[Quantproject-developers] QuantProject/b4_Business/a2_Strategies EndOfDayStrategyBackTester.cs, 1.14, 1.15

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv27574/b4_Business/a2_Strategies

Modified Files:
	EndOfDayStrategyBackTester.cs 
Log Message:
the code to manage the last date time of the script has been slightly changed

Index: EndOfDayStrategyBackTester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategyBackTester.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** EndOfDayStrategyBackTester.cs	22 Nov 2008 18:26:20 -0000	1.14
--- EndOfDayStrategyBackTester.cs	24 Nov 2008 21:03:42 -0000	1.15
***************
*** 62,66 ****
  		private DateTime startingTimeForScript;
  		private Timer timer;
! 		private DateTime actualLastDateTime;
  		private Account account;
  		private AccountReport accountReport;
--- 62,66 ----
  		private DateTime startingTimeForScript;
  		private Timer timer;
! 		private DateTime lastDateTimeThrownOutByTheTimer;
  		private Account account;
  		private AccountReport accountReport;
***************
*** 96,100 ****
  			{
  				this.checkThisPropertyRequiresBacktestIsCompleted();
! 				return this.actualLastDateTime;
  			}
  		}
--- 96,100 ----
  			{
  				this.checkThisPropertyRequiresBacktestIsCompleted();
! 				return this.lastDateTimeThrownOutByTheTimer;
  			}
  		}
***************
*** 142,146 ****
  					ExtendedDateTime.GetShortDescriptionForFileName( this.firstDateTime ) +
  					"_to_" +
! 					ExtendedDateTime.GetShortDescriptionForFileName( this.actualLastDateTime ) +
  					"_annlRtrn_" + this.AccountReport.Summary.AnnualSystemPercentageReturn.FormattedValue +
  					"_maxDD_" + this.AccountReport.Summary.MaxEquityDrawDown.FormattedValue +
--- 142,146 ----
  					ExtendedDateTime.GetShortDescriptionForFileName( this.firstDateTime ) +
  					"_to_" +
! 					ExtendedDateTime.GetShortDescriptionForFileName( this.lastDateTimeThrownOutByTheTimer ) +
  					"_annlRtrn_" + this.AccountReport.Summary.AnnualSystemPercentageReturn.FormattedValue +
  					"_maxDD_" + this.AccountReport.Summary.MaxEquityDrawDown.FormattedValue +
***************
*** 196,200 ****
  			this.backTestLog = new BackTestLog( backTestID , firstDateTime ,
  			                                   lastDateTime , benchmark );
! 			this.actualLastDateTime = DateTime.MinValue;
  			this.realDateTimeWhenTheBackTestIsStopped = DateTime.MinValue;
  		}
--- 196,200 ----
  			this.backTestLog = new BackTestLog( backTestID , firstDateTime ,
  			                                   lastDateTime , benchmark );
! 			this.lastDateTimeThrownOutByTheTimer = DateTime.MinValue;
  			this.realDateTimeWhenTheBackTestIsStopped = DateTime.MinValue;
  		}
***************
*** 298,305 ****
  		private void completeTheScript()
  		{
  			this.realDateTimeWhenTheBackTestIsStopped = DateTime.Now;
  			this.accountReport = this.account.CreateReport(
  				"" , 1 ,
! 				this.actualLastDateTime , this.benchmark.Ticker ,
  				this.historicalMarketValueProvider );
  			this.accountReport.Name = this.Description;
--- 298,306 ----
  		private void completeTheScript()
  		{
+ 			this.timer.Stop();
  			this.realDateTimeWhenTheBackTestIsStopped = DateTime.Now;
  			this.accountReport = this.account.CreateReport(
  				"" , 1 ,
! 				this.lastDateTimeThrownOutByTheTimer , this.benchmark.Ticker ,
  				this.historicalMarketValueProvider );
  			this.accountReport.Name = this.Description;
***************
*** 350,359 ****
  		#endregion isTimeToStop
  		
! 		#region stopTheScript
  		private void stopTheScript( DateTime currentDateTime )
  		{
  //			this.actualLastDateTime =
  //				ExtendedDateTime.Min( this.lastDateTime , currentDateTime );
! 			this.actualLastDateTime =
  				ExtendedDateTime.Min(
  					this.lastDateTime , this.timer.GetCurrentDateTime() );
--- 351,360 ----
  		#endregion isTimeToStop
  		
! 		#region stopTheScriptIfTheCase
  		private void stopTheScript( DateTime currentDateTime )
  		{
  //			this.actualLastDateTime =
  //				ExtendedDateTime.Min( this.lastDateTime , currentDateTime );
! 			this.lastDateTimeThrownOutByTheTimer =
  				ExtendedDateTime.Min(
  					this.lastDateTime , this.timer.GetCurrentDateTime() );
***************
*** 378,382 ****
  //			}
  //		}
! 		#endregion stopTheScript
  		
  		private void notifyProgress(
--- 379,383 ----
  //			}
  //		}
! 		#endregion stopTheScriptIfTheCase
  		
  		private void notifyProgress(
***************
*** 399,402 ****
--- 400,404 ----
  //				( ( IEndOfDayTimer )sender ).GetCurrentTime();
  //			DateTime currentDateTime = currentEndOfDayDateTime.DateTime;
+ 			this.lastDateTimeThrownOutByTheTimer = dateTime;
  			if ( this.isTimeToStop( dateTime ) )
  				this.stopTheScript( dateTime );