[Quantproject-developers] QuantProject/b4_Business/a2_Strategies EndOfDayStrategyBackTester.cs, 1.12, 1.13

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv32461/b4_Business/a2_Strategies

Modified Files:
	EndOfDayStrategyBackTester.cs 
Log Message:
the backtester was bug about deciding when to stop (and to produce and save the report)

Index: EndOfDayStrategyBackTester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategyBackTester.cs,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** EndOfDayStrategyBackTester.cs	18 Nov 2008 23:01:52 -0000	1.12
--- EndOfDayStrategyBackTester.cs	20 Nov 2008 20:55:36 -0000	1.13
***************
*** 153,157 ****
  		private void checkThisPropertyRequiresBacktestIsCompleted()
  		{
! 			if ( this.actualLastDateTime == DateTime.MinValue )
  				// the timer has not been stopped yet
  				throw new Exception( "This property cannot be invoked " +
--- 153,158 ----
  		private void checkThisPropertyRequiresBacktestIsCompleted()
  		{
! //			if ( this.actualLastDateTime == DateTime.MinValue )
! 			if ( !this.timer.IsDone )
  				// the timer has not been stopped yet
  				throw new Exception( "This property cannot be invoked " +
***************
*** 294,297 ****
--- 295,312 ----
  		}
  		#endregion run_addEventHandlers
+ 		
+ 		private void completeTheScript()
+ 		{
+ 			this.actualLastDateTime =
+ 				ExtendedDateTime.Min(
+ 					this.lastDateTime , this.timer.GetCurrentDateTime() );
+ 			this.realDateTimeWhenTheBackTestIsStopped = DateTime.Now;
+ 			this.accountReport = this.account.CreateReport(
+ 				"" , 1 ,
+ 				this.timer.GetCurrentDateTime() , this.benchmark.Ticker ,
+ 				this.historicalMarketValueProvider );
+ 			this.accountReport.Name = this.Description;
+ 		}
+ 		
  		/// <summary>
  		/// Performes the actual backtest
***************
*** 308,311 ****
--- 323,327 ----
  			//			this.progressBarForm.Show();
  			this.timer.Start();
+ 			this.completeTheScript();
  		}
  		#endregion Run
***************
*** 313,354 ****
  		#region newDateTimeEventHandler
  		
! 		private bool isTimeToStop( DateTime currentTime )
  		{
  			DateTime maxEndingDateTimeForScript =
  				this.startingTimeForScript.AddHours( this.maxRunningHours );
  			DateTime realTime = DateTime.Now;
! 			bool scriptTimeElapsed = ( realTime >= maxEndingDateTimeForScript );
  			bool stopBacktestIfMaxRunningHoursHasBeenReached =
  				this.strategyForBacktester.StopBacktestIfMaxRunningHoursHasBeenReached;
  			return
  				( ( currentTime > this.lastDateTime ) ||
! 				 ( scriptTimeElapsed &&
! 				  stopBacktestIfMaxRunningHoursHasBeenReached ) );
  		}
! //		private void removeTimerEventHandlers()
! //		{
! //			foreach( NewDateTimeEventHandler newDateTimeEventHandler in
! //			        this.timer.NewDateTime.GetInvocationList())
! //			{
! //				this.timer.NewDateTime -= newDateTimeEventHandler;
! //			}
! //		}
  		
  		#region stopTheScript
  		private void stopTheScript( DateTime currentDateTime )
  		{
! 			this.actualLastDateTime =
! 				ExtendedDateTime.Min( this.lastDateTime , currentDateTime );
  			this.timer.Stop();
! //			this.removeTimerEventHandlers();
! //			this.timer.NewDateTime -=
! //				new NewDateTimeEventHandler(
! //					this.strategyForBacktester.NewDateTimeEventHandler );
! 			this.realDateTimeWhenTheBackTestIsStopped = DateTime.Now;
! 			this.accountReport = this.account.CreateReport(
! 				"" ,
! 				1 , currentDateTime , this.benchmark.Ticker ,
! 				this.historicalMarketValueProvider );
! 			this.accountReport.Name = this.Description;
  		}
  //		private void stopTheScriptIfTheCase( Object sender )
--- 329,370 ----
  		#region newDateTimeEventHandler
  		
! 		#region isTimeToStop
! 		private bool getIsMaxScriptRealTimeElapsed()
  		{
  			DateTime maxEndingDateTimeForScript =
  				this.startingTimeForScript.AddHours( this.maxRunningHours );
  			DateTime realTime = DateTime.Now;
! 			bool isMaxScriptRealTimeElapsed = ( realTime >= maxEndingDateTimeForScript );
! 			return isMaxScriptRealTimeElapsed;
! 		}
! 		private bool isTimeToStop( DateTime currentTime )
! 		{
! 			bool isMaxScriptRealTimeElapsed =
! 				this.getIsMaxScriptRealTimeElapsed();
  			bool stopBacktestIfMaxRunningHoursHasBeenReached =
  				this.strategyForBacktester.StopBacktestIfMaxRunningHoursHasBeenReached;
+ 			bool hasTheTimerAlreadyThrownOutAllItsNewDateTime =	this.timer.IsDone;
  			return
  				( ( currentTime > this.lastDateTime ) ||
! 				 ( isMaxScriptRealTimeElapsed &&
! 				  stopBacktestIfMaxRunningHoursHasBeenReached ) ||
! 				 hasTheTimerAlreadyThrownOutAllItsNewDateTime );
  		}
! 		#endregion isTimeToStop
  		
  		#region stopTheScript
  		private void stopTheScript( DateTime currentDateTime )
  		{
! //			this.actualLastDateTime =
! //				ExtendedDateTime.Min( this.lastDateTime , currentDateTime );
! 
  			this.timer.Stop();
! 
! //			this.realDateTimeWhenTheBackTestIsStopped = DateTime.Now;
! //			this.accountReport = this.account.CreateReport(
! //				"" ,
! //				1 , currentDateTime , this.benchmark.Ticker ,
! //				this.historicalMarketValueProvider );
! //			this.accountReport.Name = this.Description;
  		}
  //		private void stopTheScriptIfTheCase( Object sender )