[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-09-29 21:22:02
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv18958/WFLagDebugger Modified Files: WFLagRunDebugger.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: WFLagRunDebugger.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagRunDebugger.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** WFLagRunDebugger.cs 22 Jun 2006 21:39:24 -0000 1.2 --- WFLagRunDebugger.cs 29 Sep 2008 21:21:42 -0000 1.3 *************** *** 3,7 **** WFLagRunDebugger.cs ! Copyright (C) 2003 Glauco Siliprandi --- 3,7 ---- WFLagRunDebugger.cs ! Copyright (C) 2003 Glauco Siliprandi *************** *** 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; *************** *** 49,62 **** DateTime lastDateTime = ((DateTime)transactionHistory.GetKey( ! transactionHistory.Count - 1 ) ).AddDays( 1 ); RebuildableAccount account = new RebuildableAccount( "FromSerializedTransactions" ); account.Add( transactionHistory ); Report report = new Report( account , ! new HistoricalAdjustedQuoteProvider() ); ! report.Create( "WFT One Rank" , 1 , ! new EndOfDayDateTime( ! lastDateTime , ! EndOfDaySpecificTime.OneHourAfterMarketClose ) , "^SPX" ); WFLagReportDebugger wFLagReportDebugger = --- 49,65 ---- DateTime lastDateTime = ((DateTime)transactionHistory.GetKey( ! transactionHistory.Count - 1 ) ).AddDays( 1 ); RebuildableAccount account = new RebuildableAccount( "FromSerializedTransactions" ); account.Add( transactionHistory ); Report report = new Report( account , ! new HistoricalAdjustedQuoteProvider() ); ! report.Create( ! "WFT One Rank" , 1 , ! HistoricalEndOfDayTimer.GetOneHourAfterMarketClose( ! lastDateTime ) , ! // new EndOfDayDateTime( ! // lastDateTime , ! // EndOfDaySpecificTime.OneHourAfterMarketClose ) , "^SPX" ); WFLagReportDebugger wFLagReportDebugger = *************** *** 64,68 **** report.TransactionGrid.MouseUp += new MouseEventHandler( ! wFLagReportDebugger.MouseClickEventHandler ); report.Show(); } --- 67,71 ---- report.TransactionGrid.MouseUp += new MouseEventHandler( ! wFLagReportDebugger.MouseClickEventHandler ); report.Show(); } |