[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCount

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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16104/Oscillators/ExtremeCounterTrend

Modified Files:
	EndOfDayTimerHandlerECT.cs GenomeManagerECT.cs 
	RunExtremeCounterTrend.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: EndOfDayTimerHandlerECT.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend/EndOfDayTimerHandlerECT.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** EndOfDayTimerHandlerECT.cs	19 Aug 2008 17:11:28 -0000	1.9
--- EndOfDayTimerHandlerECT.cs	29 Sep 2008 21:17:25 -0000	1.10
***************
*** 48,52 ****
  	/// </summary>
  	[Serializable]
! 	public class EndOfDayTimerHandlerECT : EndOfDayTimerHandler
  	{
  		private int numDaysForReturnCalculation;
--- 48,53 ----
  	/// </summary>
  	[Serializable]
! 	public class EndOfDayTimerHandlerECT :		
! 		QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios.EndOfDayTimerHandler
  	{
  		private int numDaysForReturnCalculation;
***************
*** 82,87 ****
  		}

! 		public override void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			;
--- 83,88 ----
  		}

! 		protected override void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			;
***************
*** 89,93 ****

! 		#region MarketCloseEventHandler

  		protected void marketCloseEventHandler_updateStopLossCondition()
--- 90,94 ----

! 		#region marketCloseEventHandler

  		protected void marketCloseEventHandler_updateStopLossCondition()
***************
*** 115,125 ****
  				DateTime finalDateForHalfPeriod =
  					(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
! 				ReturnsManager returnsManager = new ReturnsManager(new CloseToCloseIntervals(
! 					new EndOfDayDateTime(initialDateForHalfPeriod,
! 					                     EndOfDaySpecificTime.MarketClose) ,
! 					new EndOfDayDateTime(finalDateForHalfPeriod,
! 					                     EndOfDaySpecificTime.MarketClose) ,
! 					this.benchmark , this.numDaysForReturnCalculation ) ,
! 				                                                   new HistoricalAdjustedQuoteProvider() );
  				returnValue = this.chosenWeightedPositions.GetReturn(0,returnsManager);
  			}
--- 116,130 ----
  				DateTime finalDateForHalfPeriod =
  					(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
! 				ReturnsManager returnsManager = new ReturnsManager(
! 					new CloseToCloseIntervals(
! 						HistoricalEndOfDayTimer.GetMarketClose( initialDateForHalfPeriod ) ,
! 						HistoricalEndOfDayTimer.GetMarketClose( finalDateForHalfPeriod ) ,
! //					new EndOfDayDateTime(initialDateForHalfPeriod,
! //					                     EndOfDaySpecificTime.MarketClose) ,
! //					new EndOfDayDateTime(finalDateForHalfPeriod,
! //					                     EndOfDaySpecificTime.MarketClose) ,
! 						this.benchmark ,
! 						this.numDaysForReturnCalculation ) ,
! 					new HistoricalAdjustedQuoteProvider() );
  				returnValue = this.chosenWeightedPositions.GetReturn(0,returnsManager);
  			}
***************
*** 172,177 ****
  		}

! 		public override void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			if(this.account.Portfolio.Count > 0)
--- 177,181 ----
  		}

! 		protected override void marketCloseEventHandler( Object sender , DateTime dateTime )
  		{
  			if(this.account.Portfolio.Count > 0)
***************
*** 190,194 ****
  		#endregion

! 		#region OneHourAfterMarketCloseEventHandler

--- 194,198 ----
  		#endregion

! 		#region oneHourAfterMarketCloseEventHandler

***************
*** 298,305 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public override void OneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
! 			this.lastCloseDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime;
  			this.seedForRandomGenerator++;
  			this.numDaysElapsedSinceLastOptimization++;
--- 302,309 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void oneHourAfterMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
! 			this.lastCloseDate = dateTime;
  			this.seedForRandomGenerator++;
  			this.numDaysElapsedSinceLastOptimization++;
***************
*** 309,313 ****
  				//it is the first close (OLD IMPLEMENTATION)
  			{
! 				this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, true);
  				//sets tickers to be chosen next Market Close event
  				this.numDaysElapsedSinceLastOptimization = 0;
--- 313,317 ----
  				//it is the first close (OLD IMPLEMENTATION)
  			{
! 				this.setTickers(dateTime, true);
  				//sets tickers to be chosen next Market Close event
  				this.numDaysElapsedSinceLastOptimization = 0;

Index: GenomeManagerECT.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend/GenomeManagerECT.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** GenomeManagerECT.cs	14 Jan 2008 23:38:36 -0000	1.5
--- GenomeManagerECT.cs	29 Sep 2008 21:17:25 -0000	1.6
***************
*** 73,84 ****
      private void setReturnsManager()
      {
! 			EndOfDayDateTime firstEndOfDayDateTime =
! 				new EndOfDayDateTime(firstQuoteDate, EndOfDaySpecificTime.MarketClose);
! 			EndOfDayDateTime lastEndOfDayDateTime =
! 				new EndOfDayDateTime(lastQuoteDate, EndOfDaySpecificTime.MarketClose);
  			this.returnsManager =
  				 new ReturnsManager( new CloseToCloseIntervals(
! 																 firstEndOfDayDateTime, 
! 																 lastEndOfDayDateTime, 
  																 this.benchmark,
  																 this.numDaysForReturnCalculation) ,
--- 73,86 ----
      private void setReturnsManager()
      {
! 			DateTime firstDateTime =
! 				HistoricalEndOfDayTimer.GetMarketClose( firstQuoteDate );
! //				new EndOfDayDateTime(firstQuoteDate, EndOfDaySpecificTime.MarketClose);
! 			DateTime lastDateTime =
! 				HistoricalEndOfDayTimer.GetMarketClose( lastQuoteDate );
! //				new EndOfDayDateTime(lastQuoteDate, EndOfDaySpecificTime.MarketClose);
  			this.returnsManager =
  				 new ReturnsManager( new CloseToCloseIntervals(
! 																 firstDateTime, 
! 																 lastDateTime, 
  																 this.benchmark,
  																 this.numDaysForReturnCalculation) ,
***************
*** 110,117 ****
      protected override float[] getStrategyReturns()
  		{
! 			EndOfDayDateTime firstEndOfDayDateTime =
! 				new EndOfDayDateTime(firstQuoteDate, EndOfDaySpecificTime.MarketClose);
! 			EndOfDayDateTime lastEndOfDayDateTime =
! 				new EndOfDayDateTime(lastQuoteDate, EndOfDaySpecificTime.MarketClose);
  	  	float[] plainReturns = this.weightedPositionsFromGenome.GetReturns(
                							 this.returnsManager);
--- 112,121 ----
      protected override float[] getStrategyReturns()
  		{
! 			DateTime firstDateTime =
! 				HistoricalEndOfDayTimer.GetMarketClose( firstQuoteDate );
! //				new EndOfDayDateTime(firstQuoteDate, EndOfDaySpecificTime.MarketClose);
! 			DateTime lastDateTime =
! 				HistoricalEndOfDayTimer.GetMarketClose( lastQuoteDate );
! //				new EndOfDayDateTime(lastQuoteDate, EndOfDaySpecificTime.MarketClose);
  	  	float[] plainReturns = this.weightedPositionsFromGenome.GetReturns(
                							 this.returnsManager);

Index: RunExtremeCounterTrend.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend/RunExtremeCounterTrend.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** RunExtremeCounterTrend.cs	19 Aug 2008 17:13:06 -0000	1.5
--- RunExtremeCounterTrend.cs	29 Sep 2008 21:17:25 -0000	1.6
***************
*** 95,99 ****
      protected override void run_initializeHistoricalQuoteProvider()
      {
!     	this.historicalQuoteProvider = new HistoricalAdjustedQuoteProvider();
      }

--- 95,99 ----
      protected override void run_initializeHistoricalQuoteProvider()
      {
!     	this.historicalMarketValueProvider = new HistoricalAdjustedQuoteProvider();
      }

***************
*** 101,115 ****
      {

!       this.endOfDayTimer.MarketClose +=
!         new MarketCloseEventHandler(
!         this.endOfDayTimerHandler.MarketCloseEventHandler);
!       
!       this.endOfDayTimer.MarketClose +=
!         new MarketCloseEventHandler(
!         this.checkDateForReport);
!       
!       this.endOfDayTimer.OneHourAfterMarketClose += 
!       	new OneHourAfterMarketCloseEventHandler(
!       	   this.endOfDayTimerHandler.OneHourAfterMarketCloseEventHandler);
      }

--- 101,120 ----
      {

! 			this.endOfDayTimer.NewDateTime +=
! 				new NewDateTimeEventHandler( this.endOfDayTimerHandler.NewDateTimeEventHandler );
! 			this.endOfDayTimer.NewDateTime +=
! 				new NewDateTimeEventHandler( this.checkDateForReport );
! 
! //			this.endOfDayTimer.MarketClose +=
! //        new MarketCloseEventHandler(
! //        this.endOfDayTimerHandler.MarketCloseEventHandler);
! //      
! //      this.endOfDayTimer.MarketClose +=
! //        new MarketCloseEventHandler(
! //        this.checkDateForReport);
! //      
! //      this.endOfDayTimer.OneHourAfterMarketClose += 
! //      	new OneHourAfterMarketCloseEventHandler(
! //      	   this.endOfDayTimerHandler.OneHourAfterMarketCloseEventHandler);
      }

***************
*** 134,138 ****
        //default report with numIntervalDays = 1
        AccountReport accountReport = this.account.CreateReport(fileName,1,
!                                     		this.endOfDayTimer.GetCurrentTime(),
                                      		this.benchmark,
                                          new HistoricalAdjustedQuoteProvider());
--- 139,143 ----
        //default report with numIntervalDays = 1
        AccountReport accountReport = this.account.CreateReport(fileName,1,
!                                     		this.endOfDayTimer.GetCurrentDateTime(),
                                      		this.benchmark,
                                          new HistoricalAdjustedQuoteProvider());

[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCount

[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend EndOfDayTimerHandlerECT.cs, 1.9, 1.10 GenomeManagerECT.cs, 1.5, 1.6 RunExtremeCounterTrend.cs, 1.5, 1.6