[Quantproject-developers] QuantProject/b4_Business/a05_Timing IndexBasedHistoricalTimer.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv31305/b4_Business/a05_Timing

Modified Files:
	IndexBasedHistoricalTimer.cs 
Log Message:
- the method
protected bool isDone()
has been overridden (implemented)

- now a NewDateTime event is sent out (every market day) for one hour after market close (to be used by strategies, for in sample optimization)

Index: IndexBasedHistoricalTimer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing/IndexBasedHistoricalTimer.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** IndexBasedHistoricalTimer.cs	18 Nov 2008 23:00:33 -0000	1.3
--- IndexBasedHistoricalTimer.cs	20 Nov 2008 20:46:55 -0000	1.4
***************
*** 34,37 ****
--- 34,38 ----
  	/// index is quoted at those DateTime(s)
  	/// </summary>
+ 	[Serializable]
  	public class IndexBasedHistoricalTimer : Timer
  	{
***************
*** 62,65 ****
--- 63,128 ----
  		
  		#region initialize_dateTimesToBeThrown
+ 		
+ 		#region addDateTimeAndIfTheCaseAddEndOfDayDateTime
+ 		
+ 		#region addOneHourAfterMarketCloseDateTimeIfTheCase
+ 		
+ 		#region isOneHourAfterMarktetCloseToBeInserted
+ 		private bool isOneHourAfterMarktetCloseToBeInserted_withOneAdded(
+ 			DateTime nextDateTimeToBeAdded )
+ 		{
+ 			Date dateForLastDateTimeAdded =
+ 				new Date( this.dateTimesToBeThrown[ this.dateTimesToBeThrown.Count - 1 ] );
+ 			Date dateForNextDateTimeToBeAdded =
+ 				new Date( nextDateTimeToBeAdded );
+ 			bool isToBeInserted = ( dateForNextDateTimeToBeAdded > dateForLastDateTimeAdded );
+ 			return isToBeInserted;
+ 		}
+ 		private bool isOneHourAfterMarktetCloseToBeInserted( DateTime nextDateTimeToBeAdded )
+ 		{
+ 			bool isToBeInserted = false;
+ 			if ( this.dateTimesToBeThrown.Count > 0 )
+ 				// at least one DateTime has already been added
+ 				isToBeInserted = isOneHourAfterMarktetCloseToBeInserted_withOneAdded(
+ 					nextDateTimeToBeAdded );
+ 			return isToBeInserted;
+ 		}
+ 		#endregion isOneHourAfterMarktetCloseToBeInserted
+ 		
+ 		#region addOneHourAfterMarketCloseDateTime
+ 		private DateTime getOneHourAfterMarketCloseForLastDateTimeAdded()
+ 		{
+ 			DateTime dateTimeForLastDateTimeAdded =
+ 				this.dateTimesToBeThrown[ this.dateTimesToBeThrown.Count - 1 ];
+ 			DateTime oneHourAfterMarketCloseForLastDateTimeAdded =
+ 				HistoricalEndOfDayTimer.GetOneHourAfterMarketClose(
+ 					dateTimeForLastDateTimeAdded );
+ 			return oneHourAfterMarketCloseForLastDateTimeAdded;
+ 		}
+ 		private void addOneHourAfterMarketCloseDateTime( DateTime dateTime )
+ 		{
+ 			DateTime oneHourAfterMarketCloseForLastDateTimeAdded =
+ 				this.getOneHourAfterMarketCloseForLastDateTimeAdded();
+ 			this.dateTimesToBeThrown.Add(
+ 				oneHourAfterMarketCloseForLastDateTimeAdded );			
+ 		}
+ 		#endregion addOneHourAfterMarketCloseDateTime
+ 		
+ 		private void addOneHourAfterMarketCloseDateTimeIfTheCase(
+ 			DateTime nextDateTimeToBeAdded )
+ 		{
+ 			if ( this.isOneHourAfterMarktetCloseToBeInserted( nextDateTimeToBeAdded ) )
+ 				this.addOneHourAfterMarketCloseDateTime( nextDateTimeToBeAdded );
+ 		}
+ 		#endregion addOneHourAfterMarketCloseDateTimeIfTheCase
+ 		
+ 		private void addDateTimeAndIfTheCaseAddOneHourAfterMarketCloseDateTime(
+ 			DateTime nextDateTimeToBeAdded )
+ 		{
+ 			this.addOneHourAfterMarketCloseDateTimeIfTheCase( nextDateTimeToBeAdded );
+ 			this.dateTimesToBeThrown.Add( nextDateTimeToBeAdded );
+ 		}
+ 		#endregion addDateTimeAndIfTheCaseAddEndOfDayDateTime
+ 		
  		private void initialize_dateTimesToBeThrown(
  			History dateTimesToBeThrownHistory )
***************
*** 67,71 ****
  			this.dateTimesToBeThrown = new List< DateTime >();
  			foreach ( DateTime dateTime in dateTimesToBeThrownHistory.Keys )
! 				this.dateTimesToBeThrown.Add( dateTime );
  		}
  		private void initialize_dateTimesToBeThrown()
--- 130,134 ----
  			this.dateTimesToBeThrown = new List< DateTime >();
  			foreach ( DateTime dateTime in dateTimesToBeThrownHistory.Keys )
! 				this.addDateTimeAndIfTheCaseAddOneHourAfterMarketCloseDateTime( dateTime );
  		}
  		private void initialize_dateTimesToBeThrown()
***************
*** 90,109 ****
  		private void checkIfNoMoreDateTimesAreToBeThrown()
  		{
! 			if ( this.currentDateTimeIndex >= this.dateTimesToBeThrown.Count )
  				throw new Exception(
  					"This timer has no other DateTime(s) to be thrown out. " +
  					"This should never happen, the backtest should have invoked the method " +
! 					"QuantProject.Business.Timing.Timer.Stop() before gettint to this " +
  					"point." );
! 			}
! 		private void moveNext_actually()
  		{
! 			this.currentDateTimeIndex++;
! 			this.currentDateTime = this.dateTimesToBeThrown[ currentDateTimeIndex ];
  		}
  		protected override void moveNext()
  		{
! 			this.checkIfNoMoreDateTimesAreToBeThrown();
! 			this.moveNext_actually();
  		}
  		#endregion moveNext
--- 153,182 ----
  		private void checkIfNoMoreDateTimesAreToBeThrown()
  		{
! 			if ( this.currentDateTimeIndex >= this.dateTimesToBeThrown.Count - 1 )
  				throw new Exception(
  					"This timer has no other DateTime(s) to be thrown out. " +
  					"This should never happen, the backtest should have invoked the method " +
! 					"QuantProject.Business.Timing.Timer.Stop() before getting to this " +
  					"point." );
! 		}
! 		
! 		protected override bool isDone()
  		{
! 			bool isThisTimerDone =
! 				( this.currentDateTimeIndex >= ( this.dateTimesToBeThrown.Count - 1 ) );
! 			return isThisTimerDone;
  		}
+ //
+ //		private void moveNext_actually()
+ //		{
+ //			this.currentDateTimeIndex++;
+ //			this.currentDateTime = this.dateTimesToBeThrown[ currentDateTimeIndex ];
+ //			this.setCompleteIfTheCase();
+ //		}
+ 		
  		protected override void moveNext()
  		{
! 			this.currentDateTimeIndex++;
! 			this.currentDateTime = this.dateTimesToBeThrown[ currentDateTimeIndex ];
  		}
  		#endregion moveNext