(
! //					this.bestWeightedPositionsInSample ,
! //					this.account );
! //				this.bestWeightedPositionsInSample.Reverse();
! //			}
! //		}
! //		#endregion MarketCloseEventHandler
! 		
! //		#region OneHourAfterMarketCloseEventHandler
! //		private bool optimalWeightedPositionsAreToBeUpdated()
! //		{
! //			TimeSpan timeSpanSinceLastOptimization =
! //				this.now().DateTime - this.lastOptimizationDateTime;
! //			bool areToBeUpdated =	( timeSpanSinceLastOptimization.Days >=
! //				this.numDaysBetweenEachOtpimization );
! //			return areToBeUpdated;
! //		}
! //		#region getInSampleReturnIntervals
! //		private EndOfDayDateTime getInSampleReturnIntervals_getFirstDate()
! //		{
! //			DateTime firstDateTime = this.now().DateTime.AddDays(
! //				-this.numDaysForInSampleOptimization );
! //			EndOfDayDateTime firstDate = new EndOfDayDateTime(
! //				firstDateTime , EndOfDaySpecificTime.MarketOpen );
! //			return firstDate;
! //		}
! //		private ReturnIntervals getInSampleReturnIntervals()
! //		{
! //			EndOfDayDateTime firstDate =
! //				this.getInSampleReturnIntervals_getFirstDate();
! //			EndOfDayDateTime lastDate =
! //				new EndOfDayDateTime( this.now().DateTime ,
! //				EndOfDaySpecificTime.MarketClose );
! //			ReturnIntervals inSampleReturnIntervals =
! //				new ReturnIntervals( this.intervalsSelector );
! //			inSampleReturnIntervals.AppendFirstInterval( firstDate );
! //			if ( inSampleReturnIntervals.LastEndOfDayDateTime.IsLessThan(
! //				lastDate ) )
! //				inSampleReturnIntervals.AppendIntervalsButDontGoBeyondLastDate(
! //					lastDate );
! //			return inSampleReturnIntervals;
! //		}
! //		#endregion getInSampleReturnIntervals
! //		private void notifyMessage( EligibleTickers eligibleTickers )
! //		{
! //			string message = "Number of Eligible tickers: " +
! //				eligibleTickers.Count;
! //			NewMessageEventArgs newMessageEventArgs =
! //				new NewMessageEventArgs( message );
! //			if ( this.NewMessage != null )
! //				this.NewMessage( this , newMessageEventArgs );
! //		}
! //		#region logOptimizationInfo
! //		private void outputMessage( string message )
! //		{
! //			MessageManager.DisplayMessage( message ,
! //				"FixedLengthUpDown.Txt" );
! //		}
! //		private FixedLengthTwoPhasesLogItem getLogItem( EligibleTickers eligibleTickers )
! //		{
! //			FixedLengthTwoPhasesLogItem logItem =
! //				new FixedLengthTwoPhasesLogItem( this.now() );
! //			logItem.BestWeightedPositionsInSample =
! //				this.bestWeightedPositionsInSample;
! //			logItem.NumberOfEligibleTickers =
! //				eligibleTickers.Count;
! //			return logItem;
! //		}
! //		private void raiseNewLogItem( EligibleTickers eligibleTickers )
! //		{
! //			FixedLengthTwoPhasesLogItem logItem =
! //				this.getLogItem( eligibleTickers );
! //			NewLogItemEventArgs newLogItemEventArgs =
! //				new NewLogItemEventArgs( logItem );
! //			this.NewLogItem( this , newLogItemEventArgs );
! //		}
! //		private void logOptimizationInfo( EligibleTickers eligibleTickers )
! //		{
! //			this.raiseNewLogItem( eligibleTickers );
! //		}
! //		#endregion logOptimizationInfo
! //		private void updateOptimalWeightedPositions_actually()
! //		{
! //			ReturnIntervals inSampleReturnIntervals =
! //				this.getInSampleReturnIntervals();
! //			EligibleTickers eligibleTickers =
! //				this.eligiblesSelector.GetEligibleTickers(
! //				inSampleReturnIntervals.BordersHistory );
! //			ReturnsManager returnsManager = new ReturnsManager(
! //				inSampleReturnIntervals , this.historicalQuoteProvider );
! //			this.bestWeightedPositionsInSample =
! //				(WeightedPositions)this.inSampleChooser.AnalyzeInSample(
! //					eligibleTickers , returnsManager );
! //
! //			this.notifyMessage( eligibleTickers );
! //			this.logOptimizationInfo( eligibleTickers );
! //		}
! //		private void updateOptimalWeightedPositions()
! //		{
! //			this.updateOptimalWeightedPositions_actually();
! //			this.lastOptimizationDateTime = this.now().DateTime;
! //			FixedLengthTwoPhasesLogItem logItem =
! //				new FixedLengthTwoPhasesLogItem( this.now() );
! //			logItem.BestWeightedPositionsInSample = this.bestWeightedPositionsInSample;
! ////				this.wFLagWeightedPositionsChooser.WFLagChosenPositions ,
! ////				this.wFLagWeightedPositionsChooser.GenerationWhenChosenPositionsWereFound ,
! ////				this.now().DateTime );
! ////			this.NewChosenPositions(
! ////				this , new WFLagNewChosenPositionsEventArgs(
! ////				wFLagLogItem ) );
! //		}
! //		public void OneHourAfterMarketCloseEventHandler(
! //			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! //		{
! //			if ( this.optimalWeightedPositionsAreToBeUpdated() )
! //				this.updateOptimalWeightedPositions();
! //		}
! //		#endregion OneHourAfterMarketCloseEventHandler
! 		
! //		public bool isInsampleOptimizationNeeded()
! //		{
! //			DateTime dateTimeForNextOptimization =
! //				this.lastOptimizationDateTime.AddDays(
! //				this.numDaysBetweenEachOtpimization );
! //			bool returnValue =
! //				( ( ( this.account.Portfolio.Count == 0 )
! //				&& ( ( this.lastOptimizationDateTime == DateTime.MinValue ) ) ) ||
! //				( this.now().DateTime >= dateTimeForNextOptimization ) );
! //			return returnValue;
! //		}
! //		private void updateReturnIntervals()
! //		{
! //			EndOfDayDateTime currentEndOfDayDateTime =
! //				this.account.EndOfDayTimer.GetCurrentTime();
! //			if ( this.returnIntervals.Count == 0 )
! //				// no interval has been added yet
! //				this.returnIntervals.AppendFirstInterval(
! //					currentEndOfDayDateTime );
! //			else
! //				// at least one interval has already been added
! //				if ( this.returnIntervals.LastEndOfDayDateTime.IsLessThanOrEqualTo(
! //					currentEndOfDayDateTime ) )
! //					this.returnIntervals.AppendIntervalsToGoJustBeyond(
! //						currentEndOfDayDateTime );
! //		}
! //		private EndOfDayDateTime now()
! //		{
! //			return this.account.EndOfDayTimer.GetCurrentTime();
! //		}
! //		private ReturnInterval lastIntervalAppended()
! //		{
! //			ReturnInterval lastInterval =
! //				this.returnIntervals[ this.returnIntervals.Count - 1 ];
! //			return lastInterval;
! //		}
  	}
  }