[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting/SimpleSelection RunSimpleSelection.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/SimpleSelection
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv17551/SimpleSelection

Modified Files:
	RunSimpleSelection.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: RunSimpleSelection.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/SimpleSelection/RunSimpleSelection.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** RunSimpleSelection.cs	19 Aug 2008 17:13:10 -0000	1.3
--- RunSimpleSelection.cs	29 Sep 2008 21:19:36 -0000	1.4
***************
*** 60,66 ****
  
  		protected ReportTable reportTable;
! 		protected EndOfDayDateTime startDateTime;
! 		protected EndOfDayDateTime endDateTime;
! 		protected IHistoricalQuoteProvider historicalQuoteProvider;
  
  		protected EndOfDayTimerHandlerSimpleSelection endOfDayTimerHandler;
--- 60,66 ----
  
  		protected ReportTable reportTable;
! 		protected DateTime startDateTime;
! 		protected DateTime endDateTime;
! 		protected HistoricalMarketValueProvider historicalMarketValueProvider;
  
  		protected EndOfDayTimerHandlerSimpleSelection endOfDayTimerHandler;
***************
*** 68,72 ****
  		protected Account account;
  		
! 		protected IEndOfDayTimer endOfDayTimer;
  
  		protected string benchmark;
--- 68,72 ----
  		protected Account account;
  		
! 		protected QuantProject.Business.Timing.Timer endOfDayTimer;
  
  		protected string benchmark;
***************
*** 96,100 ****
  		public DateTime TimerLastDate
  		{
! 			get{return this.endOfDayTimer.GetCurrentTime().DateTime ;}
  		}
  		
--- 96,100 ----
  		public DateTime TimerLastDate
  		{
! 			get{return this.endOfDayTimer.GetCurrentDateTime();}
  		}
  		
***************
*** 105,112 ****
  		{
  			
! 			this.startDateTime = new EndOfDayDateTime(
! 				startDate, EndOfDaySpecificTime.FiveMinutesBeforeMarketClose );
! 			this.endDateTime = new EndOfDayDateTime(
! 				endDate, EndOfDaySpecificTime.OneHourAfterMarketClose );
  			this.benchmark = benchmark;
  			this.ScriptName = "SimpleTestGeneric";
--- 105,116 ----
  		{
  			
! 			this.startDateTime =
! 				HistoricalEndOfDayTimer.GetFiveMinutesBeforeMarketClose( startDate );
! //			new EndOfDayDateTime(
! //				startDate, EndOfDaySpecificTime.FiveMinutesBeforeMarketClose );
! 			this.endDateTime =
! 				HistoricalEndOfDayTimer.GetOneHourAfterMarketClose( endDate );
! //			new EndOfDayDateTime(
! //				endDate, EndOfDaySpecificTime.OneHourAfterMarketClose );
  			this.benchmark = benchmark;
  			this.ScriptName = "SimpleTestGeneric";
***************
*** 131,138 ****
  			this.numDaysForOptimizationPeriod = numDaysForOptimizationPeriod;
  			this.reportTable = new ReportTable( "Summary_Reports" );
! 			this.startDateTime = new EndOfDayDateTime(
! 				startDate, EndOfDaySpecificTime.FiveMinutesBeforeMarketClose );
! 			this.endDateTime = new EndOfDayDateTime(
! 				endDate, EndOfDaySpecificTime.OneHourAfterMarketClose );
  			this.benchmark = benchmark;
  			this.ScriptName = "SimpleTestGeneric";
--- 135,146 ----
  			this.numDaysForOptimizationPeriod = numDaysForOptimizationPeriod;
  			this.reportTable = new ReportTable( "Summary_Reports" );
! 			this.startDateTime =
! 				HistoricalEndOfDayTimer.GetFiveMinutesBeforeMarketClose( startDate );
! //				new EndOfDayDateTime(
! //				startDate, EndOfDaySpecificTime.FiveMinutesBeforeMarketClose );
! 			this.endDateTime =
! 				HistoricalEndOfDayTimer.GetOneHourAfterMarketClose( endDate );
! //			new EndOfDayDateTime(
! //				endDate, EndOfDaySpecificTime.OneHourAfterMarketClose );
  			this.benchmark = benchmark;
  			this.ScriptName = "SimpleTestGeneric";
***************
*** 159,165 ****
  			this.account = new Account( this.scriptName , this.endOfDayTimer ,
  			                           new HistoricalEndOfDayDataStreamer( this.endOfDayTimer ,
! 			                                                              this.historicalQuoteProvider ) ,
  			                           new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer ,
! 			                                                               this.historicalQuoteProvider ));
  			
  		}
--- 167,173 ----
  			this.account = new Account( this.scriptName , this.endOfDayTimer ,
  			                           new HistoricalEndOfDayDataStreamer( this.endOfDayTimer ,
! 			                                                              this.historicalMarketValueProvider ) ,
  			                           new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer ,
! 			                                                               this.historicalMarketValueProvider ));
  			
  		}
***************
*** 180,191 ****
  		}
  		
! 		protected virtual void checkDateForReport(Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
! 			if(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime>=this.endDateTime.DateTime ||
! 			   DateTime.Now >= this.startingTimeForScript.AddHours(this.maxRunningHours))
! 				//last date is reached by the timer or maxRunning hours
! 				//are elapsed from the time script started
! 				this.SaveScriptResults();
  		}
  		
  		public virtual void SaveScriptResults()
--- 188,214 ----
  		}
  		
! //		protected virtual void checkDateForReport(
! //			Object sender , DateTime dateTime)
! //		{
! //			if(dateTime.EndOfDayDateTime.DateTime>=this.endDateTime.DateTime ||
! //			   DateTime.Now >= this.startingTimeForScript.AddHours(this.maxRunningHours))
! //				//last date is reached by the timer or maxRunning hours
! //				//are elapsed from the time script started
! //				this.SaveScriptResults();
! //		}
! 		
! 		protected virtual void checkDateForReport(
! 			Object sender , DateTime dateTime)
  		{
! 			if ( HistoricalEndOfDayTimer.IsMarketClose( dateTime ) )
! 			{
! 				if( dateTime >= this.endDateTime ||
! 				   DateTime.Now >= this.startingTimeForScript.AddHours(this.maxRunningHours))
! 					//last date is reached by the timer or maxRunning hours
! 					//are elapsed from the time script started
! 					this.SaveScriptResults();
! 			}
  		}
+ 
  		
  		public virtual void SaveScriptResults()
***************
*** 205,209 ****
  			//default report with numIntervalDays = 1
  			AccountReport accountReport = this.account.CreateReport(fileName,1,
! 			                                                        this.endOfDayTimer.GetCurrentTime(),
  			                                                        this.benchmark,
  			                                                        new HistoricalAdjustedQuoteProvider());
--- 228,232 ----
  			//default report with numIntervalDays = 1
  			AccountReport accountReport = this.account.CreateReport(fileName,1,
! 			                                                        this.endOfDayTimer.GetCurrentDateTime(),
  			                                                        this.benchmark,
  			                                                        new HistoricalAdjustedQuoteProvider());
***************
*** 229,237 ****
  			//run_initializeProgressHandlers();
  		}
  		protected virtual void run_addEventHandlers()
  		{
! 			this.endOfDayTimer.MarketClose +=
! 				new MarketCloseEventHandler(
! 					this.checkDateForReport);
  			
  			//in inherited classes'override method:
--- 252,270 ----
  			//run_initializeProgressHandlers();
  		}
+ 		
+ 		private void newDateTimeEventHandler( object sender , DateTime dateTime )
+ 		{
+ 			if ( HistoricalEndOfDayTimer.IsMarketClose( dateTime ) )
+ 				this.checkDateForReport( sender , dateTime );
+ 		}
+ 
  		protected virtual void run_addEventHandlers()
  		{
! 			this.endOfDayTimer.NewDateTime +=
! 				new NewDateTimeEventHandler( this.newDateTimeEventHandler );
! 
! //			this.endOfDayTimer.MarketClose +=
! //				new MarketCloseEventHandler(
! //					this.checkDateForReport);
  			
  			//in inherited classes'override method: