[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging TesterForFLTPTestingPositions.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv18157/Logging

Modified Files:
	TesterForFLTPTestingPositions.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: TesterForFLTPTestingPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging/TesterForFLTPTestingPositions.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** TesterForFLTPTestingPositions.cs	16 Aug 2008 19:18:52 -0000	1.1
--- TesterForFLTPTestingPositions.cs	29 Sep 2008 21:20:14 -0000	1.2
***************
*** 46,50 ****
  		private FLTPTestingPositions testingPositions;
  		private int numberOfInSampleDays;
! 		private EndOfDayDateTime endOfDayDateTimeWhenThisObjectWasLogged;
  		
  		/// <summary>
--- 46,50 ----
  		private FLTPTestingPositions testingPositions;
  		private int numberOfInSampleDays;
! 		private DateTime dateTimeWhenThisObjectWasLogged;
  		
  		/// <summary>
***************
*** 75,79 ****
  			TestingPositions testingPositions ,
  			int numberOfInSampleDays ,
! 			EndOfDayDateTime endOfDayDateTimeWhenThisObjectWasLogged )
  		{
  			this.checkParameters( testingPositions );
--- 75,79 ----
  			TestingPositions testingPositions ,
  			int numberOfInSampleDays ,
! 			DateTime dateTimeWhenThisObjectWasLogged )
  		{
  			this.checkParameters( testingPositions );
***************
*** 81,86 ****
  				(FLTPTestingPositions)testingPositions;
  			this.numberOfInSampleDays = numberOfInSampleDays;
! 			this.endOfDayDateTimeWhenThisObjectWasLogged =
! 				endOfDayDateTimeWhenThisObjectWasLogged;
  		}
  		private void checkParameters( TestingPositions testingPositions )
--- 81,86 ----
  				(FLTPTestingPositions)testingPositions;
  			this.numberOfInSampleDays = numberOfInSampleDays;
! 			this.dateTimeWhenThisObjectWasLogged =
! 				dateTimeWhenThisObjectWasLogged;
  		}
  		private void checkParameters( TestingPositions testingPositions )
***************
*** 96,100 ****
  			WeightedPositions weightedPositions ,
  			IIntervalsSelector intervalsSelector ,
! 			IHistoricalQuoteProvider historicalQuoteProvider ,
  			Benchmark benchmark ,
  			double cashToStart )
--- 96,100 ----
  			WeightedPositions weightedPositions ,
  			IIntervalsSelector intervalsSelector ,
! 			HistoricalMarketValueProvider HistoricalMarketValueProvider ,
  			Benchmark benchmark ,
  			double cashToStart )
***************
*** 102,119 ****
  			FLTPSimpleStrategy fLTPSimpleStrategy =
  				new FLTPSimpleStrategy( weightedPositions ,
! 				intervalsSelector , historicalQuoteProvider );
  			IAccountProvider accountProvider =
  				new SimpleAccountProvider();
  
  			DateTime firstDateTime =
! 				this.endOfDayDateTimeWhenThisObjectWasLogged.DateTime.AddDays(
  				- this.numberOfInSampleDays );
  			DateTime lastDateTime =
! 				this.endOfDayDateTimeWhenThisObjectWasLogged.DateTime;
  			double maxRunningHours = 0.3;
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
  				"SimpleFLTP" , fLTPSimpleStrategy ,
! 				historicalQuoteProvider , accountProvider ,
  				firstDateTime , lastDateTime ,
  				benchmark , cashToStart , maxRunningHours );
--- 102,119 ----
  			FLTPSimpleStrategy fLTPSimpleStrategy =
  				new FLTPSimpleStrategy( weightedPositions ,
! 				intervalsSelector , HistoricalMarketValueProvider );
  			IAccountProvider accountProvider =
  				new SimpleAccountProvider();
  
  			DateTime firstDateTime =
! 				this.dateTimeWhenThisObjectWasLogged.AddDays(
  				- this.numberOfInSampleDays );
  			DateTime lastDateTime =
! 				this.dateTimeWhenThisObjectWasLogged;
  			double maxRunningHours = 0.3;
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
  				"SimpleFLTP" , fLTPSimpleStrategy ,
! 				HistoricalMarketValueProvider , accountProvider ,
  				firstDateTime , lastDateTime ,
  				benchmark , cashToStart , maxRunningHours );
***************
*** 150,154 ****
  			Benchmark benchmark = new Benchmark( "MSFT" );
  
! 			IHistoricalQuoteProvider historicalQuoteProvider =
  				new HistoricalAdjustedQuoteProvider();
  
--- 150,154 ----
  			Benchmark benchmark = new Benchmark( "MSFT" );
  
! 			HistoricalMarketValueProvider historicalMarketValueProvider =
  				new HistoricalAdjustedQuoteProvider();
  
***************
*** 171,175 ****
  			AccountReport accountReport =
  				this.getAccountReport( weightedPositions , intervalsSelector ,
! 				historicalQuoteProvider ,
  				benchmark , 30000 );
  			
--- 171,175 ----
  			AccountReport accountReport =
  				this.getAccountReport( weightedPositions , intervalsSelector ,
! 				historicalMarketValueProvider ,
  				benchmark , 30000 );