[Quantproject-developers] QuantProject/b4_Business/a2_Strategies SignedTicker.cs, 1.10, 1.11 Tradin
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From: Glauco S. <gla...@us...> - 2008-09-29 21:18:11
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16161 Modified Files: SignedTicker.cs TradingSystem.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: TradingSystem.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/TradingSystem.cs,v retrieving revision 1.1.1.1 retrieving revision 1.2 diff -C2 -d -r1.1.1.1 -r1.2 *** TradingSystem.cs 13 Oct 2003 21:59:14 -0000 1.1.1.1 --- TradingSystem.cs 29 Sep 2008 21:17:40 -0000 1.2 *************** *** 64,68 **** } ! public abstract Signals GetSignals( ExtendedDateTime extendedDateTime ); public virtual void InitializeData() --- 64,68 ---- } ! public abstract Signals GetSignals( DateTime dateTime ); public virtual void InitializeData() Index: SignedTicker.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/SignedTicker.cs,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** SignedTicker.cs 21 Aug 2007 22:06:35 -0000 1.10 --- SignedTicker.cs 29 Sep 2008 21:17:40 -0000 1.11 *************** *** 193,204 **** new HistoricalAdjustedQuoteProvider(); double todayMarketValueAtClose = ! historicalAdjustedQuoteProvider.GetMarketValue( ticker , ! new EndOfDayDateTime( today , EndOfDaySpecificTime.MarketClose ) ); DateTime yesterday = today.AddDays( -1 ); ! EndOfDayDateTime yesterdayAtClose = new ! EndOfDayDateTime( yesterday , EndOfDaySpecificTime.MarketClose ); double yesterdayMarketValueAtClose = historicalAdjustedQuoteProvider.GetMarketValue( ! ticker , yesterdayAtClose ); double dalyReturnForLongPosition = ( todayMarketValueAtClose / yesterdayMarketValueAtClose ) - 1; --- 193,204 ---- new HistoricalAdjustedQuoteProvider(); double todayMarketValueAtClose = ! historicalAdjustedQuoteProvider.GetMarketValue( ! ticker , HistoricalEndOfDayTimer.GetMarketClose( today ) ); DateTime yesterday = today.AddDays( -1 ); ! DateTime yesterdayAtClose = ! HistoricalEndOfDayTimer.GetMarketClose( yesterday ); double yesterdayMarketValueAtClose = historicalAdjustedQuoteProvider.GetMarketValue( ! ticker , yesterdayAtClose ); double dalyReturnForLongPosition = ( todayMarketValueAtClose / yesterdayMarketValueAtClose ) - 1; *************** *** 327,335 **** HistoricalAdjustedQuoteProvider historicalQuoteProvider = new HistoricalAdjustedQuoteProvider(); ! double previousQuote = historicalQuoteProvider.GetMarketValue( ticker , ! new EndOfDayDateTime( previousDate , EndOfDaySpecificTime.MarketClose ) ); ! double currentQuote = historicalQuoteProvider.GetMarketValue( ticker , ! new EndOfDayDateTime( currentDate , EndOfDaySpecificTime.MarketClose ) ); ! double closeToCloseReturn = currentQuote / previousQuote - 1.0; return closeToCloseReturn; } --- 327,337 ---- HistoricalAdjustedQuoteProvider historicalQuoteProvider = new HistoricalAdjustedQuoteProvider(); ! double previousMarketValue = historicalQuoteProvider.GetMarketValue( ! ticker , HistoricalEndOfDayTimer.GetMarketClose( previousDate ) ); ! // new EndOfDayDateTime( previousDate , EndOfDaySpecificTime.MarketClose ) ); ! double currentMarketValue = historicalQuoteProvider.GetMarketValue( ! ticker , HistoricalEndOfDayTimer.GetMarketClose( currentDate ) ); ! // new EndOfDayDateTime( currentDate , EndOfDaySpecificTime.MarketClose ) ); ! double closeToCloseReturn = currentMarketValue / previousMarketValue - 1.0; return closeToCloseReturn; } |