[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination ExtremeCounterTrendStrategy.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16833/LinearCombination

Modified Files:
	ExtremeCounterTrendStrategy.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: ExtremeCounterTrendStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/ExtremeCounterTrendStrategy.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** ExtremeCounterTrendStrategy.cs	19 Aug 2008 17:11:28 -0000	1.6
--- ExtremeCounterTrendStrategy.cs	29 Sep 2008 21:18:42 -0000	1.7
***************
*** 39,43 ****
  	/// </summary>
  	[Serializable]
! 	public class ExtremeCounterTrendStrategy : IEndOfDayStrategy
  	{
  		private Account account;
--- 39,43 ----
  	/// </summary>
  	[Serializable]
! 	public class ExtremeCounterTrendStrategy : IStrategy
  	{
  		private Account account;
***************
*** 65,75 ****
  		}
  		
! 		public void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  		}
  		
! 		public void FiveMinutesBeforeMarketCloseEventHandler( Object sender ,
! 		                                                     EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
  		}
--- 65,75 ----
  		}
  		
! 		private void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  		}
  		
! 		private void fiveMinutesBeforeMarketCloseEventHandler(
! 			Object sender , DateTime dateTime)
  		{
  		}
***************
*** 127,132 ****
  		}
  		
! 		public void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			this.numOfClosesElapsed++;
--- 127,132 ----
  		}
  		
! 		private void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			this.numOfClosesElapsed++;
***************
*** 147,154 ****
  		}
  		
! 		public void OneHourAfterMarketCloseEventHandler( Object sender ,
! 		                                                EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
  		}
  	}
  }
--- 147,166 ----
  		}
  		
! 		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 );
+ 		}
+ 
  	}
  }