[Quantproject-developers] QuantProject/b4_Business/a3_Testing Tester.cs, 1.8, 1.9

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Update of /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv14019

Modified Files:
	Tester.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: Tester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing/Tester.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** Tester.cs	6 Feb 2005 18:23:30 -0000	1.8
--- Tester.cs	29 Sep 2008 21:14:36 -0000	1.9
***************
*** 3,7 ****

  Tester.cs
! Copyright (C) 2003 
  Glauco Siliprandi

--- 3,7 ----

  Tester.cs
! Copyright (C) 2003
  Glauco Siliprandi

***************
*** 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;
***************
*** 42,125 ****
  	public class Tester : BackTester
  	{
!     private TestWindow testWindow;
!     private OrderManager orderManager = new OrderManager();
!     private double initialCash = 0.0;
  		private IDataStreamer dataStreamer;
!     //private TestResults testResults;

!     public OrderManager OrderManager
!     {
!       get { return orderManager; }
!       set { orderManager = value; }
!     }

!     public Tester(TestWindow testWindow , TradingSystems tradingSystems , double initialCash ,
! 			IDataStreamer dataStreamer )
  		{
  			this.testWindow = testWindow;
  			this.dataStreamer = dataStreamer;
  			this.TradingSystems = tradingSystems;
!       this.initialCash = initialCash;
!       this.Account.AddCash( new EndOfDayDateTime( testWindow.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ,
!         initialCash );
  		}

!     public override double Objective()
!     {
!       this.Account.Clear();
!       this.Account.AddCash( new EndOfDayDateTime( testWindow.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ,
!         initialCash );
!       this.Test();
!       return - this.Account.GetFitnessValue();
!     }

!     #region "Test"
!     private void initializeTradingSystems()
!     {
!       foreach (TradingSystem tradingSystem in this.TradingSystems)
!       {
!         tradingSystem.Parameters = this.Parameters;
!         tradingSystem.TestStartDateTime = this.testWindow.StartDateTime;
!         tradingSystem.InitializeData();
!       }
!     }
!     private void handleCurrentSignal( Signal signal , IDataStreamer dataStreamer )
!     {
!       Orders orders = this.Account.AccountStrategy.GetOrders( signal , dataStreamer );
!       foreach (Order order in orders )
!       {
!         EndOfDayTransaction transaction = this.OrderManager.GetTransaction( order ,
! 					dataStreamer );
!         this.Account.Add( transaction );
!         //Debug.WriteLine( account.ToString( dateTime ) );
!       }
!     }
!     private void testCurrentDateForTradingSystem( TradingSystem tradingSystem ,
!       ExtendedDateTime extendedDateTime , IDataStreamer dataStreamer )
!     {
!       Signals signals = tradingSystem.GetSignals( extendedDateTime );
!       foreach (Signal signal in signals)
!         handleCurrentSignal( signal , dataStreamer );
!     }
!     private void testCurrentExtendedDateTime( ExtendedDateTime extendedDateTime ,
! 			IDataStreamer dataStreamer )
!     {
!       foreach (TradingSystem tradingSystem in this.TradingSystems)
!         testCurrentDateForTradingSystem( tradingSystem , extendedDateTime ,dataStreamer );
!     }
!     public override void Test()
!     {
!       DateTime dateTime = this.testWindow.StartDateTime;
!       initializeTradingSystems();
!       while (dateTime <= this.testWindow.EndDateTime)
!       {
!         testCurrentExtendedDateTime( new ExtendedDateTime( dateTime , BarComponent.Open ) ,
! 					dataStreamer );
!         testCurrentExtendedDateTime( new ExtendedDateTime( dateTime , BarComponent.Close ) ,
! 					dataStreamer );
!         dateTime = dateTime.AddDays( 1 );
!       }
!     }
!     #endregion
  	}
  }
--- 42,138 ----
  	public class Tester : BackTester
  	{
! 		private TestWindow testWindow;
! 		private OrderManager orderManager = new OrderManager();
! 		private double initialCash = 0.0;
  		private IDataStreamer dataStreamer;
! 		//private TestResults testResults;

! 		public OrderManager OrderManager
! 		{
! 			get { return orderManager; }
! 			set { orderManager = value; }
! 		}

! 		public Tester(TestWindow testWindow , TradingSystems tradingSystems , double initialCash ,
! 		              IDataStreamer dataStreamer )
  		{
  			this.testWindow = testWindow;
  			this.dataStreamer = dataStreamer;
  			this.TradingSystems = tradingSystems;
! 			this.initialCash = initialCash;
! 			this.Account.AddCash(
! 				HistoricalEndOfDayTimer.GetMarketOpen( this.testWindow.StartDateTime ) ,
! 				this.initialCash );
! 			//      this.Account.AddCash( new EndOfDayDateTime( testWindow.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ,
! 			//        initialCash );
  		}

! 		public override double Objective()
! 		{
! 			this.Account.Clear();
! 			this.Account.AddCash(
! 				HistoricalEndOfDayTimer.GetMarketOpen( this.testWindow.StartDateTime ) ,
! 				this.initialCash );
! //				new EndOfDayDateTime( testWindow.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ,
! //			                     initialCash );
! //			this.Account.AddCash( new EndOfDayDateTime( testWindow.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ,
! //			                     initialCash );
! 			this.Test();
! 			return - this.Account.GetFitnessValue();
! 		}

! 		#region "Test"
! 		private void initializeTradingSystems()
! 		{
! 			foreach (TradingSystem tradingSystem in this.TradingSystems)
! 			{
! 				tradingSystem.Parameters = this.Parameters;
! 				tradingSystem.TestStartDateTime = this.testWindow.StartDateTime;
! 				tradingSystem.InitializeData();
! 			}
! 		}
! 		private void handleCurrentSignal( Signal signal , IDataStreamer dataStreamer )
! 		{
! 			Orders orders = this.Account.AccountStrategy.GetOrders( signal , dataStreamer );
! 			foreach (Order order in orders )
! 			{
! 				TimedTransaction timedTransaction =
! 					this.OrderManager.GetTimedTransaction(
! 						order , dataStreamer );
! 				this.Account.Add( timedTransaction );
! 				//Debug.WriteLine( account.ToString( dateTime ) );
! 			}
! 		}
! 		private void testCurrentDateForTradingSystem( TradingSystem tradingSystem ,
! 		                                             DateTime dateTime , IDataStreamer dataStreamer )
! 		{
! 			Signals signals = tradingSystem.GetSignals( dateTime );
! 			foreach (Signal signal in signals)
! 				handleCurrentSignal( signal , dataStreamer );
! 		}
! 		private void testCurrentDateTime( DateTime dateTime ,
! 		                                         IDataStreamer dataStreamer )
! 		{
! 			foreach (TradingSystem tradingSystem in this.TradingSystems)
! 				testCurrentDateForTradingSystem( tradingSystem , dateTime ,dataStreamer );
! 		}
! 		public override void Test()
! 		{
! 			DateTime dateTime = this.testWindow.StartDateTime;
! 			initializeTradingSystems();
! 			while ( dateTime <= this.testWindow.EndDateTime )
! 			{
! 				this.testCurrentDateTime(
! 					HistoricalEndOfDayTimer.GetMarketOpen( dateTime ) , this.dataStreamer );
! 				this.testCurrentDateTime(
! 					HistoricalEndOfDayTimer.GetMarketClose( dateTime ) , this.dataStreamer );
! //				testCurrentDateTime( new ExtendedDateTime( dateTime , BarComponent.Open ) ,
! //				                            dataStreamer );
! //				testCurrentDateTime( new ExtendedDateTime( dateTime , BarComponent.Close ) ,
! //				                            dataStreamer );
! 				dateTime = dateTime.AddDays( 1 );
! 			}
! 		}
! 		#endregion
  	}
  }