[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/BruteForceOptimization EndOfDayTimerHandlerOTCTypesBruteForce.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/BruteForceOptimization
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16649/TestingOTCTypes/BruteForceOptimization

Modified Files:
	EndOfDayTimerHandlerOTCTypesBruteForce.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: EndOfDayTimerHandlerOTCTypesBruteForce.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/BruteForceOptimization/EndOfDayTimerHandlerOTCTypesBruteForce.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** EndOfDayTimerHandlerOTCTypesBruteForce.cs	26 Mar 2008 00:48:26 -0000	1.4
--- EndOfDayTimerHandlerOTCTypesBruteForce.cs	29 Sep 2008 21:18:09 -0000	1.5
***************
*** 46,50 ****
    /// </summary>
    [Serializable]
!   public class EndOfDayTimerHandlerOTCTypesBruteForce : EndOfDayTimerHandler
    {
      private int seedForRandomGenerator;
--- 46,51 ----
    /// </summary>
    [Serializable]
!   public class EndOfDayTimerHandlerOTCTypesBruteForce :
!   	QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios.EndOfDayTimerHandler
    {
      private int seedForRandomGenerator;
***************
*** 91,96 ****
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     public override void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
        for(int i = 0; i<this.accounts.Length; i++)
--- 92,97 ----
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     protected override void marketOpenEventHandler(
!       Object sender , DateTime dateTime )
      {
        for(int i = 0; i<this.accounts.Length; i++)
***************
*** 114,119 ****
      }
  	          
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
       	if(this.accounts[1].Portfolio.Count > 0)
--- 115,120 ----
      }
  	          
!     protected override void marketCloseEventHandler(
!       Object sender , DateTime dateTime )
      {
       	if(this.accounts[1].Portfolio.Count > 0)
***************
*** 139,143 ****
      }
     
! 		#region OneHourAfterMarketCloseEventHandler
        
      protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
--- 140,144 ----
      }
     
! 		#region oneHourAfterMarketCloseEventHandler
        
      protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
***************
*** 210,215 ****
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     public override void OneHourAfterMarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
      	this.seedForRandomGenerator++;
--- 211,216 ----
      /// <param name="sender"></param>
      /// <param name="eventArgs"></param>
!     protected override void oneHourAfterMarketCloseEventHandler(
!       Object sender , DateTime dateTime )
      {
      	this.seedForRandomGenerator++;
***************
*** 217,221 ****
      	   this.numDaysBetweenEachOptimization - 1)
      	{
!     		this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
        	//sets tickers to be chosen at next Market Open event
        	this.numDaysElapsedSinceLastOptimization = 0;
--- 218,222 ----
      	   this.numDaysBetweenEachOptimization - 1)
      	{
!     		this.setTickers(dateTime, false);
        	//sets tickers to be chosen at next Market Open event
        	this.numDaysElapsedSinceLastOptimization = 0;