[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging TesterForPairsTradingTestingPositions.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23111/WalkForwardTesting/PairsTrading/Logging

Modified Files:
	TesterForPairsTradingTestingPositions.cs 
Log Message:
It now uses a PairsViewer object, to analyze the log

Index: TesterForPairsTradingTestingPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/TesterForPairsTradingTestingPositions.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** TesterForPairsTradingTestingPositions.cs	28 Feb 2009 18:45:06 -0000	1.7
--- TesterForPairsTradingTestingPositions.cs	7 Mar 2009 04:25:05 -0000	1.8
***************
*** 96,158 ****
  		#region Run
  		
! 		#region getHistory
! 		
! 		#region addItemsToHistory
! 		private DateTime getFirstDateTime()
! 		{
! 			DateTime firstDateTime =
! 				HistoricalEndOfDayTimer.GetMarketOpen(
! 					this.dateTimeWhenThisObjectWasLogged.AddDays( 1 ) );
! 			return firstDateTime;
! 		}
! 		private DateTime getLastDateTime()
! 		{
! 			DateTime firstDateTime = this.getFirstDateTime();
! 			DateTime lastDateTime =
! 				HistoricalEndOfDayTimer.GetMarketClose( firstDateTime );
! 			return lastDateTime;
! 		}
! 		private void addItemToHistory(
! 			WeightedPosition weightedPosition , DateTime dateTime , History history )
! 		{
! 			try
! 			{
! 			double marketValue = this.historicalMarketValueProvider.GetMarketValue(
! 				weightedPosition.Ticker , dateTime );
! 			history.Add( dateTime , marketValue );
! 			}
! 			catch( TickerNotExchangedException tickerNotExchangedException )
! 			{
! 				string toAvoidWarning = tickerNotExchangedException.Message;
! 			}
! 		}
! 		private void addItemsToHistory( WeightedPosition weightedPosition , History history )
! 		{
! 			DateTime currentDateTime = this.getFirstDateTime();
! 			DateTime lastDateTime = this.getLastDateTime();
! 			while ( currentDateTime <= lastDateTime )
! 			{
! 				this.addItemToHistory( weightedPosition , currentDateTime , history );
! 				currentDateTime = currentDateTime.AddMinutes( 1 );
! 			}
! 		}
! 		#endregion addItemsToHistory
! 		
! 		private History getHistory( WeightedPosition weightedPosition )
! 		{
! 			History history = new History();
! 			this.addItemsToHistory( weightedPosition , history );
! 			return history;
! 		}
! 		#endregion getHistory
  		
! 		private void showHistoriesPlots(
! 			History historyForFirstPosition , History historyForSecondPosition )
! 		{
! 			HistoriesViewer historiesViewer = new HistoriesViewer();
! 			historiesViewer.Add( historyForFirstPosition , Color.Green );
! 			historiesViewer.Add( historyForSecondPosition , Color.Red );
! 			historiesViewer.ShowDialog();
! 		}
  		
  		public void Run()
--- 96,158 ----
  		#region Run
  		
! //		#region getHistory
! //
! //		#region addItemsToHistory
! //		private DateTime getFirstDateTime()
! //		{
! //			DateTime firstDateTime =
! //				HistoricalEndOfDayTimer.GetMarketOpen(
! //					this.dateTimeWhenThisObjectWasLogged.AddDays( 1 ) );
! //			return firstDateTime;
! //		}
! //		private DateTime getLastDateTime()
! //		{
! //			DateTime firstDateTime = this.getFirstDateTime();
! //			DateTime lastDateTime =
! //				HistoricalEndOfDayTimer.GetMarketClose( firstDateTime );
! //			return lastDateTime;
! //		}
! //		private void addItemToHistory(
! //			WeightedPosition weightedPosition , DateTime dateTime , History history )
! //		{
! //			try
! //			{
! //			double marketValue = this.historicalMarketValueProvider.GetMarketValue(
! //				weightedPosition.Ticker , dateTime );
! //			history.Add( dateTime , marketValue );
! //			}
! //			catch( TickerNotExchangedException tickerNotExchangedException )
! //			{
! //				string toAvoidWarning = tickerNotExchangedException.Message;
! //			}
! //		}
! //		private void addItemsToHistory( WeightedPosition weightedPosition , History history )
! //		{
! //			DateTime currentDateTime = this.getFirstDateTime();
! //			DateTime lastDateTime = this.getLastDateTime();
! //			while ( currentDateTime <= lastDateTime )
! //			{
! //				this.addItemToHistory( weightedPosition , currentDateTime , history );
! //				currentDateTime = currentDateTime.AddMinutes( 1 );
! //			}
! //		}
! //		#endregion addItemsToHistory
! //
! //		private History getHistory( WeightedPosition weightedPosition )
! //		{
! //			History history = new History();
! //			this.addItemsToHistory( weightedPosition , history );
! //			return history;
! //		}
! //		#endregion getHistory
  		
! //		private void showHistoriesPlots(
! //			History historyForFirstPosition , History historyForSecondPosition )
! //		{
! //			HistoriesViewer historiesViewer = new HistoriesViewer();
! //			historiesViewer.Add( historyForFirstPosition , Color.Green );
! //			historiesViewer.Add( historyForSecondPosition , Color.Red );
! //			historiesViewer.Show();
! //		}
  		
  		public void Run()
***************
*** 160,168 ****
  			this.historicalMarketValueProvider = new HistoricalBarProvider(
  				new SimpleBarCache( 60 ) );
! 			History historyForFirstPosition = this.getHistory(
! 				this.testingPositions.WeightedPositions[ 0 ] );
! 			History historyForSecondPosition = this.getHistory(
! 				this.testingPositions.WeightedPositions[ 1 ] );
! 			this.showHistoriesPlots( historyForFirstPosition , historyForSecondPosition );
  		}
  		#endregion Run
--- 160,173 ----
  			this.historicalMarketValueProvider = new HistoricalBarProvider(
  				new SimpleBarCache( 60 ) );
! 			new PairsViewer(
! 				this.historicalMarketValueProvider ,
! 				this.testingPositions.WeightedPositions[ 0 ] ,
! 				this.testingPositions.WeightedPositions[ 1 ] ,
! 				this.dateTimeWhenThisObjectWasLogged ).Show();
! //			History historyForFirstPosition = this.getHistory(
! //				this.testingPositions.WeightedPositions[ 0 ] );
! //			History historyForSecondPosition = this.getHistory(
! //				this.testingPositions.WeightedPositions[ 1 ] );
! //			this.showHistoriesPlots( historyForFirstPosition , historyForSecondPosition );
  		}
  		#endregion Run