[Quantproject-developers] QuantProject/b4_Business/a2_Strategies SignedTicker.cs, 1.10, 1.11 TradingSystem.cs, 1.1.1.1, 1.2

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

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;
  		}