[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination CloseToOpenDailyStrategy.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16751/LinearCombination

Modified Files:
	CloseToOpenDailyStrategy.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: CloseToOpenDailyStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/CloseToOpenDailyStrategy.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** CloseToOpenDailyStrategy.cs	12 Mar 2008 22:09:04 -0000	1.3
--- CloseToOpenDailyStrategy.cs	29 Sep 2008 21:18:26 -0000	1.4
***************
*** 3,7 ****
  
  CloseToOpenDailyStrategy.cs
! Copyright (C) 2003 
  Marco Milletti
  
--- 3,7 ----
  
  CloseToOpenDailyStrategy.cs
! Copyright (C) 2003
  Marco Milletti
  
***************
*** 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;
***************
*** 36,40 ****
  	/// </summary>
  	[Serializable]
! 	public class CloseToOpenDailyStrategy : IEndOfDayStrategy
  	{
  		private Account account;
--- 36,40 ----
  	/// </summary>
  	[Serializable]
! 	public class CloseToOpenDailyStrategy : IStrategy
  	{
  		private Account account;
***************
*** 48,52 ****
  		
  		public CloseToOpenDailyStrategy( Account account ,
! 			WeightedPositions weightedPositions)
  		{
  			this.account = account;
--- 48,52 ----
  		
  		public CloseToOpenDailyStrategy( Account account ,
! 		                                WeightedPositions weightedPositions)
  		{
  			this.account = account;
***************
*** 54,79 ****
  		}
  		
! 		public void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			AccountManager.ClosePositions(this.account);
  		}
! 		public void FiveMinutesBeforeMarketCloseEventHandler( Object sender ,
! 			EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
  		}
! 		public void MarketCloseEventHandler( Object sender ,
! 			EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
!       if ( ( this.account.CashAmount == 0 ) &&
!         ( this.account.Transactions.Count == 0 ) )
!         // cash has not been added yet
!         this.account.AddCash( 15000 );
!       AccountManager.OpenPositions(this.weightedPositions, this.account);
  		}
! 		public void OneHourAfterMarketCloseEventHandler( Object sender ,
! 			EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
  		}
  	}
  }
--- 54,90 ----
  		}
  		
! 		private void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			AccountManager.ClosePositions(this.account);
  		}
! 		private void fiveMinutesBeforeMarketCloseEventHandler( Object sender ,
! 		                                                     DateTime dateTime)
  		{
  		}
! 		private void marketCloseEventHandler( Object sender ,
! 		                                    DateTime dateTime)
  		{
! 			if ( ( this.account.CashAmount == 0 ) &&
! 			    ( this.account.Transactions.Count == 0 ) )
! 				// cash has not been added yet
! 				this.account.AddCash( 15000 );
! 			AccountManager.OpenPositions(this.weightedPositions, this.account);
  		}
! 		private void oneHourAfterMarketCloseEventHandler( Object sender ,
! 		                                                DateTime dateTime)
  		{
  		}
+ 		
+ 		public virtual void NewDateTimeEventHandler(
+ 			Object sender , DateTime dateTime )
+ 		{
+ 			if ( HistoricalEndOfDayTimer.IsMarketOpen( dateTime ) )
+ 				this.marketOpenEventHandler( sender , dateTime );
+ 			if ( HistoricalEndOfDayTimer.IsMarketClose( dateTime ) )
+ 				this.marketCloseEventHandler( sender , dateTime );
+ 			if ( HistoricalEndOfDayTimer.IsOneHourAfterMarketClose( dateTime ) )
+ 				this.oneHourAfterMarketCloseEventHandler( sender , dateTime );
+ 		}
  	}
  }