[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/ShortTest EndOfDayTimerHandler.cs, 1.1, 1.2 RunShortTest.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/ShortTest
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv15980/ShortTest

Modified Files:
	EndOfDayTimerHandler.cs RunShortTest.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: RunShortTest.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/ShortTest/RunShortTest.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunShortTest.cs	20 Feb 2005 00:05:11 -0000	1.1
--- RunShortTest.cs	29 Sep 2008 21:17:09 -0000	1.2
***************
*** 3,7 ****
  
  RunShortTest.cs
! Copyright (C) 2003 
  Glauco Siliprandi
  
--- 3,7 ----
  
  RunShortTest.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;
***************
*** 42,46 ****
  		private DateTime endDateTime = new DateTime( 2000 , 12 , 31 );
  		private Account account;
! 		private IHistoricalQuoteProvider historicalQuoteProvider =
  			new HistoricalAdjustedQuoteProvider();
  		/// <summary>
--- 42,46 ----
  		private DateTime endDateTime = new DateTime( 2000 , 12 , 31 );
  		private Account account;
! 		private HistoricalMarketValueProvider historicalMarketValueProvider =
  			new HistoricalAdjustedQuoteProvider();
  		/// <summary>
***************
*** 54,59 ****
  			HistoricalEndOfDayTimer historicalEndOfDayTimer =
  				new IndexBasedEndOfDayTimer(
! 				new EndOfDayDateTime( this.startDateTime ,
! 				EndOfDaySpecificTime.MarketOpen ) , "MSFT" );
  			//			this.account = new Account( "MSFT" , historicalEndOfDayTimer ,
  			//				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
--- 54,61 ----
  			HistoricalEndOfDayTimer historicalEndOfDayTimer =
  				new IndexBasedEndOfDayTimer(
! 					HistoricalEndOfDayTimer.GetMarketOpen( this.startDateTime ) ,
! //				new EndOfDayDateTime( this.startDateTime ,
! //				EndOfDaySpecificTime.MarketOpen ) ,
! 					"MSFT" );
  			//			this.account = new Account( "MSFT" , historicalEndOfDayTimer ,
  			//				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
***************
*** 63,80 ****
  			//				new IBCommissionManager() );
  			this.account = new Account( "MSFT" , historicalEndOfDayTimer ,
! 				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
! 				this.historicalQuoteProvider ) ,
! 				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
! 				this.historicalQuoteProvider ) );
! 			EndOfDayTimerHandler EndOfDayTimerHandler =
  				new EndOfDayTimerHandler( this.account , endDateTime );
! 			historicalEndOfDayTimer.MarketOpen += new MarketOpenEventHandler(
! 				EndOfDayTimerHandler.MarketOpenEventHandler );
! 			historicalEndOfDayTimer.MarketClose += new MarketCloseEventHandler(
! 				EndOfDayTimerHandler.MarketCloseEventHandler );
! 			this.account.EndOfDayTimer.Start();
! 			Report report = new Report( this.account , this.historicalQuoteProvider );
! 			report.Show( "WFT One Rank" , 1 ,
! 				new EndOfDayDateTime( this.endDateTime , EndOfDaySpecificTime.MarketClose ) ,
  				"MSFT" );
  		}
--- 65,87 ----
  			//				new IBCommissionManager() );
  			this.account = new Account( "MSFT" , historicalEndOfDayTimer ,
! 			                           new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
! 			                                                              this.historicalMarketValueProvider ) ,
! 			                           new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
! 			                                                               this.historicalMarketValueProvider ) );
! 			EndOfDayTimerHandler endOfDayTimerHandler =
  				new EndOfDayTimerHandler( this.account , endDateTime );
! 			historicalEndOfDayTimer.NewDateTime +=
! 				new NewDateTimeEventHandler( endOfDayTimerHandler.NewDateTimeEventHandler );
! 
! //			historicalEndOfDayTimer.MarketOpen += new MarketOpenEventHandler(
! //				endOfDayTimerHandler.MarketOpenEventHandler );
! //			historicalEndOfDayTimer.MarketClose += new MarketCloseEventHandler(
! //				endOfDayTimerHandler.MarketCloseEventHandler );
! 			this.account.Timer.Start();
! 			Report report = new Report( this.account , this.historicalMarketValueProvider );
! 			report.Show(
! 				"WFT One Rank" , 1 ,
! 				HistoricalEndOfDayTimer.GetMarketClose(	this.endDateTime ) ,
! //					new EndOfDayDateTime( this.endDateTime , EndOfDaySpecificTime.MarketClose ) ,
  				"MSFT" );
  		}

Index: EndOfDayTimerHandler.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/ShortTest/EndOfDayTimerHandler.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EndOfDayTimerHandler.cs	20 Feb 2005 00:05:11 -0000	1.1
--- EndOfDayTimerHandler.cs	29 Sep 2008 21:17:08 -0000	1.2
***************
*** 3,7 ****
  
  EndOfDayTimerHandler.cs
! Copyright (C) 2003 
  Glauco Siliprandi
  
--- 3,7 ----
  
  EndOfDayTimerHandler.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.Collections;
--- 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.Collections;
***************
*** 36,40 ****
  	/// Short Test core strategy
  	/// </summary>
! 	public class EndOfDayTimerHandler
  	{
  
--- 36,41 ----
  	/// Short Test core strategy
  	/// </summary>
! 	public class EndOfDayTimerHandler :
! 		QuantProject.Business.Strategies.EndOfDayTimerHandler
  	{
  
***************
*** 58,62 ****
  		/// best performing ticker calculation</param>
  		public EndOfDayTimerHandler( Account account ,
! 			DateTime endDateTime )
  		{
  			this.account = account;
--- 59,63 ----
  		/// best performing ticker calculation</param>
  		public EndOfDayTimerHandler( Account account ,
! 		                            DateTime endDateTime )
  		{
  			this.account = account;
***************
*** 68,86 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			this.account.AddOrder( new Order( OrderType.MarketSellShort ,
! 				new Instrument( "MSFT" ) , 100 ) );
  		}
! 		public void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			this.account.ClosePosition( "MSFT" );
! 			if ( this.account.EndOfDayTimer.GetCurrentTime().DateTime >
! 				this.endDateTime )
! 				this.account.EndOfDayTimer.Stop();
  
  		}
  	}
  }
--- 69,95 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			this.account.AddOrder( new Order( OrderType.MarketSellShort ,
! 			                                 new Instrument( "MSFT" ) , 100 ) );
  		}
! 		protected override void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			this.account.ClosePosition( "MSFT" );
! 			if ( this.account.Timer.GetCurrentDateTime() >
! 			    this.endDateTime )
! 				this.account.Timer.Stop();
  
  		}
+ 		protected override void oneHourAfterMarketCloseEventHandler(
+ 			Object sender , DateTime dateTime )
+ 		{
+ 			this.account.ClosePosition( "MSFT" );
+ 			if ( this.account.Timer.GetCurrentDateTime() >
+ 			    this.endDateTime )
+ 				this.account.Timer.Stop();
+ 		}
  	}
  }