[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator PVO_OTCStrategy.cs, 1.6, 1.7 PVO_OTCStrategyLessCorrelated.cs, 1.3, 1.4 PVOLogItem.cs, 1.4, 1.5 PVOMain.cs, 1.6, 1.7 PVOPositions.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16680/Oscillators/FixedLevelOscillators/PortfolioValueOscillator

Modified Files:
	PVO_OTCStrategy.cs PVO_OTCStrategyLessCorrelated.cs 
	PVOLogItem.cs PVOMain.cs PVOPositions.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: PVOMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOMain.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** PVOMain.cs	19 Aug 2008 17:13:00 -0000	1.6
--- PVOMain.cs	29 Sep 2008 21:18:13 -0000	1.7
***************
*** 59,63 ****
  	{
  		private Benchmark benchmark;
! 		private HistoricalQuoteProvider historicalQuoteProvider;
  		
  		public PVOMain()
--- 59,63 ----
  	{
  		private Benchmark benchmark;
! 		private HistoricalMarketValueProvider historicalQuoteProvider;
  		
  		public PVOMain()
***************
*** 159,163 ****
  		}
  
! 		protected override IEndOfDayStrategyForBacktester getEndOfDayStrategy()
  		{
  			int inSampleDays = 180;
--- 159,163 ----
  		}
  
! 		protected override IStrategyForBacktester getStrategyForBacktester()
  		{
  			int inSampleDays = 180;
***************
*** 172,176 ****
  			double minimumAcceptableGain = 0.002;
  			int closeToCloseIntervalLength = 1;
! 			IEndOfDayStrategyForBacktester endOfDayStrategy
  				//				 = new PVO_OTCStrategyLessCorrelated(eligiblesSelector ,inSampleChooser ,
  				//				inSampleDays , benchmark , numDaysBetweenEachOptimization ,
--- 172,176 ----
  			double minimumAcceptableGain = 0.002;
  			int closeToCloseIntervalLength = 1;
! 			IStrategyForBacktester strategyForBacktester
  				//				 = new PVO_OTCStrategyLessCorrelated(eligiblesSelector ,inSampleChooser ,
  				//				inSampleDays , benchmark , numDaysBetweenEachOptimization ,
***************
*** 182,186 ****
  				oversoldThresholdMAX , overboughtThresholdMAX , historicalQuoteProvider, 
  				maxAcceptableDrawDown, minimumAcceptableGain );
! 			return endOfDayStrategy;
  		}
  		protected override EndOfDayStrategyBackTester getEndOfDayStrategyBackTester()
--- 182,186 ----
  				oversoldThresholdMAX , overboughtThresholdMAX , historicalQuoteProvider, 
  				maxAcceptableDrawDown, minimumAcceptableGain );
! 			return strategyForBacktester;
  		}
  		protected override EndOfDayStrategyBackTester getEndOfDayStrategyBackTester()
***************
*** 197,201 ****
  			DateTime lastDateTime = new DateTime( 2004 , 12, 31 );
  			double maxRunningHours = 8;
! 			HistoricalQuoteProvider quoteProviderForBackTester =
  				this.historicalQuoteProvider;
  			quoteProviderForBackTester =
--- 197,201 ----
  			DateTime lastDateTime = new DateTime( 2004 , 12, 31 );
  			double maxRunningHours = 8;
! 			HistoricalMarketValueProvider quoteProviderForBackTester =
  				this.historicalQuoteProvider;
  			quoteProviderForBackTester =
***************
*** 203,207 ****
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 				backTestId , this.endOfDayStrategy ,
  				quoteProviderForBackTester , accountProvider ,
  				firstDateTime ,	lastDateTime ,
--- 203,207 ----
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 				backTestId , this.strategyForBacktester ,
  				quoteProviderForBackTester , accountProvider ,
  				firstDateTime ,	lastDateTime ,

Index: PVOPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOPositions.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** PVOPositions.cs	14 Aug 2008 23:28:06 -0000	1.3
--- PVOPositions.cs	29 Sep 2008 21:18:13 -0000	1.4
***************
*** 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;
***************
*** 34,67 ****
  namespace QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator
  {
!   /// <summary>
!   /// This is the class representing a TestingPositions for the
!   /// portfolio value oscillator strategy
!   /// </summary>
!   [Serializable]
!   public class PVOPositions : TestingPositions, IGeneticallyOptimizable
!   {
!   	private double oversoldThreshold;
!   	private double overboughtThreshold;
!   	private int numDaysForOscillatingPeriod;
!   	private int generation;
! 				
  		private static ReturnsManager returnsManager;
  
!   	  	  	
!   	public double OversoldThreshold
!     {
!       get{return this.oversoldThreshold;}
  			set{this.oversoldThreshold = value;}
!     }
!     public double OverboughtThreshold
!     {
!       get{return this.overboughtThreshold;}
  			set{this.overboughtThreshold = value;}
!     }
!    	public int NumDaysForOscillatingPeriod
!     {
!       get{return this.numDaysForOscillatingPeriod;}
!     }
!     
  		//explicit interface implementation
  		//the property can be used only by a interface
--- 34,67 ----
  namespace QuantProject.Scripts.TechnicalAnalysisTesting.Oscillators.FixedLevelOscillators.PortfolioValueOscillator
  {
! 	/// <summary>
! 	/// This is the class representing a TestingPositions for the
! 	/// portfolio value oscillator strategy
! 	/// </summary>
! 	[Serializable]
! 	public class PVOPositions : TestingPositions, IGeneticallyOptimizable
! 	{
! 		private double oversoldThreshold;
! 		private double overboughtThreshold;
! 		private int numDaysForOscillatingPeriod;
! 		private int generation;
! 		
  		private static ReturnsManager returnsManager;
  
! 		
! 		public double OversoldThreshold
! 		{
! 			get{return this.oversoldThreshold;}
  			set{this.oversoldThreshold = value;}
! 		}
! 		public double OverboughtThreshold
! 		{
! 			get{return this.overboughtThreshold;}
  			set{this.overboughtThreshold = value;}
! 		}
! 		public int NumDaysForOscillatingPeriod
! 		{
! 			get{return this.numDaysForOscillatingPeriod;}
! 		}
! 		
  		//explicit interface implementation
  		//the property can be used only by a interface
***************
*** 77,82 ****
  			return new PVOPositions(this.WeightedPositions,
  			                        this.OversoldThreshold,
! 															this.overboughtThreshold, 
! 															this.numDaysForOscillatingPeriod);
  		}
  
--- 77,82 ----
  			return new PVOPositions(this.WeightedPositions,
  			                        this.OversoldThreshold,
! 			                        this.overboughtThreshold,
! 			                        this.numDaysForOscillatingPeriod);
  		}
  
***************
*** 88,158 ****
  
  		public PVOPositions(WeightedPositions weightedPositions,
! 												double oversoldThreshold,
! 												double overboughtThreshold,
! 												int numDaysForOscillatingPeriod) :
! 												base(weightedPositions)
!                             
!     {
!  			this.oversoldThreshold = oversoldThreshold;
!  			this.overboughtThreshold = overboughtThreshold;
!  			this.numDaysForOscillatingPeriod = numDaysForOscillatingPeriod;
!  			this.generation = -1;
  		}
  		
! 		private void setReturnsManager(EndOfDayDateTime beginOfPeriod,
! 																	 EndOfDayDateTime endOfPeriod,
! 																	 string benchmark,
! 																	 HistoricalQuoteProvider quoteProvider)
  		{
  			if(PVOPositions.returnsManager == null ||
  			   PVOPositions.returnsManager.ReturnIntervals[0].Begin != beginOfPeriod ||
! 				 PVOPositions.returnsManager.ReturnIntervals[0].End != endOfPeriod)
! 			//if a returnsManager has not been set yet or a different one has to be set
! 			//for a different returnInterval
! 					PVOPositions.returnsManager = new ReturnsManager(new ReturnIntervals(
! 						new ReturnInterval( beginOfPeriod, endOfPeriod ) ) ,
! 						quoteProvider );
  		}
  
! 		private double getOscillatingPeriodReturn(EndOfDayDateTime beginOfPeriod,
! 																					EndOfDayDateTime endOfPeriod,
! 		                                      string benchmark,
! 		                                      HistoricalQuoteProvider quoteProvider)
!     {
!       this.setReturnsManager(beginOfPeriod, endOfPeriod, benchmark, quoteProvider);
  			return this.WeightedPositions.GetReturn(0, PVOPositions.returnsManager);
!   	}
  		
! 		public PVOPositionsStatus GetStatus(EndOfDayDateTime beginOfPeriod,
! 																				EndOfDayDateTime endOfPeriod,
  		                                    string benchmark,
! 		                                    HistoricalQuoteProvider quoteProvider,
! 		                                   	double maxOversoldThreshold,
  		                                    double maxOverboughtThreshold)
!     {
!       PVOPositionsStatus returnValue;
  			double oscillatingPeriodReturn = double.NaN;
!       oscillatingPeriodReturn = 
!       	this.getOscillatingPeriodReturn(beginOfPeriod, endOfPeriod, benchmark,
!       	                                quoteProvider);
!       if(oscillatingPeriodReturn >= this.overboughtThreshold && 
!          oscillatingPeriodReturn <= maxOverboughtThreshold)
!       		returnValue = PVOPositionsStatus.Overbought;
!       else if(oscillatingPeriodReturn <= -this.oversoldThreshold &&
!               Math.Abs(oscillatingPeriodReturn) <= maxOversoldThreshold)
!       		returnValue = PVOPositionsStatus.Oversold;
!       else if ( Math.Abs(oscillatingPeriodReturn) > maxOversoldThreshold ||
!                 oscillatingPeriodReturn > maxOverboughtThreshold  )
!       		returnValue = PVOPositionsStatus.OverMaximumThresholds;
!       else
!       	returnValue = PVOPositionsStatus.InTheMiddle;
!          	
  			return returnValue;
!   	}
  		
! 		public bool AreAllTickersMovingTogetherUpOrDown(EndOfDayDateTime beginOfPeriod,
! 																										EndOfDayDateTime endOfPeriod,
! 																										string benchmark,
! 																										HistoricalQuoteProvider quoteProvider)
  		{
  			bool returnValue = true;
--- 88,158 ----
  
  		public PVOPositions(WeightedPositions weightedPositions,
! 		                    double oversoldThreshold,
! 		                    double overboughtThreshold,
! 		                    int numDaysForOscillatingPeriod) :
! 			base(weightedPositions)
! 			
! 		{
! 			this.oversoldThreshold = oversoldThreshold;
! 			this.overboughtThreshold = overboughtThreshold;
! 			this.numDaysForOscillatingPeriod = numDaysForOscillatingPeriod;
! 			this.generation = -1;
  		}
  		
! 		private void setReturnsManager(DateTime beginOfPeriod,
! 		                               DateTime endOfPeriod,
! 		                               string benchmark,
! 		                               HistoricalMarketValueProvider quoteProvider)
  		{
  			if(PVOPositions.returnsManager == null ||
  			   PVOPositions.returnsManager.ReturnIntervals[0].Begin != beginOfPeriod ||
! 			   PVOPositions.returnsManager.ReturnIntervals[0].End != endOfPeriod)
! 				//if a returnsManager has not been set yet or a different one has to be set
! 				//for a different returnInterval
! 				PVOPositions.returnsManager = new ReturnsManager(new ReturnIntervals(
! 					new ReturnInterval( beginOfPeriod, endOfPeriod ) ) ,
! 				                                                 quoteProvider );
  		}
  
! 		private double getOscillatingPeriodReturn(DateTime beginOfPeriod,
! 		                                          DateTime endOfPeriod,
! 		                                          string benchmark,
! 		                                          HistoricalMarketValueProvider quoteProvider)
! 		{
! 			this.setReturnsManager(beginOfPeriod, endOfPeriod, benchmark, quoteProvider);
  			return this.WeightedPositions.GetReturn(0, PVOPositions.returnsManager);
! 		}
  		
! 		public PVOPositionsStatus GetStatus(DateTime beginOfPeriod,
! 		                                    DateTime endOfPeriod,
  		                                    string benchmark,
! 		                                    HistoricalMarketValueProvider quoteProvider,
! 		                                    double maxOversoldThreshold,
  		                                    double maxOverboughtThreshold)
! 		{
! 			PVOPositionsStatus returnValue;
  			double oscillatingPeriodReturn = double.NaN;
! 			oscillatingPeriodReturn =
! 				this.getOscillatingPeriodReturn(beginOfPeriod, endOfPeriod, benchmark,
! 				                                quoteProvider);
! 			if(oscillatingPeriodReturn >= this.overboughtThreshold &&
! 			   oscillatingPeriodReturn <= maxOverboughtThreshold)
! 				returnValue = PVOPositionsStatus.Overbought;
! 			else if(oscillatingPeriodReturn <= -this.oversoldThreshold &&
! 			        Math.Abs(oscillatingPeriodReturn) <= maxOversoldThreshold)
! 				returnValue = PVOPositionsStatus.Oversold;
! 			else if ( Math.Abs(oscillatingPeriodReturn) > maxOversoldThreshold ||
! 			         oscillatingPeriodReturn > maxOverboughtThreshold  )
! 				returnValue = PVOPositionsStatus.OverMaximumThresholds;
! 			else
! 				returnValue = PVOPositionsStatus.InTheMiddle;
! 			
  			return returnValue;
! 		}
  		
! 		public bool AreAllTickersMovingTogetherUpOrDown(DateTime beginOfPeriod,
! 		                                                DateTime endOfPeriod,
! 		                                                string benchmark,
! 		                                                HistoricalMarketValueProvider quoteProvider)
  		{
  			bool returnValue = true;
***************
*** 161,176 ****
  			this.setReturnsManager(beginOfPeriod, endOfPeriod, benchmark, quoteProvider);
  			for( int i = 0;
! 				signedTickers.Count > 1 && i < signedTickers.Count - 1 && returnValue == true;
! 				i++ )
  			{
  				returnOfCurrentTicker = PVOPositions.returnsManager.GetReturn(signedTickers[ i ].Ticker, 0);
  				returnOfNextTicker = PVOPositions.returnsManager.GetReturn(signedTickers[ i+1 ].Ticker, 0);
  				if( (returnOfCurrentTicker > 0 && returnOfNextTicker < 0) ||
! 					(returnOfCurrentTicker < 0 && returnOfNextTicker > 0) )
  					returnValue = false;
! 			}	
  			return returnValue;
  		}
  		
!   }
  }
--- 161,176 ----
  			this.setReturnsManager(beginOfPeriod, endOfPeriod, benchmark, quoteProvider);
  			for( int i = 0;
! 			    signedTickers.Count > 1 && i < signedTickers.Count - 1 && returnValue == true;
! 			    i++ )
  			{
  				returnOfCurrentTicker = PVOPositions.returnsManager.GetReturn(signedTickers[ i ].Ticker, 0);
  				returnOfNextTicker = PVOPositions.returnsManager.GetReturn(signedTickers[ i+1 ].Ticker, 0);
  				if( (returnOfCurrentTicker > 0 && returnOfNextTicker < 0) ||
! 				   (returnOfCurrentTicker < 0 && returnOfNextTicker > 0) )
  					returnValue = false;
! 			}
  			return returnValue;
  		}
  		
! 	}
  }

Index: PVO_OTCStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVO_OTCStrategy.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** PVO_OTCStrategy.cs	19 Aug 2008 17:13:00 -0000	1.6
--- PVO_OTCStrategy.cs	29 Sep 2008 21:18:13 -0000	1.7
***************
*** 25,28 ****
--- 25,29 ----
  
  using QuantProject.ADT;
+ using QuantProject.ADT.Histories;
  using QuantProject.ADT.Messaging;
  using QuantProject.Business.Financial.Accounting;
***************
*** 57,61 ****
  	/// </summary>
  	[Serializable]
! 	public class PVO_OTCStrategy : IEndOfDayStrategyForBacktester
  	{
  		public event NewLogItemEventHandler NewLogItem;
--- 58,64 ----
  	/// </summary>
  	[Serializable]
! 	public class PVO_OTCStrategy :
! 		QuantProject.Business.Strategies.EndOfDayTimerHandler ,
! 	IStrategyForBacktester
  	{
  		public event NewLogItemEventHandler NewLogItem;
***************
*** 68,72 ****
  		protected IEligiblesSelector eligiblesSelector;
  		protected Benchmark benchmark;
! 		protected HistoricalQuoteProvider historicalQuoteProvider;
  		protected double oversoldThreshold;
  		protected double overboughtThreshold;
--- 71,75 ----
  		protected IEligiblesSelector eligiblesSelector;
  		protected Benchmark benchmark;
! 		protected HistoricalMarketValueProvider historicalQuoteProvider;
  		protected double oversoldThreshold;
  		protected double overboughtThreshold;
***************
*** 136,140 ****
  		                             double oversoldThresholdMAX,
  		                             double overboughtThresholdMAX,
! 		                             HistoricalQuoteProvider historicalQuoteProvider)
  		{
  			this.numOfClosingsWithOpenPositions = 0;
--- 139,143 ----
  		                             double oversoldThresholdMAX,
  		                             double overboughtThresholdMAX,
! 		                             HistoricalMarketValueProvider historicalQuoteProvider)
  		{
  			this.numOfClosingsWithOpenPositions = 0;
***************
*** 165,169 ****
  		                       double oversoldThresholdMAX,
  		                       double overboughtThresholdMAX,
! 		                       HistoricalQuoteProvider historicalQuoteProvider)
  			
  		{
--- 168,172 ----
  		                       double oversoldThresholdMAX,
  		                       double overboughtThresholdMAX,
! 		                       HistoricalMarketValueProvider historicalQuoteProvider)
  			
  		{
***************
*** 185,189 ****
  		                       double oversoldThreshold,
  		                       double overboughtThreshold,
! 		                       HistoricalQuoteProvider historicalQuoteProvider)
  			
  		{
--- 188,192 ----
  		                       double oversoldThreshold,
  		                       double overboughtThreshold,
! 		                       HistoricalMarketValueProvider historicalQuoteProvider)
  			
  		{
***************
*** 206,210 ****
  		                       double oversoldThresholdMAX,
  		                       double overboughtThresholdMAX,
! 		                       HistoricalQuoteProvider historicalQuoteProvider)
  			
  		{
--- 209,213 ----
  		                       double oversoldThresholdMAX,
  		                       double overboughtThresholdMAX,
! 		                       HistoricalMarketValueProvider historicalQuoteProvider)
  			
  		{
***************
*** 226,230 ****
  		                       double oversoldThreshold,
  		                       double overboughtThreshold,
! 		                       HistoricalQuoteProvider historicalQuoteProvider)
  			
  		{
--- 229,233 ----
  		                       double oversoldThreshold,
  		                       double overboughtThreshold,
! 		                       HistoricalMarketValueProvider historicalQuoteProvider)
  			
  		{
***************
*** 239,254 ****
  		
  		
! 		#region MarketOpenEventHandler
  		
! 		protected virtual EndOfDayDateTime getBeginOfOscillatingPeriod(IndexBasedEndOfDayTimer timer)
  		{
! 			return new EndOfDayDateTime(	(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition-1]["quDate"],
! 			                            EndOfDaySpecificTime.MarketClose );
  		}
  		
  		private PVOPositionsStatus marketOpenEventHandler_openPositions_getStatus(IndexBasedEndOfDayTimer timer)
  		{
! 			EndOfDayDateTime today = timer.GetCurrentTime();
! 			EndOfDayDateTime beginOfOscillatingPeriod =
  				this.getBeginOfOscillatingPeriod(timer);
  			PVOPositionsStatus currentStatus =
--- 242,261 ----
  		
  		
! 		#region marketOpenEventHandler
  		
! 		protected virtual DateTime getBeginOfOscillatingPeriod(IndexBasedEndOfDayTimer timer)
  		{
! 			DateTime beginOfOscillatingPeriod =
! 				HistoricalEndOfDayTimer.GetMarketClose(
! 					(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition-1]["quDate"] );
! 			return beginOfOscillatingPeriod;
! //			return new EndOfDayDateTime(	(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition-1]["quDate"],
! //			                            EndOfDaySpecificTime.MarketClose );
  		}
  		
  		private PVOPositionsStatus marketOpenEventHandler_openPositions_getStatus(IndexBasedEndOfDayTimer timer)
  		{
! 			DateTime today = timer.GetCurrentDateTime();
! 			DateTime beginOfOscillatingPeriod =
  				this.getBeginOfOscillatingPeriod(timer);
  			PVOPositionsStatus currentStatus =
***************
*** 318,323 ****
  		}
  
! 		public virtual void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			if ( this.account.Portfolio.Count == 0 &&
--- 325,330 ----
  		}
  
! 		protected override void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			if ( this.account.Portfolio.Count == 0 &&
***************
*** 340,355 ****
  		
  		public void FiveMinutesBeforeMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  		}
  
! 		private EndOfDayDateTime now()
  		{
! 			return this.account.EndOfDayTimer.GetCurrentTime();
  		}
  
  		
! 		public virtual void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			if(this.account.Portfolio.Count > 0)
--- 347,362 ----
  		
  		public void FiveMinutesBeforeMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  		}
  
! 		private DateTime now()
  		{
! 			return this.account.Timer.GetCurrentDateTime();
  		}
  
  		
! 		protected override void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			if(this.account.Portfolio.Count > 0)
***************
*** 364,374 ****
  		}
  		
! 		#region OneHourAfterMarketCloseEventHandler
  		
! 		protected virtual void updateReturnsManager(EndOfDayDateTime firstEndOfDayDateTime,
! 		                                            EndOfDayDateTime lastEndOfDayDateTime)
  		{
  			ReturnIntervals returnIntervals =
! 				new DailyOpenToCloseIntervals( firstEndOfDayDateTime, lastEndOfDayDateTime,
  				                              this.benchmark.Ticker );
  			if( this.inSampleChooser is PVOCorrelationChooser )
--- 371,381 ----
  		}
  		
! 		#region oneHourAfterMarketCloseEventHandler
  		
! 		protected virtual void updateReturnsManager(DateTime firstDateTime,
! 		                                            DateTime lastDayDateTime)
  		{
  			ReturnIntervals returnIntervals =
! 				new DailyOpenToCloseIntervals( firstDateTime, lastDayDateTime,
  				                              this.benchmark.Ticker );
  			if( this.inSampleChooser is PVOCorrelationChooser )
***************
*** 377,402 ****
  				{
  					case IntervalsType.CloseToCloseIntervals:
! 						returnIntervals = new CloseToCloseIntervals(firstEndOfDayDateTime, lastEndOfDayDateTime,
  						                                            this.benchmark.Ticker, ((PVOCorrelationChooser)this.inSampleChooser).ReturnIntervalLength);
  						break;
  					case IntervalsType.OpenToOpenIntervals:
! 						returnIntervals = new OpenToOpenIntervals(firstEndOfDayDateTime, lastEndOfDayDateTime,
  						                                          this.benchmark.Ticker, ((PVOCorrelationChooser)this.inSampleChooser).ReturnIntervalLength);
  						break;
  					case IntervalsType.CloseToOpenIntervals:
! 						returnIntervals = new CloseToOpenIntervals(firstEndOfDayDateTime, lastEndOfDayDateTime,
  						                                           this.benchmark.Ticker);
  						break;
  					case IntervalsType.OpenToCloseIntervals:
! 						returnIntervals = new DailyOpenToCloseIntervals(firstEndOfDayDateTime, lastEndOfDayDateTime,
  						                                                this.benchmark.Ticker );
  						break;
  					case IntervalsType.OpenToCloseCloseToOpenIntervals:
  						returnIntervals = new OpenToCloseCloseToOpenIntervals(
! 							firstEndOfDayDateTime, lastEndOfDayDateTime, this.benchmark.Ticker);
  						break;
  					default:
  						// it should never be reached
! 						returnIntervals = new DailyOpenToCloseIntervals(firstEndOfDayDateTime, lastEndOfDayDateTime,
  						                                                this.benchmark.Ticker );
  						break;
--- 384,409 ----
  				{
  					case IntervalsType.CloseToCloseIntervals:
! 						returnIntervals = new CloseToCloseIntervals(firstDateTime, lastDayDateTime,
  						                                            this.benchmark.Ticker, ((PVOCorrelationChooser)this.inSampleChooser).ReturnIntervalLength);
  						break;
  					case IntervalsType.OpenToOpenIntervals:
! 						returnIntervals = new OpenToOpenIntervals(firstDateTime, lastDayDateTime,
  						                                          this.benchmark.Ticker, ((PVOCorrelationChooser)this.inSampleChooser).ReturnIntervalLength);
  						break;
  					case IntervalsType.CloseToOpenIntervals:
! 						returnIntervals = new CloseToOpenIntervals(firstDateTime, lastDayDateTime,
  						                                           this.benchmark.Ticker);
  						break;
  					case IntervalsType.OpenToCloseIntervals:
! 						returnIntervals = new DailyOpenToCloseIntervals(firstDateTime, lastDayDateTime,
  						                                                this.benchmark.Ticker );
  						break;
  					case IntervalsType.OpenToCloseCloseToOpenIntervals:
  						returnIntervals = new OpenToCloseCloseToOpenIntervals(
! 							firstDateTime, lastDayDateTime, this.benchmark.Ticker);
  						break;
  					default:
  						// it should never be reached
! 						returnIntervals = new DailyOpenToCloseIntervals(firstDateTime, lastDayDateTime,
  						                                                this.benchmark.Ticker );
  						break;
***************
*** 505,518 ****
  		protected virtual void updateTestingPositions(DateTime currentDate)
  		{
! 			EndOfDayHistory endOfDayHistory =
  				this.benchmark.GetEndOfDayHistory(
! 					new EndOfDayDateTime(currentDate.AddDays(-this.inSampleDays),
! 					                     EndOfDaySpecificTime.MarketOpen),
! 					new EndOfDayDateTime(currentDate,
! 					                     EndOfDaySpecificTime.MarketClose));
  			EligibleTickers eligibles =
! 				this.eligiblesSelector.GetEligibleTickers(endOfDayHistory);
! 			this.updateReturnsManager(endOfDayHistory.FirstEndOfDayDateTime,
! 			                          endOfDayHistory.LastEndOfDayDateTime);
  			if( (  this.eligiblesSelector is DummyEligibleSelector &&
  			     this.inSampleChooser != null )    ||
--- 512,529 ----
  		protected virtual void updateTestingPositions(DateTime currentDate)
  		{
! 			History history =
  				this.benchmark.GetEndOfDayHistory(
! 					HistoricalEndOfDayTimer.GetMarketOpen(
! 						currentDate.AddDays( -this.inSampleDays ) ) ,
! 					HistoricalEndOfDayTimer.GetMarketClose(
! 						currentDate ) );
! //					new EndOfDayDateTime(currentDate.AddDays(-this.inSampleDays),
! //					                     EndOfDaySpecificTime.MarketOpen),
! //					new EndOfDayDateTime(currentDate,
! //					                     EndOfDaySpecificTime.MarketClose));
  			EligibleTickers eligibles =
! 				this.eligiblesSelector.GetEligibleTickers(history);
! 			this.updateReturnsManager(history.FirstDateTime,
! 			                          history.LastDateTime);
  			if( (  this.eligiblesSelector is DummyEligibleSelector &&
  			     this.inSampleChooser != null )    ||
***************
*** 542,546 ****
  					( ( ( this.account.Portfolio.Count == 0 )
  					   && ( ( this.lastOptimizationDateTime == DateTime.MinValue ) ) ) ||
! 					 ( this.now().DateTime >= dateTimeForNextOptimization ) );
  			}
  			return areToBeUpdated;
--- 553,557 ----
  					( ( ( this.account.Portfolio.Count == 0 )
  					   && ( ( this.lastOptimizationDateTime == DateTime.MinValue ) ) ) ||
! 					 ( this.now() >= dateTimeForNextOptimization ) );
  			}
  			return areToBeUpdated;
***************
*** 552,559 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public virtual void OneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
! 			this.lastCloseDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime;
  			this.numDaysElapsedSinceLastOptimization++;
  			//OLD - numDaysBetweenEachOptimization --> market days
--- 563,570 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void oneHourAfterMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
! 			this.lastCloseDate = dateTime;
  			this.numDaysElapsedSinceLastOptimization++;
  			//OLD - numDaysBetweenEachOptimization --> market days
***************
*** 566,576 ****
  			if ( this.optimalTestingPositionsAreToBeUpdated() )
  			{
! 				this.updateTestingPositions(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime);
  				//sets tickers to be chosen next Market Close event
  				this.numDaysElapsedSinceLastOptimization = 0;
! 				this.lastOptimizationDateTime = this.now().DateTime;
  			}
  		}
  		#endregion
  	}
  }
--- 577,598 ----
  			if ( this.optimalTestingPositionsAreToBeUpdated() )
  			{
! 				this.updateTestingPositions(dateTime);
  				//sets tickers to be chosen next Market Close event
  				this.numDaysElapsedSinceLastOptimization = 0;
! 				this.lastOptimizationDateTime = this.now();
  			}
  		}
  		#endregion
+ 		
+ //		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 );
+ //		}
  	}
  }

Index: PVOLogItem.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOLogItem.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** PVOLogItem.cs	14 Aug 2008 23:28:06 -0000	1.4
--- PVOLogItem.cs	29 Sep 2008 21:18:13 -0000	1.5
***************
*** 140,146 ****
  		}
  
! 		public PVOLogItem(EndOfDayDateTime endOfDayDateTime,
  		                  int numberOfInSampleDays)
! 			: base( endOfDayDateTime )
  		{
  			this.numberOfInSampleDays = numberOfInSampleDays;
--- 140,146 ----
  		}
  
! 		public PVOLogItem(DateTime dateTime,
  		                  int numberOfInSampleDays)
! 			: base( dateTime )
  		{
  			this.numberOfInSampleDays = numberOfInSampleDays;
***************
*** 153,158 ****
  		{
  			//general
! 			DateTime firstDateTime = this.SimulatedCreationTime.DateTime.AddDays(-this.numberOfInSampleDays);
! 			DateTime lastDateTime = this.SimulatedCreationTime.DateTime;
  			double maxRunningHours = 1;
  			Benchmark benchmark = new Benchmark( "^GSPC" );
--- 153,158 ----
  		{
  			//general
! 			DateTime firstDateTime = this.SimulatedCreationDateTime.AddDays(-this.numberOfInSampleDays);
! 			DateTime lastDateTime = this.SimulatedCreationDateTime;
  			double maxRunningHours = 1;
  			Benchmark benchmark = new Benchmark( "^GSPC" );
***************
*** 167,171 ****
  			double maxAcceptableCloseToCloseDrawdown = 0.02;
  			double minimumAcceptableGain = 0.007;
! 			HistoricalQuoteProvider historicalQuoteProviderForBackTester,
  				historicalQuoteProviderForInSampleChooser,
  				historicalQuoteProviderForStrategy;
--- 167,171 ----
  			double maxAcceptableCloseToCloseDrawdown = 0.02;
  			double minimumAcceptableGain = 0.007;
! 			HistoricalMarketValueProvider historicalQuoteProviderForBackTester,
  				historicalQuoteProviderForInSampleChooser,
  				historicalQuoteProviderForStrategy;
***************
*** 211,215 ****
  			int currentIndex ,
  			TestingPositions testingPositions ,
! 			EndOfDayDateTime simulatedCreationTime )
  		{
  			this.dummyTestersForBestTestingPositionsInSample[ currentIndex ] =
--- 211,215 ----
  			int currentIndex ,
  			TestingPositions testingPositions ,
! 			DateTime simulatedCreationDateTime )
  		{
  			this.dummyTestersForBestTestingPositionsInSample[ currentIndex ] =
***************
*** 217,221 ****
  					testingPositions ,
  					this.numberOfInSampleDays ,
! 					simulatedCreationTime );
  		}
  				
--- 217,221 ----
  					testingPositions ,
  					this.numberOfInSampleDays ,
! 					simulatedCreationDateTime );
  		}
  				
***************
*** 228,232 ****
  					i ,
  					BestPVOPositionsInSample[ i ] ,
! 					this.SimulatedCreationTime );
  		}
  		
--- 228,232 ----
  					i ,
  					BestPVOPositionsInSample[ i ] ,
! 					this.SimulatedCreationDateTime );
  		}
  		

Index: PVO_OTCStrategyLessCorrelated.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVO_OTCStrategyLessCorrelated.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** PVO_OTCStrategyLessCorrelated.cs	19 Aug 2008 17:13:00 -0000	1.3
--- PVO_OTCStrategyLessCorrelated.cs	29 Sep 2008 21:18:13 -0000	1.4
***************
*** 25,29 ****
--- 25,31 ----
  
  using QuantProject.ADT;
+ using QuantProject.ADT.Histories;
  using QuantProject.ADT.Messaging;
+ using QuantProject.ADT.Optimizing.Genetic;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Instruments;
***************
*** 44,48 ****
  using QuantProject.Data.Selectors;
  using QuantProject.Data.DataTables;
- using QuantProject.ADT.Optimizing.Genetic;
  using QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios;
  using QuantProject.Scripts.WalkForwardTesting.LinearCombination;
--- 46,49 ----
***************
*** 56,60 ****
  	/// </summary>
  	[Serializable]
! 	public class PVO_OTCStrategyLessCorrelated : IEndOfDayStrategyForBacktester
  	{
  		public event NewLogItemEventHandler NewLogItem;
--- 57,61 ----
  	/// </summary>
  	[Serializable]
! 	public class PVO_OTCStrategyLessCorrelated : IStrategyForBacktester
  	{
  		public event NewLogItemEventHandler NewLogItem;
***************
*** 67,71 ****
  		protected IEligiblesSelector eligiblesSelector;
  		protected Benchmark benchmark;
! 		protected HistoricalQuoteProvider historicalQuoteProvider;
  		protected double oversoldThreshold;
  		protected double overboughtThreshold;
--- 68,72 ----
  		protected IEligiblesSelector eligiblesSelector;
  		protected Benchmark benchmark;
! 		protected HistoricalMarketValueProvider historicalQuoteProvider;
  		protected double oversoldThreshold;
  		protected double overboughtThreshold;
***************
*** 125,129 ****
  		                             double oversoldThreshold,
  		                             double overboughtThreshold,
! 		                             HistoricalQuoteProvider historicalQuoteProvider)
  		{
  			this.eligiblesSelector = eligiblesSelector;
--- 126,130 ----
  		                             double oversoldThreshold,
  		                             double overboughtThreshold,
! 		                             HistoricalMarketValueProvider historicalQuoteProvider)
  		{
  			this.eligiblesSelector = eligiblesSelector;
***************
*** 143,147 ****
  		                                     double oversoldThreshold,
  		                                     double overboughtThreshold,
! 		                                     HistoricalQuoteProvider historicalQuoteProvider)
  			
  		{
--- 144,148 ----
  		                                     double oversoldThreshold,
  		                                     double overboughtThreshold,
! 		                                     HistoricalMarketValueProvider historicalQuoteProvider)
  			
  		{
***************
*** 159,163 ****
  		                                     double oversoldThreshold,
  		                                     double overboughtThreshold,
! 		                                     HistoricalQuoteProvider historicalQuoteProvider)
  			
  		{
--- 160,164 ----
  		                                     double oversoldThreshold,
  		                                     double overboughtThreshold,
! 		                                     HistoricalMarketValueProvider historicalQuoteProvider)
  			
  		{
***************
*** 169,182 ****
  		#region MarketOpenEventHandler
  		
! 		protected virtual EndOfDayDateTime getBeginOfOscillatingPeriod(IndexBasedEndOfDayTimer timer)
  		{
! 			return new EndOfDayDateTime(	(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition-1]["quDate"],
! 			                            EndOfDaySpecificTime.MarketClose );
  		}
  		
  		private PVOPositionsStatus marketOpenEventHandler_openPositions_getStatus(IndexBasedEndOfDayTimer timer)
  		{
! 			EndOfDayDateTime today = timer.GetCurrentTime();
! 			EndOfDayDateTime beginOfOscillatingPeriod =
  				this.getBeginOfOscillatingPeriod(timer);
  			PVOPositionsStatus currentStatus =
--- 170,188 ----
  		#region MarketOpenEventHandler
  		
! 		protected virtual DateTime getBeginOfOscillatingPeriod(IndexBasedEndOfDayTimer timer)
  		{
! 			DateTime beginOfOscillatingPeriod =
! 				HistoricalEndOfDayTimer.GetMarketClose(
! 					(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition-1]["quDate"] );
! 			return beginOfOscillatingPeriod;
! //					
! //				return new EndOfDayDateTime(	(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition-1]["quDate"],
! //				                            EndOfDaySpecificTime.MarketClose );
  		}
  		
  		private PVOPositionsStatus marketOpenEventHandler_openPositions_getStatus(IndexBasedEndOfDayTimer timer)
  		{
! 			DateTime today = timer.GetCurrentDateTime();
! 			DateTime beginOfOscillatingPeriod =
  				this.getBeginOfOscillatingPeriod(timer);
  			PVOPositionsStatus currentStatus =
***************
*** 246,251 ****
  		}
  
! 		public virtual void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			if ( this.account.Portfolio.Count == 0 &&
--- 252,257 ----
  		}
  
! 		private void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			if ( this.account.Portfolio.Count == 0 &&
***************
*** 266,282 ****
  		#endregion
  		
! 		public void FiveMinutesBeforeMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  		}
  
! 		private EndOfDayDateTime now()
  		{
! 			return this.account.EndOfDayTimer.GetCurrentTime();
  		}
  
  		
! 		public virtual void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			if(this.account.Portfolio.Count > 0)
--- 272,288 ----
  		#endregion
  		
! 		private void fiveMinutesBeforeMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  		}
  
! 		private DateTime now()
  		{
! 			return this.account.Timer.GetCurrentDateTime();
  		}
  
  		
! 		private void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			if(this.account.Portfolio.Count > 0)
***************
*** 286,294 ****
  		#region OneHourAfterMarketCloseEventHandler
  		
! 		protected virtual void updateReturnsManager(EndOfDayDateTime firstEndOfDayDateTime,
! 		                                            EndOfDayDateTime lastEndOfDayDateTime)
  		{
  			this.returnsManager =
! 				new ReturnsManager( new DailyOpenToCloseIntervals(firstEndOfDayDateTime, lastEndOfDayDateTime,
  				                                                  this.benchmark.Ticker ) ,
  				                   this.historicalQuoteProvider);
--- 292,300 ----
  		#region OneHourAfterMarketCloseEventHandler
  		
! 		protected virtual void updateReturnsManager(DateTime firstDateTime,
! 		                                            DateTime lastDateTime)
  		{
  			this.returnsManager =
! 				new ReturnsManager( new DailyOpenToCloseIntervals(firstDateTime, lastDateTime,
  				                                                  this.benchmark.Ticker ) ,
  				                   this.historicalQuoteProvider);
***************
*** 373,386 ****
  		protected virtual void updateTestingPositions(DateTime currentDate)
  		{
! 			EndOfDayHistory endOfDayHistory =
  				this.benchmark.GetEndOfDayHistory(
! 					new EndOfDayDateTime(currentDate.AddDays(-this.inSampleDays),
! 					                     EndOfDaySpecificTime.MarketOpen),
! 					new EndOfDayDateTime(currentDate,
! 					                     EndOfDaySpecificTime.MarketClose));
  			EligibleTickers eligibles =
! 				this.eligiblesSelector.GetEligibleTickers(endOfDayHistory);
! 			this.updateReturnsManager(endOfDayHistory.FirstEndOfDayDateTime,
! 			                          endOfDayHistory.LastEndOfDayDateTime);
  			if(this.inSampleChooser != null)
  				this.chosenPVOPositions = (TestingPositions[])inSampleChooser.AnalyzeInSample(eligibles, this.returnsManager);
--- 379,395 ----
  		protected virtual void updateTestingPositions(DateTime currentDate)
  		{
! 			History history =
  				this.benchmark.GetEndOfDayHistory(
! 					HistoricalEndOfDayTimer.GetMarketOpen(
! 						currentDate.AddDays(-this.inSampleDays) ) ,
! 					HistoricalEndOfDayTimer.GetMarketClose( currentDate ) );
! //					new EndOfDayDateTime(currentDate.AddDays(-this.inSampleDays),
! //					                     EndOfDaySpecificTime.MarketOpen),
! //					new EndOfDayDateTime(currentDate,
! //					                     EndOfDaySpecificTime.MarketClose));
  			EligibleTickers eligibles =
! 				this.eligiblesSelector.GetEligibleTickers(history);
! 			this.updateReturnsManager(history.FirstDateTime,
! 			                          history.LastDateTime);
  			if(this.inSampleChooser != null)
  				this.chosenPVOPositions = (TestingPositions[])inSampleChooser.AnalyzeInSample(eligibles, this.returnsManager);
***************
*** 401,405 ****
  					( ( ( this.account.Portfolio.Count == 0 )
  					   && ( ( this.lastOptimizationDateTime == DateTime.MinValue ) ) ) ||
! 					 ( this.now().DateTime >= dateTimeForNextOptimization ) );
  			}
  			return areToBeUpdated;
--- 410,414 ----
  					( ( ( this.account.Portfolio.Count == 0 )
  					   && ( ( this.lastOptimizationDateTime == DateTime.MinValue ) ) ) ||
! 					 ( this.now() >= dateTimeForNextOptimization ) );
  			}
  			return areToBeUpdated;
***************
*** 411,418 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public virtual void OneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
! 			this.lastCloseDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime;
  			this.numDaysElapsedSinceLastOptimization++;
  			//OLD - numDaysBetweenEachOptimization --> market days
--- 420,427 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		private void oneHourAfterMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
! 			this.lastCloseDate = dateTime;
  			this.numDaysElapsedSinceLastOptimization++;
  			//OLD - numDaysBetweenEachOptimization --> market days
***************
*** 425,435 ****
  			if ( this.optimalTestingPositionsAreToBeUpdated() )
  			{
! 				this.updateTestingPositions(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime);
  				//sets tickers to be chosen next Market Close event
  				this.numDaysElapsedSinceLastOptimization = 0;
! 				this.lastOptimizationDateTime = this.now().DateTime;
  			}
  		}
  		#endregion
  	}
  }
--- 434,455 ----
  			if ( this.optimalTestingPositionsAreToBeUpdated() )
  			{
! 				this.updateTestingPositions(dateTime);
  				//sets tickers to be chosen next Market Close event
  				this.numDaysElapsedSinceLastOptimization = 0;
! 				this.lastOptimizationDateTime = this.now();
  			}
  		}
  		#endregion
+ 		
+ 		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 );
+ 		}
  	}
  }