[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/AccountProviding IAccountProvider.cs, 1.1, 1.2 InteractiveBrokerAccountProvider.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/AccountProviding
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv13218/a2_Accounting/AccountProviding

Modified Files:
	IAccountProvider.cs InteractiveBrokerAccountProvider.cs 
Log Message:
The new revision moves toward an intraday enabled framework.

EndOfDayDate time has been removed, DateTime is used now. The code has been changed accordingly.

Index: InteractiveBrokerAccountProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/AccountProviding/InteractiveBrokerAccountProvider.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** InteractiveBrokerAccountProvider.cs	8 Apr 2008 21:49:14 -0000	1.2
--- InteractiveBrokerAccountProvider.cs	29 Sep 2008 21:13:10 -0000	1.3
***************
*** 3,7 ****
  
  InteractiveBrokerAccountProvider.cs
! Copyright (C) 2008 
  Marco Milletti
  
--- 3,7 ----
  
  InteractiveBrokerAccountProvider.cs
! Copyright (C) 2008
  Marco Milletti
  
***************
*** 19,23 ****
  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;
--- 19,23 ----
  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;
***************
*** 37,42 ****
  	/// with Interactive Broker for individual traders,
  	/// where commissions are managed and slippage can be simulated
! 	/// through a fixed percentage amount (on stock-price) 
! 	/// lost at each stock-transaction 
  	/// </summary>
  	public class InteractiveBrokerAccountProvider : IAccountProvider
--- 37,42 ----
  	/// with Interactive Broker for individual traders,
  	/// where commissions are managed and slippage can be simulated
! 	/// through a fixed percentage amount (on stock-price)
! 	/// lost at each stock-transaction
  	/// </summary>
  	public class InteractiveBrokerAccountProvider : IAccountProvider
***************
*** 52,56 ****
  		{
  			if( slippageFixedPercentage < 0.0 ||
! 			    slippageFixedPercentage > 100.0 )
  				throw new OutOfRangeException("slippageFixedPercentage", 0.0, 100.0);
  			
--- 52,56 ----
  		{
  			if( slippageFixedPercentage < 0.0 ||
! 			   slippageFixedPercentage > 100.0 )
  				throw new OutOfRangeException("slippageFixedPercentage", 0.0, 100.0);
  			
***************
*** 58,63 ****
  		}
  		
! 		private ISlippageManager getAccount_getSlippageManager(IEndOfDayTimer timer ,
! 							IHistoricalQuoteProvider historicalQuoteProvider)
  		{
  			ISlippageManager slippageManager;
--- 58,63 ----
  		}
  		
! 		private ISlippageManager getAccount_getSlippageManager(
! 			Timer timer , HistoricalMarketValueProvider historicalMarketValueProvider)
  		{
  			ISlippageManager slippageManager;
***************
*** 65,86 ****
  				slippageManager = new ZeroSlippageManager();
  			else//this.slippageFixedPercentage > 0.0
! 				slippageManager = new FixedPercentageSlippageManager( 
! 												    historicalQuoteProvider , timer ,
! 												    this.slippageFixedPercentage );
  			return slippageManager;
  		}
  		
! 		public Account GetAccount( IEndOfDayTimer timer ,
! 							IHistoricalQuoteProvider historicalQuoteProvider )
  		{
! 			Account account = 
! 				new Account( "IBAccount" , timer ,
! 										new HistoricalEndOfDayDataStreamer( timer ,
! 												historicalQuoteProvider ) ,
! 										new HistoricalEndOfDayOrderExecutor( timer ,
! 												historicalQuoteProvider , 
! 											  this.getAccount_getSlippageManager(
! 													timer , historicalQuoteProvider ) ),
! 				            new IBCommissionManager() );
  			return account;
  		}
--- 65,87 ----
  				slippageManager = new ZeroSlippageManager();
  			else//this.slippageFixedPercentage > 0.0
! 				slippageManager = new FixedPercentageSlippageManager(
! 					historicalMarketValueProvider , timer ,
! 					this.slippageFixedPercentage );
  			return slippageManager;
  		}
  		
! 		public Account GetAccount(
! 			Timer timer , HistoricalMarketValueProvider historicalMarketValueProvider )
  		{
! 			Account account =
! 				new Account(
! 					"IBAccount" , timer ,
! 					new HistoricalEndOfDayDataStreamer(
! 						timer , historicalMarketValueProvider ) ,
! 					new HistoricalEndOfDayOrderExecutor(
! 						timer , historicalMarketValueProvider ,
! 						this.getAccount_getSlippageManager(
! 							timer , historicalMarketValueProvider ) ),
! 					new IBCommissionManager() );
  			return account;
  		}

Index: IAccountProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/AccountProviding/IAccountProvider.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** IAccountProvider.cs	12 Mar 2008 21:54:41 -0000	1.1
--- IAccountProvider.cs	29 Sep 2008 21:13:10 -0000	1.2
***************
*** 3,7 ****
  
  IAccountProvider.cs
! Copyright (C) 2008 
  Marco Milletti
  
--- 3,7 ----
  
  IAccountProvider.cs
! Copyright (C) 2008
  Marco Milletti
  
***************
*** 19,23 ****
  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;
--- 19,23 ----
  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;
***************
*** 46,51 ****
  		/// <param name="endOfDayDateTime">end of day date time for the market evaluation</param>
  		/// <returns></returns>
!     Account GetAccount( IEndOfDayTimer timer ,
! 												IHistoricalQuoteProvider historicalQuoteProvider );
  	}
  }
--- 46,52 ----
  		/// <param name="endOfDayDateTime">end of day date time for the market evaluation</param>
  		/// <returns></returns>
! 		Account GetAccount(
! 			Timer timer ,
! 			HistoricalMarketValueProvider historicalMarketValueProvider );
  	}
  }