[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandlerLastChosenPortfolio.cs, 1.5, 1.6 EndOfDayTimerHandlerOTC.cs, 1.8, 1.9 EndOfDayTimerHandlerOTC_WorstAtNight.cs, 1.4, 1.5 EndOfDayTimerHandlerOTCCTO.cs, 1.9, 1.10 EndOfDayTimerHandlerOTCMultiday.cs, 1.9, 1.10

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16230

Modified Files:
	EndOfDayTimerHandlerLastChosenPortfolio.cs 
	EndOfDayTimerHandlerOTC.cs 
	EndOfDayTimerHandlerOTC_WorstAtNight.cs 
	EndOfDayTimerHandlerOTCCTO.cs 
	EndOfDayTimerHandlerOTCMultiday.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: EndOfDayTimerHandlerOTCCTO.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCCTO.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** EndOfDayTimerHandlerOTCCTO.cs	19 Aug 2008 17:11:27 -0000	1.9
--- EndOfDayTimerHandlerOTCCTO.cs	29 Sep 2008 21:17:53 -0000	1.10
***************
*** 71,76 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public override void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			//temporarily the if condition
--- 71,76 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			//temporarily the if condition
***************
*** 80,85 ****
  		}
  		
! 		public override void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			
--- 80,85 ----
  		}
  		
! 		protected override void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			
***************
*** 101,105 ****
  		
  
! 		#region OneHourAfterMarketCloseEventHandler
  		
  		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
--- 101,105 ----
  		
  
! 		#region oneHourAfterMarketCloseEventHandler
  		
  		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
***************
*** 180,185 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public override void OneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			this.seedForRandomGenerator++;
--- 180,185 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void oneHourAfterMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			this.seedForRandomGenerator++;
***************
*** 188,192 ****
  			   this.numDaysBetweenEachOptimization - 1)
  			{
! 				this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
  				//sets tickers to be chosen next Market Open event
  				this.numDaysElapsedSinceLastOptimization = 0;
--- 188,192 ----
  			   this.numDaysBetweenEachOptimization - 1)
  			{
! 				this.setTickers(dateTime, false);
  				//sets tickers to be chosen next Market Open event
  				this.numDaysElapsedSinceLastOptimization = 0;

Index: EndOfDayTimerHandlerOTC.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTC.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** EndOfDayTimerHandlerOTC.cs	14 Aug 2008 23:29:40 -0000	1.8
--- EndOfDayTimerHandlerOTC.cs	29 Sep 2008 21:17:53 -0000	1.9
***************
*** 74,79 ****
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     public override void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
      	this.openPositions();
--- 74,79 ----
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     protected override void marketOpenEventHandler(
!       Object sender , DateTime dateTime )
      {
      	this.openPositions();
***************
*** 81,86 ****
  		
                  
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
      	AccountManager.ClosePositions(this.account);
--- 81,86 ----
  		
                  
!     protected override void marketCloseEventHandler(
!       Object sender , DateTime dateTime )
      {
      	AccountManager.ClosePositions(this.account);
***************
*** 89,93 ****
      
  
! 		#region OneHourAfterMarketCloseEventHandler
        
      protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
--- 89,93 ----
      
  
! 		#region oneHourAfterMarketCloseEventHandler
        
      protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
***************
*** 217,222 ****
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     public override void OneHourAfterMarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
      	this.seedForRandomGenerator++;
--- 217,222 ----
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     protected override void oneHourAfterMarketCloseEventHandler(
!       Object sender , DateTime dateTime )
      {
      	this.seedForRandomGenerator++;
***************
*** 225,229 ****
      	   this.numDaysBetweenEachOptimization - 1)
      	{
!     		this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
        	//sets tickers to be chosen next Market Open event
        	this.numDaysElapsedSinceLastOptimization = 0;
--- 225,229 ----
      	   this.numDaysBetweenEachOptimization - 1)
      	{
!     		this.setTickers(dateTime, false);
        	//sets tickers to be chosen next Market Open event
        	this.numDaysElapsedSinceLastOptimization = 0;
***************
*** 236,240 ****
      }
  		   
!     #endregion
  		
    }
--- 236,240 ----
      }
  		   
!     #endregion oneHourAfterMarketCloseEventHandler
  		
    }

Index: EndOfDayTimerHandlerLastChosenPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerLastChosenPortfolio.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** EndOfDayTimerHandlerLastChosenPortfolio.cs	14 Jan 2008 23:32:31 -0000	1.5
--- EndOfDayTimerHandlerLastChosenPortfolio.cs	29 Sep 2008 21:17:52 -0000	1.6
***************
*** 47,58 ****
    public class EndOfDayTimerHandlerLastChosenPortfolio : EndOfDayTimerHandler
    {
!   	private EndOfDayDateTime firstDate;
!   	private EndOfDayDateTime lastDate;
    	public EndOfDayTimerHandlerLastChosenPortfolio(string[] chosenTickers,
    	                                               PortfolioType portfolioType,
    	                                              Account account,
    	                                             	string benchmark,
!   	                                             	EndOfDayDateTime firstDate,
!   	                                             	EndOfDayDateTime lastDate):
    		base(new WeightedPositions( new SignedTickers(chosenTickers) ),
    		     portfolioType, account, benchmark)
--- 47,58 ----
    public class EndOfDayTimerHandlerLastChosenPortfolio : EndOfDayTimerHandler
    {
!   	private DateTime firstDate;
!   	private DateTime lastDate;
    	public EndOfDayTimerHandlerLastChosenPortfolio(string[] chosenTickers,
    	                                               PortfolioType portfolioType,
    	                                              Account account,
    	                                             	string benchmark,
!   	                                             	DateTime firstDate,
!   	                                             	DateTime lastDate):
    		base(new WeightedPositions( new SignedTickers(chosenTickers) ),
    		     portfolioType, account, benchmark)
***************
*** 67,74 ****
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     public override void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
!     	if(endOfDayTimingEventArgs.EndOfDayDateTime.CompareTo(this.firstDate) == 0)
      	{
      		this.openPositions();
--- 67,74 ----
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     protected override void marketOpenEventHandler(
!       Object sender , DateTime dateTime )
      {
!     	if( dateTime == this.firstDate )
      	{
      		this.openPositions();
***************
*** 76,91 ****
      }
  		
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
      	
      	//if(endOfDayTimingEventArgs.EndOfDayDateTime.CompareTo(this.lastDate) == 0)
        //	this.closePositions();
!       if(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.CompareTo(this.lastDate.DateTime.AddDays(-1)) == 0)
        		AccountManager.ClosePositions(this.account);
      }
      
!     public override void OneHourAfterMarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
      	;
--- 76,91 ----
      }
  		
!     protected override void marketCloseEventHandler(
!       Object sender , DateTime dateTime )
      {
      	
      	//if(endOfDayTimingEventArgs.EndOfDayDateTime.CompareTo(this.lastDate) == 0)
        //	this.closePositions();
!       if(dateTime.CompareTo(this.lastDate.AddDays(-1)) == 0)
        		AccountManager.ClosePositions(this.account);
      }
      
!     protected override void oneHourAfterMarketCloseEventHandler(
!       Object sender , DateTime dateTime )
      {
      	;

Index: EndOfDayTimerHandlerOTCMultiday.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCMultiday.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** EndOfDayTimerHandlerOTCMultiday.cs	14 Jan 2008 23:32:32 -0000	1.9
--- EndOfDayTimerHandlerOTCMultiday.cs	29 Sep 2008 21:17:53 -0000	1.10
***************
*** 70,75 ****
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     public override void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
      	
--- 70,75 ----
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     protected override void marketOpenEventHandler(
!       Object sender , DateTime dateTime )
      {
      	
***************
*** 78,83 ****
      }
  		                
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
       	if(this.numDaysElapsedSinceLastOptimization ==
--- 78,83 ----
      }
  		                
!     protected override void marketCloseEventHandler(
!       Object sender , DateTime dateTime )
      {
       	if(this.numDaysElapsedSinceLastOptimization ==
***************
*** 86,90 ****
      }
     	
!     #region OneHourAfterMarketCloseEventHandler
        
      protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
--- 86,90 ----
      }
     	
!     #region oneHourAfterMarketCloseEventHandler
        
      protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
***************
*** 162,167 ****
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     public override void OneHourAfterMarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
      	this.seedForRandomGenerator++;
--- 162,167 ----
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     protected override void oneHourAfterMarketCloseEventHandler(
!       Object sender , DateTime dateTime )
      {
      	this.seedForRandomGenerator++;
***************
*** 170,174 ****
      	   this.numDaysBetweenEachOptimization - 1)
      	{
!     		this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
        	//sets tickers to be chosen next Market Open event
        	this.numDaysElapsedSinceLastOptimization = 0;
--- 170,174 ----
      	   this.numDaysBetweenEachOptimization - 1)
      	{
!     		this.setTickers(dateTime, false);
        	//sets tickers to be chosen next Market Open event
        	this.numDaysElapsedSinceLastOptimization = 0;

Index: EndOfDayTimerHandlerOTC_WorstAtNight.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTC_WorstAtNight.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** EndOfDayTimerHandlerOTC_WorstAtNight.cs	19 Aug 2008 17:11:26 -0000	1.4
--- EndOfDayTimerHandlerOTC_WorstAtNight.cs	29 Sep 2008 21:17:53 -0000	1.5
***************
*** 81,91 ****
  			double lossOfCurrentWorstCombination = 0.0;
  			double fitnessOfPreviousCombination = 0.0;
! 			IndexBasedEndOfDayTimer currentTimer = (IndexBasedEndOfDayTimer)this.account.EndOfDayTimer;
! 			DateTime today = currentTimer.GetCurrentTime().DateTime;
  			DateTime lastMarketDay = currentTimer.GetPreviousDateTime();
  			ReturnsManager returnsManager = new ReturnsManager(
! 				new CloseToOpenIntervals(new EndOfDayDateTime(lastMarketDay, EndOfDaySpecificTime.MarketClose),
! 				                         new EndOfDayDateTime(today, EndOfDaySpecificTime.MarketOpen),
! 				                         this.benchmark),
  				this.historicalAdjustedQuoteProvider );
  			int numOfGenomesScanned = 0;
--- 81,94 ----
  			double lossOfCurrentWorstCombination = 0.0;
  			double fitnessOfPreviousCombination = 0.0;
! 			IndexBasedEndOfDayTimer currentTimer = (IndexBasedEndOfDayTimer)this.account.Timer;
! 			DateTime today = currentTimer.GetCurrentDateTime();
  			DateTime lastMarketDay = currentTimer.GetPreviousDateTime();
  			ReturnsManager returnsManager = new ReturnsManager(
! 				new CloseToOpenIntervals(
! 					HistoricalEndOfDayTimer.GetMarketClose( lastMarketDay ) ,
! 					HistoricalEndOfDayTimer.GetMarketOpen( today ) ,
! //					new EndOfDayDateTime(lastMarketDay, EndOfDaySpecificTime.MarketClose),
! //				                         new EndOfDayDateTime(today, EndOfDaySpecificTime.MarketOpen),
! 					this.benchmark),
  				this.historicalAdjustedQuoteProvider );
  			int numOfGenomesScanned = 0;
***************
*** 135,140 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public override void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			if(this.currentGO != null)
--- 138,143 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			if(this.currentGO != null)
***************
*** 145,155 ****
  		}
  		
! 		public override void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			AccountManager.ClosePositions(this.account);
  		}
  		
! 		#region OneHourAfterMarketCloseEventHandler
  		
  		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
--- 148,158 ----
  		}
  		
! 		protected override void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			AccountManager.ClosePositions(this.account);
  		}
  		
! 		#region oneHourAfterMarketCloseEventHandler
  		
  		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
***************
*** 242,247 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public override void OneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			this.seedForRandomGenerator++;
--- 245,250 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void oneHourAfterMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			this.seedForRandomGenerator++;
***************
*** 250,254 ****
  			   this.numDaysBetweenEachOptimization - 1)
  			{
! 				this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
  				//sets tickers to be chosen next Market Open event
  				this.numDaysElapsedSinceLastOptimization = 0;
--- 253,257 ----
  			   this.numDaysBetweenEachOptimization - 1)
  			{
! 				this.setTickers( dateTime , false);
  				//sets tickers to be chosen next Market Open event
  				this.numDaysElapsedSinceLastOptimization = 0;