[Quantproject-developers] QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/DoubleOverReaction_WeekEndBounce EndOfDayTimerHandlerDOR_WeekEndBounce.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/DoubleOverReaction_WeekEndBounce
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv15309/ArbitrageTesting/OverReactionHypothesis/DoubleOverReaction_WeekEndBounce

Modified Files:
	EndOfDayTimerHandlerDOR_WeekEndBounce.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: EndOfDayTimerHandlerDOR_WeekEndBounce.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/DoubleOverReaction_WeekEndBounce/EndOfDayTimerHandlerDOR_WeekEndBounce.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** EndOfDayTimerHandlerDOR_WeekEndBounce.cs	19 Aug 2008 17:11:28 -0000	1.2
--- EndOfDayTimerHandlerDOR_WeekEndBounce.cs	29 Sep 2008 21:16:12 -0000	1.3
***************
*** 31,35 ****
  using QuantProject.Business.Strategies;
  using QuantProject.Data;
! using QuantProject.Data.DataProviders;
  using QuantProject.Data.Selectors;
  
--- 31,35 ----
  using QuantProject.Business.Strategies;
  using QuantProject.Data;
! using QuantProject.Data.DataProviders.Quotes;
  using QuantProject.Data.Selectors;
  
***************
*** 43,52 ****
  	/// </summary>
  	[Serializable]
! 	public class EndOfDayTimerHandlerDOR_WeekEndBounce
  	{
  		private string tickerGroupID;
  		private int numberOfEligibleTickers;
  		private string benchmark;
! 		private Account account;
  		private int numOfWorstTickers;
  		private int numOfBestTickers;
--- 43,52 ----
  	/// </summary>
  	[Serializable]
! 	public class EndOfDayTimerHandlerDOR_WeekEndBounce : EndOfDayStrategy
  	{
  		private string tickerGroupID;
  		private int numberOfEligibleTickers;
  		private string benchmark;
! //		private Account account;
  		private int numOfWorstTickers;
  		private int numOfBestTickers;
***************
*** 143,157 ****
  		private double setChosenTickers_getGainOrLossFromPreviousClose(string signedTicker)
  		{
! 			IndexBasedEndOfDayTimer currentTimer = (IndexBasedEndOfDayTimer)this.account.EndOfDayTimer;
! 			ExtendedDateTime nowAtOpen =
! 				new ExtendedDateTime(currentTimer.GetCurrentTime().DateTime,
! 				                     BarComponent.Open);
! 			ExtendedDateTime previousClose =
! 				new ExtendedDateTime(currentTimer.GetPreviousDateTime(),
! 				                     BarComponent.Close);
  			double currentValueAtOpen =
! 				HistoricalDataProvider.GetAdjustedMarketValue(SignedTicker.GetTicker(signedTicker), nowAtOpen);
  			double previousValueAtClose =
! 				HistoricalDataProvider.GetAdjustedMarketValue(SignedTicker.GetTicker(signedTicker), previousClose);
  			
  			return (currentValueAtOpen - previousValueAtClose) / previousValueAtClose;
--- 143,163 ----
  		private double setChosenTickers_getGainOrLossFromPreviousClose(string signedTicker)
  		{
! 			IndexBasedEndOfDayTimer currentTimer = (IndexBasedEndOfDayTimer)this.account.Timer;
! 			DateTime nowAtOpen =
! 				HistoricalEndOfDayTimer.GetMarketOpen( currentTimer.GetCurrentDateTime() );
! //				new ExtendedDateTime(currentTimer.GetCurrentTime().DateTime,
! //				                     BarComponent.Open);
! 			DateTime previousClose =
! 				HistoricalEndOfDayTimer.GetMarketClose( currentTimer.GetPreviousDateTime() );
! //				new ExtendedDateTime(currentTimer.GetPreviousDateTime(),
! //				                     BarComponent.Close);
  			double currentValueAtOpen =
! 				HistoricalQuotesProvider.GetAdjustedMarketValue(
! 					SignedTicker.GetTicker(signedTicker),
! 					nowAtOpen , MarketStatusSwitch.Open );
  			double previousValueAtClose =
! 				HistoricalQuotesProvider.GetAdjustedMarketValue(
! 					SignedTicker.GetTicker(signedTicker),
! 					previousClose , MarketStatusSwitch.Close );
  			
  			return (currentValueAtOpen - previousValueAtClose) / previousValueAtClose;
***************
*** 221,226 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			if(this.orders.Count == 0 && this.account.Transactions.Count == 0)
--- 227,232 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			if(this.orders.Count == 0 && this.account.Transactions.Count == 0)
***************
*** 228,235 ****
  			
  			if (  (this.account.Portfolio.Count == 0 &&
! 			       endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek ==
  			       DayOfWeek.Monday) ||
  			    (this.account.Portfolio.Count == 0 &&
! 			     endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek ==
  			     DayOfWeek.Tuesday)  )
  			{
--- 234,241 ----
  			
  			if (  (this.account.Portfolio.Count == 0 &&
! 			       dateTime.DayOfWeek ==
  			       DayOfWeek.Monday) ||
  			    (this.account.Portfolio.Count == 0 &&
! 			     dateTime.DayOfWeek ==
  			     DayOfWeek.Tuesday)  )
  			{
***************
*** 244,252 ****
  					this.openPositions(this.chosenTickers);
  			}
! 			else if (endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek ==
  			         DayOfWeek.Wednesday ||
! 			         endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek ==
  			         DayOfWeek.Thursday ||
! 			         endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek ==
  			         DayOfWeek.Friday)
  				this.closePositions();
--- 250,258 ----
  					this.openPositions(this.chosenTickers);
  			}
! 			else if (dateTime.DayOfWeek ==
  			         DayOfWeek.Wednesday ||
! 			         dateTime.DayOfWeek ==
  			         DayOfWeek.Thursday ||
! 			         dateTime.DayOfWeek ==
  			         DayOfWeek.Friday)
  				this.closePositions();
***************
*** 255,265 ****
  		#endregion
  		
! 		public void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			
  		}
  
! 		#region OneHourAfterMarketCloseEventHandler
  		
  		private void oneHourAfterMarketCloseEventHandler_clear()
--- 261,271 ----
  		#endregion
  		
! 		protected override void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			
  		}
  
! 		#region oneHourAfterMarketCloseEventHandler
  		
  		private void oneHourAfterMarketCloseEventHandler_clear()
***************
*** 279,292 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public void OneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			this.oneHourAfterMarketCloseEventHandler_clear();
  			
! 			if (	endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek ==
  			    DayOfWeek.Friday &&
  			    (	(IndexBasedEndOfDayTimer)sender ).CurrentDateArrayPosition >= this.lengthInDaysForPerformance 	 )
  			{
! 				DateTime currentDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime;
  				int currentDateArrayPositionInTimer = ((IndexBasedEndOfDayTimer)sender).CurrentDateArrayPosition;
  				SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
--- 285,298 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void oneHourAfterMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			this.oneHourAfterMarketCloseEventHandler_clear();
  			
! 			if (	dateTime.DayOfWeek ==
  			    DayOfWeek.Friday &&
  			    (	(IndexBasedEndOfDayTimer)sender ).CurrentDateArrayPosition >= this.lengthInDaysForPerformance 	 )
  			{
! 				DateTime currentDate = dateTime;
  				int currentDateArrayPositionInTimer = ((IndexBasedEndOfDayTimer)sender).CurrentDateArrayPosition;
  				SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,