[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOs
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From: Glauco S. <gla...@us...> - 2008-09-29 21:19:14
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/BiasedPVO In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16878/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/BiasedPVO Modified Files: RunBiasedPVO_OTC.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: RunBiasedPVO_OTC.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/BiasedPVO/RunBiasedPVO_OTC.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** RunBiasedPVO_OTC.cs 19 Aug 2008 17:13:03 -0000 1.3 --- RunBiasedPVO_OTC.cs 29 Sep 2008 21:18:49 -0000 1.4 *************** *** 117,121 **** protected override void run_initializeHistoricalQuoteProvider() { ! this.historicalQuoteProvider = new HistoricalRawQuoteProvider(); } --- 117,121 ---- protected override void run_initializeHistoricalQuoteProvider() { ! this.historicalMarketValueProvider = new HistoricalRawQuoteProvider(); } *************** *** 124,132 **** this.account = new Account( this.scriptName , this.endOfDayTimer , new HistoricalEndOfDayDataStreamer( this.endOfDayTimer , ! this.historicalQuoteProvider ) , new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer , ! this.historicalQuoteProvider, new FixedPercentageSlippageManager( ! this.historicalQuoteProvider, this.endOfDayTimer, 0.05 ) ), new IBCommissionManager() ); } --- 124,132 ---- this.account = new Account( this.scriptName , this.endOfDayTimer , new HistoricalEndOfDayDataStreamer( this.endOfDayTimer , ! this.historicalMarketValueProvider ) , new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer , ! this.historicalMarketValueProvider, new FixedPercentageSlippageManager( ! this.historicalMarketValueProvider, this.endOfDayTimer, 0.05 ) ), new IBCommissionManager() ); } *************** *** 206,212 **** this.checkDateForReport_createDirIfNotPresent(dirNameWhereToSaveReports); AccountReport accountReport = this.account.CreateReport(fileName,1, ! this.endOfDayTimer.GetCurrentTime(), this.benchmark, ! this.historicalQuoteProvider); ObjectArchiver.Archive(accountReport, dirNameWhereToSaveReports + --- 206,212 ---- this.checkDateForReport_createDirIfNotPresent(dirNameWhereToSaveReports); AccountReport accountReport = this.account.CreateReport(fileName,1, ! this.endOfDayTimer.GetCurrentDateTime(), this.benchmark, ! this.historicalMarketValueProvider); ObjectArchiver.Archive(accountReport, dirNameWhereToSaveReports + |