[Quantproject-developers] QuantProject/b4_Business/a2_Strategies WeightedPosition.cs, 1.3, 1.4 WeightedPositions.cs, 1.14, 1.15

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16256

Modified Files:
	WeightedPosition.cs WeightedPositions.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: WeightedPosition.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/WeightedPosition.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** WeightedPosition.cs	14 Jan 2008 23:24:48 -0000	1.3
--- WeightedPosition.cs	29 Sep 2008 21:17:57 -0000	1.4
***************
*** 99,110 ****
  				new HistoricalAdjustedQuoteProvider();
  			double todayMarketValueAtClose =
! 				historicalAdjustedQuoteProvider.GetMarketValue(	ticker ,
! 				new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose ) );
  			DateTime yesterday = dateTime.AddDays( -1 );
! 			EndOfDayDateTime yesterdayAtClose = new
! 				EndOfDayDateTime( yesterday ,	EndOfDaySpecificTime.MarketClose );
  			double yesterdayMarketValueAtClose =
  				historicalAdjustedQuoteProvider.GetMarketValue(
! 				ticker , yesterdayAtClose );
  			double dailyReturnForLongPosition =
  				( todayMarketValueAtClose / yesterdayMarketValueAtClose ) - 1;
--- 99,112 ----
  				new HistoricalAdjustedQuoteProvider();
  			double todayMarketValueAtClose =
! 				historicalAdjustedQuoteProvider.GetMarketValue(
! 					ticker , HistoricalEndOfDayTimer.GetMarketClose( dateTime ) );
! //				new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose ) );
  			DateTime yesterday = dateTime.AddDays( -1 );
! 			DateTime yesterdayAtClose =
! 				HistoricalEndOfDayTimer.GetMarketClose( yesterday );
! //				new	EndOfDayDateTime( yesterday ,	EndOfDaySpecificTime.MarketClose );
  			double yesterdayMarketValueAtClose =
  				historicalAdjustedQuoteProvider.GetMarketValue(
! 					ticker , yesterdayAtClose );
  			double dailyReturnForLongPosition =
  				( todayMarketValueAtClose / yesterdayMarketValueAtClose ) - 1;

Index: WeightedPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/WeightedPositions.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** WeightedPositions.cs	27 Feb 2008 22:17:10 -0000	1.14
--- WeightedPositions.cs	29 Sep 2008 21:17:57 -0000	1.15
***************
*** 256,261 ****
  			HistoricalAdjustedQuoteProvider historicalAdjustedQuoteProvider =
  				new HistoricalAdjustedQuoteProvider();
! 			EndOfDayDateTime endOfDayDateTime =
! 				new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose );
  			foreach( WeightedPosition weightedPosition in	this.Values )
  			{
--- 256,261 ----
  			HistoricalAdjustedQuoteProvider historicalAdjustedQuoteProvider =
  				new HistoricalAdjustedQuoteProvider();
! //			EndOfDayDateTime endOfDayDateTime =
! //				new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose );
  			foreach( WeightedPosition weightedPosition in	this.Values )
  			{
***************
*** 265,269 ****
  				double tickerQuote =
  					historicalAdjustedQuoteProvider.GetMarketValue(
! 					ticker , endOfDayDateTime );
  				double virtualQuantityForThisPosition = valueForThisPosition / tickerQuote;
  				if ( weightedPosition.IsShort )
--- 265,269 ----
  				double tickerQuote =
  					historicalAdjustedQuoteProvider.GetMarketValue(
! 						ticker , dateTime );
  				double virtualQuantityForThisPosition = valueForThisPosition / tickerQuote;
  				if ( weightedPosition.IsShort )
***************
*** 299,306 ****
  			foreach( string ticker in tickerVirtualQuantities.Keys )
  			{
! 				EndOfDayDateTime endOfDayDateTime =	new EndOfDayDateTime(
! 					dateTime , EndOfDaySpecificTime.MarketClose );
  				double tickerQuote = historicalAdjustedQuoteProvider.GetMarketValue(
! 					ticker , endOfDayDateTime );
  				double virtualQuantity = (double)tickerVirtualQuantities[ ticker ];
  				virtualPortfolioValue +=	virtualQuantity * tickerQuote;
--- 299,306 ----
  			foreach( string ticker in tickerVirtualQuantities.Keys )
  			{
! //				EndOfDayDateTime endOfDayDateTime =	new EndOfDayDateTime(
! //					dateTime , EndOfDaySpecificTime.MarketClose );
  				double tickerQuote = historicalAdjustedQuoteProvider.GetMarketValue(
! 					ticker , dateTime );
  				double virtualQuantity = (double)tickerVirtualQuantities[ ticker ];
  				virtualPortfolioValue +=	virtualQuantity * tickerQuote;