[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging TesterForFLTPTestingPositions.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13996/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging

Modified Files:
	TesterForFLTPTestingPositions.cs 
Log Message:
A new parameter of type Timer has been added to the EndOfDayStrategyBackTester

Index: TesterForFLTPTestingPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging/TesterForFLTPTestingPositions.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** TesterForFLTPTestingPositions.cs	29 Sep 2008 21:20:14 -0000	1.2
--- TesterForFLTPTestingPositions.cs	12 Nov 2008 20:43:30 -0000	1.3
***************
*** 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;
***************
*** 102,106 ****
  			FLTPSimpleStrategy fLTPSimpleStrategy =
  				new FLTPSimpleStrategy( weightedPositions ,
! 				intervalsSelector , HistoricalMarketValueProvider );
  			IAccountProvider accountProvider =
  				new SimpleAccountProvider();
--- 102,106 ----
  			FLTPSimpleStrategy fLTPSimpleStrategy =
  				new FLTPSimpleStrategy( weightedPositions ,
! 				                       intervalsSelector , HistoricalMarketValueProvider );
  			IAccountProvider accountProvider =
  				new SimpleAccountProvider();
***************
*** 108,112 ****
  			DateTime firstDateTime =
  				this.dateTimeWhenThisObjectWasLogged.AddDays(
! 				- this.numberOfInSampleDays );
  			DateTime lastDateTime =
  				this.dateTimeWhenThisObjectWasLogged;
--- 108,112 ----
  			DateTime firstDateTime =
  				this.dateTimeWhenThisObjectWasLogged.AddDays(
! 					- this.numberOfInSampleDays );
  			DateTime lastDateTime =
  				this.dateTimeWhenThisObjectWasLogged;
***************
*** 114,121 ****
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 				"SimpleFLTP" , fLTPSimpleStrategy ,
! 				HistoricalMarketValueProvider , accountProvider ,
! 				firstDateTime , lastDateTime ,
! 				benchmark , cashToStart , maxRunningHours );
  
  //			simpleStrategy.Account = endOfDayStrategyBackTester.Account;
--- 114,125 ----
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
! 					"SimpleFLTP" ,
! 					new QuantProject.Business.Timing.IndexBasedEndOfDayTimer(
! 						HistoricalEndOfDayTimer.GetMarketOpen( firstDateTime ) ,
! 						benchmark.Ticker ) ,
! 					fLTPSimpleStrategy ,
! 					HistoricalMarketValueProvider , accountProvider ,
! 					firstDateTime , lastDateTime ,
! 					benchmark , cashToStart , maxRunningHours );
  
  //			simpleStrategy.Account = endOfDayStrategyBackTester.Account;
***************
*** 136,140 ****
  //			WeightedPosition weightedPosition )
  //		{
! ////			double[] weights = { 1 };
  //			double[] weights = { this.getWeightedPositions_getWeight( weightedPosition ) };
  //			string[] tickers = { weightedPosition.Ticker };
--- 140,144 ----
  //			WeightedPosition weightedPosition )
  //		{
! 		////			double[] weights = { 1 };
  //			double[] weights = { this.getWeightedPositions_getWeight( weightedPosition ) };
  //			string[] tickers = { weightedPosition.Ticker };
***************
*** 168,176 ****
  			WeightedPositions weightedPositions =
  				this.testingPositions.WeightedPositions;
! 				
  			AccountReport accountReport =
  				this.getAccountReport( weightedPositions , intervalsSelector ,
! 				historicalMarketValueProvider ,
! 				benchmark , 30000 );
  			
  			Report report =
--- 172,180 ----
  			WeightedPositions weightedPositions =
  				this.testingPositions.WeightedPositions;
! 			
  			AccountReport accountReport =
  				this.getAccountReport( weightedPositions , intervalsSelector ,
! 				                      historicalMarketValueProvider ,
! 				                      benchmark , 30000 );
  			
  			Report report =
***************
*** 180,184 ****
  //				accountReportForFirstPosition.EquityLine.LastDateTime ,
  //				EndOfDaySpecificTime.OneHourAfterMarketClose );
! 				
  			//			report.Create( "PearsonDebug" , 1 ,
  			//			              lastEndOfDayDateTimeForReport ,
--- 184,188 ----
  //				accountReportForFirstPosition.EquityLine.LastDateTime ,
  //				EndOfDaySpecificTime.OneHourAfterMarketClose );
! 			
  			//			report.Create( "PearsonDebug" , 1 ,
  			//			              lastEndOfDayDateTimeForReport ,