[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering Order.cs, 1.3, 1.4 Ord
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From: Glauco S. <gla...@us...> - 2008-09-29 21:15:25
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv14390/a3_Ordering Modified Files: Order.cs OrderFilledEventArgs.cs OrderManager.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: Order.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/Order.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** Order.cs 30 Jan 2005 19:57:38 -0000 1.3 --- Order.cs 29 Sep 2008 21:15:06 -0000 1.4 *************** *** 39,43 **** private Instrument instrument; private long quantity; ! private EndOfDayDateTime endOfDayDateTime; public OrderType Type --- 39,43 ---- private Instrument instrument; private long quantity; ! private DateTime dateTime; public OrderType Type *************** *** 59,66 **** } ! public EndOfDayDateTime EndOfDayDateTime { ! get { return endOfDayDateTime; } ! set { endOfDayDateTime=value; } } --- 59,66 ---- } ! public DateTime DateTime { ! get { return this.dateTime; } ! set { this.dateTime = value; } } *************** *** 83,90 **** } public Order( OrderType orderType , Instrument instrument , ! long quantity , EndOfDayDateTime endOfDayDateTime ) { this.order( orderType , instrument , quantity ); ! this.endOfDayDateTime = endOfDayDateTime; } } --- 83,90 ---- } public Order( OrderType orderType , Instrument instrument , ! long quantity , DateTime dateTime ) { this.order( orderType , instrument , quantity ); ! this.dateTime = dateTime; } } Index: OrderFilledEventArgs.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/OrderFilledEventArgs.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** OrderFilledEventArgs.cs 29 Nov 2004 15:06:29 -0000 1.1 --- OrderFilledEventArgs.cs 29 Sep 2008 21:15:06 -0000 1.2 *************** *** 3,7 **** NewTransactionEventArgs.cs ! Copyright (C) 2003 Glauco Siliprandi --- 3,7 ---- NewTransactionEventArgs.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; using System.Data; --- 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; using System.Data; *************** *** 36,40 **** { private Order order; ! private EndOfDayTransaction endOfDayTransaction; public Order Order --- 36,40 ---- { private Order order; ! private TimedTransaction timedTransaction; public Order Order *************** *** 44,58 **** } ! public EndOfDayTransaction EndOfDayTransaction { ! get { return this.endOfDayTransaction; } ! set { this.endOfDayTransaction = value; } } ! public OrderFilledEventArgs( Order order , EndOfDayTransaction endOfDayTransaction ) ! { ! this.order = order; ! this.endOfDayTransaction = endOfDayTransaction; ! } ! } } --- 44,59 ---- } ! public TimedTransaction TimedTransaction { ! get { return this.timedTransaction; } ! set { this.timedTransaction = value; } } ! public OrderFilledEventArgs( ! Order order , TimedTransaction timedTransaction ) ! { ! this.order = order; ! this.timedTransaction = timedTransaction; ! } ! } } Index: OrderManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/OrderManager.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** OrderManager.cs 6 Feb 2005 18:20:22 -0000 1.5 --- OrderManager.cs 29 Sep 2008 21:15:06 -0000 1.6 *************** *** 75,88 **** } ! public EndOfDayTransaction GetTransaction( Order order , IDataStreamer dataStreamer ) { double instrumentPrice = dataStreamer.GetCurrentBid( order.Instrument.Key ); ! EndOfDayTransaction transaction = new EndOfDayTransaction( ! getTransactionType( order ) , order.Instrument , ! order.Quantity , instrumentPrice , ! order.EndOfDayDateTime ); ! return transaction; } #endregion --- 75,90 ---- } ! public TimedTransaction GetTimedTransaction( Order order , IDataStreamer dataStreamer ) { double instrumentPrice = dataStreamer.GetCurrentBid( order.Instrument.Key ); ! TimedTransaction timedTransaction = new TimedTransaction( ! getTransactionType( order ) , ! order.Instrument , ! order.Quantity , ! instrumentPrice , ! order.DateTime ); ! return timedTransaction; } #endregion *************** *** 93,97 **** TransactionHistory transactionHistory = new TransactionHistory(); foreach (Order order in orders) ! transactionHistory.Add( this.GetTransaction( order , dataStreamer ) ); return transactionHistory; --- 95,99 ---- TransactionHistory transactionHistory = new TransactionHistory(); foreach (Order order in orders) ! transactionHistory.Add( this.GetTimedTransaction( order , dataStreamer ) ); return transactionHistory; |