[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer PairsViewer.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv1288/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer

Modified Files:
	PairsViewer.cs 
Log Message:
A FixedPreviousDateAtClose IIntervalBeginFinder is used now (and it's easy to switch back to a MovingPreviousDateAtClose)

Index: PairsViewer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer/PairsViewer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** PairsViewer.cs	9 Mar 2009 22:43:08 -0000	1.1
--- PairsViewer.cs	16 Mar 2009 22:38:13 -0000	1.2
***************
*** 86,90 ****
  		#region addItemsToHistory
  
! 		private void addItemToHistory(
  			WeightedPosition weightedPosition , DateTime dateTime , History history )
  		{
--- 86,91 ----
  		#region addItemsToHistory
  
! 		#region addItemToHistory
! 		private void addItemToHistory_actually(
  			WeightedPosition weightedPosition , DateTime dateTime , History history )
  		{
***************
*** 100,103 ****
--- 101,113 ----
  			}
  		}
+ 		private void addItemToHistory(
+ 			WeightedPosition weightedPosition , DateTime dateTime , History history )
+ 		{
+ 			if ( HistoricalEndOfDayTimer.IsMarketTime( dateTime ) )
+ 				this.addItemToHistory_actually(
+ 					weightedPosition , dateTime , history );
+ 		}
+ 		#endregion addItemToHistory
+ 		
  		private void addItemsToHistory( WeightedPosition weightedPosition , History history )
  		{
***************
*** 149,153 ****
  		#endregion showHistoriesPlots
  		
! 
  		
  		void ButtonShowClick(object sender, EventArgs e)
--- 159,175 ----
  		#endregion showHistoriesPlots
  		
! 		private IIntervalBeginFinder getIntervalBeginFinder( History firstTickerMarketValues )
! 		{
! //			IIntervalBeginFinder intervalBeginFinder = new MovingPreviousDateAtClose();
! 			
! 			DateTime previousDayAtClose =
! 				MovingPreviousDateAtClose.GetPreviousDateAtClose(
! 					(DateTime)firstTickerMarketValues.GetKey( 0 ) );
! 			IIntervalBeginFinder intervalBeginFinder =
! 				new FixedPreviousDateAtClose(
! 					this.firstWeightedPosition.Ticker , this.secondWeightedPosition.Ticker ,
! 					previousDayAtClose , this.historicalMarketValueProvider );
! 			return intervalBeginFinder;
! 		}
  		
  		void ButtonShowClick(object sender, EventArgs e)
***************
*** 155,160 ****
  			History firstTickerMarketValues = this.getHistory( this.firstWeightedPosition );
  			History secondTickerMarketValues = this.getHistory(	this.secondWeightedPosition );
  			ReturnsComputer returnsComputer =
! 				new ReturnsComputer( this.historicalMarketValueProvider );
  			History firstTickerReturns =
  				returnsComputer.GetReturns( this.firstWeightedPosition , firstTickerMarketValues );
--- 177,186 ----
  			History firstTickerMarketValues = this.getHistory( this.firstWeightedPosition );
  			History secondTickerMarketValues = this.getHistory(	this.secondWeightedPosition );
+ 			IIntervalBeginFinder intervalBeginFinder = this.getIntervalBeginFinder(
+ 				firstTickerMarketValues );
  			ReturnsComputer returnsComputer =
! 				new ReturnsComputer(
! 					this.historicalMarketValueProvider ,
! 					intervalBeginFinder );
  			History firstTickerReturns =
  				returnsComputer.GetReturns( this.firstWeightedPosition , firstTickerMarketValues );