[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting AccountReport.cs, 1.23, 1.24

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13638/b4_Business/a1_Financial/a2_Accounting/h5_Reporting

Modified Files:
	AccountReport.cs 
Log Message:
an HistoricalAdjustedQuoteProvider is used to compute the portfolio value, if the current DateTime is out of market time

Index: AccountReport.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/AccountReport.cs,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** AccountReport.cs	29 Sep 2008 21:13:46 -0000	1.23
--- AccountReport.cs	10 Dec 2008 19:27:19 -0000	1.24
***************
*** 63,66 ****
--- 63,68 ----
  		private Tables.Summary summary;
  		private Tables.StatisticsSummary statisticsSummary;
+ 		
+ 		private HistoricalMarketValueProvider historicalAdjustedQuoteProvider;
  
  		public string Name
***************
*** 161,164 ****
--- 163,168 ----
  			this.historicalMarketValueProvider = historicalMarketValueProvider;
  			this.dateTimeSelectorForEquityLine = dateTimeSelectorForEquityLine;
+ 			
+ 			this.historicalAdjustedQuoteProvider = new HistoricalAdjustedQuoteProvider();
  		}
  
***************
*** 185,194 ****
  		
  		#region setRows
  		private void addBalanceItems ( DateTime dateTime ,  DataRow dataRow )
  		{
  			dataRow[ "AccountCash" ] = this.accountCopy.CashAmount;
  
! 			dataRow[ "PortfolioValue" ] = this.accountCopy.Portfolio.GetMarketValue(
! 				dateTime , this.historicalMarketValueProvider );
  
  			dataRow[ "AccountValue" ] = (double)dataRow[ "AccountCash" ] +
--- 189,217 ----
  		
  		#region setRows
+ 		
+ 		#region addBalanceItems
+ 		
+ 		private double getMarketValue( DateTime dateTime )
+ 		{
+ 			double marketValue = double.MinValue;
+ 			if ( HistoricalEndOfDayTimer.IsMarketTime( dateTime ) )
+ 				// market is open
+ 				marketValue = this.accountCopy.Portfolio.GetMarketValue(
+ 					dateTime , this.historicalMarketValueProvider );
+ 			else
+ 				// instruments are not exchanged at dateTime
+ 				marketValue = this.accountCopy.Portfolio.GetMarketValue(
+ 					dateTime , this.historicalAdjustedQuoteProvider );
+ 			return marketValue;
+ 		}
+ 		
  		private void addBalanceItems ( DateTime dateTime ,  DataRow dataRow )
  		{
  			dataRow[ "AccountCash" ] = this.accountCopy.CashAmount;
  
! 			dataRow[ "PortfolioValue" ] = this.getMarketValue( dateTime );
! //			this.accountCopy.Portfolio.GetMarketValue(
! //				dateTime , this.historicalAdjustedQuoteProvider );
! //				dateTime , this.historicalMarketValueProvider );
  
  			dataRow[ "AccountValue" ] = (double)dataRow[ "AccountCash" ] +
***************
*** 198,201 ****
--- 221,225 ----
  				this.accountCopy.Transactions.TotalAddedCash;
  		}
+ 		#endregion addBalanceItems
  		
  		#region setRows_addRowsForTransactionsBefore_nextDateTimeForEquityLine
***************
*** 206,220 ****
  			bool isToBeAdded = false;
  			if ( indexForTheNextTransactionToBeAdded <
! 				 this.account.Transactions.Count )
  				// not all transactions have been added, yet
  			{
  				DateTime dateTimeForTheNextTransactionToBeAdded =
! 				(DateTime)this.account.Transactions.GetKey(
! 					indexForTheNextTransactionToBeAdded );
  				isToBeAdded = ( dateTimeForTheNextTransactionToBeAdded <=
  				               nextDateTimeForEquityLine );
  			}
  			return isToBeAdded;
! 		}			
  		
  		#region addRowsForTransactionsAtTheGivenDateTime
--- 230,244 ----
  			bool isToBeAdded = false;
  			if ( indexForTheNextTransactionToBeAdded <
! 			    this.account.Transactions.Count )
  				// not all transactions have been added, yet
  			{
  				DateTime dateTimeForTheNextTransactionToBeAdded =
! 					(DateTime)this.account.Transactions.GetKey(
! 						indexForTheNextTransactionToBeAdded );
  				isToBeAdded = ( dateTimeForTheNextTransactionToBeAdded <=
  				               nextDateTimeForEquityLine );
  			}
  			return isToBeAdded;
! 		}
  		
  		#region addRowsForTransactionsAtTheGivenDateTime
***************
*** 234,238 ****
  			if ( transaction.Commission != null )
  				dataRow[ "Commission" ] = transaction.Commission.Value;
! 			addBalanceItems( transaction.DateTime , dataRow );
  			this.detailedDataTable.Rows.Add( dataRow );
  		}
--- 258,262 ----
  			if ( transaction.Commission != null )
  				dataRow[ "Commission" ] = transaction.Commission.Value;
! 			this.addBalanceItems( transaction.DateTime , dataRow );
  			this.detailedDataTable.Rows.Add( dataRow );
  		}