[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOs
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-09-29 21:19:42
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/WeightedPVO/WeightedBalancedPVO In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv17098/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/WeightedPVO/WeightedBalancedPVO Modified Files: RunWeightedBalancedPVO.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: RunWeightedBalancedPVO.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/WeightedPVO/WeightedBalancedPVO/RunWeightedBalancedPVO.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** RunWeightedBalancedPVO.cs 19 Aug 2008 17:13:13 -0000 1.3 --- RunWeightedBalancedPVO.cs 29 Sep 2008 21:19:06 -0000 1.4 *************** *** 128,132 **** protected override void run_initializeHistoricalQuoteProvider() { ! this.historicalQuoteProvider = new HistoricalAdjustedQuoteProvider(); } --- 128,139 ---- protected override void run_initializeHistoricalQuoteProvider() { ! this.historicalMarketValueProvider = new HistoricalAdjustedQuoteProvider(); ! } ! ! private void newDateTimeEventHandler( ! object sender , DateTime dateTime ) ! { ! if ( HistoricalEndOfDayTimer.IsMarketClose( dateTime ) ) ! this.checkDateForReport( sender , dateTime ); } *************** *** 134,148 **** { ! this.endOfDayTimer.MarketClose += ! new MarketCloseEventHandler( ! this.endOfDayTimerHandler.MarketCloseEventHandler); ! ! this.endOfDayTimer.MarketClose += ! new MarketCloseEventHandler( ! this.checkDateForReport); ! ! this.endOfDayTimer.OneHourAfterMarketClose += ! new OneHourAfterMarketCloseEventHandler( ! this.endOfDayTimerHandler.OneHourAfterMarketCloseEventHandler); } --- 141,160 ---- { ! this.endOfDayTimer.NewDateTime += ! new NewDateTimeEventHandler( this.endOfDayTimerHandler.NewDateTimeEventHandler ); ! this.endOfDayTimer.NewDateTime += ! new NewDateTimeEventHandler( this.newDateTimeEventHandler ); ! ! // this.endOfDayTimer.MarketClose += ! // new MarketCloseEventHandler( ! // this.endOfDayTimerHandler.MarketCloseEventHandler); ! // ! // this.endOfDayTimer.MarketClose += ! // new MarketCloseEventHandler( ! // this.checkDateForReport); ! // ! // this.endOfDayTimer.OneHourAfterMarketClose += ! // new OneHourAfterMarketCloseEventHandler( ! // this.endOfDayTimerHandler.OneHourAfterMarketCloseEventHandler); } *************** *** 178,182 **** //default report with numIntervalDays = 1 AccountReport accountReport = this.account.CreateReport(fileName,1, ! this.endOfDayTimer.GetCurrentTime(), this.benchmark, new HistoricalAdjustedQuoteProvider()); --- 190,194 ---- //default report with numIntervalDays = 1 AccountReport accountReport = this.account.CreateReport(fileName,1, ! this.endOfDayTimer.GetCurrentDateTime(), this.benchmark, new HistoricalAdjustedQuoteProvider()); |