[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2 RunMSFTsimpleTest_2.cs,NONE,1.1 TsMSFTsimpleTest_2.cs,NONE,1.1

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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2
In directory sc8-pr-cvs1:/tmp/cvs-serv11385/b7_Scripts/SimpleTesting/MSFTSimpleTest_2

Added Files:
	RunMSFTsimpleTest_2.cs TsMSFTsimpleTest_2.cs 
Log Message:
Added tsMSFTsimpleTest_2.cs and  runMSFTsimpleTest_2.cs within a dedicated folder.
These two files are equal to the files just removed from the repository.

--- NEW FILE: RunMSFTsimpleTest_2.cs ---
/*
QuantProject - Quantitative Finance Library

RunMSFTsimpleTest_2.cs
Copyright (C) 2003 
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using QuantProject.ADT;
using QuantProject.ADT.Histories;
using QuantProject.ADT.Optimizing;
using QuantProject.Business.Financial.Accounting;
using QuantProject.Business.Financial.Accounting.Reporting;
using QuantProject.Business.Financial.Instruments;
using QuantProject.Business.Testing;
using QuantProject.Business.Strategies;
using QuantProject.Business.Scripting;
using QuantProject.Presentation.MicrosoftExcel;

namespace QuantProject.Scripts
{
	/// <summary>
	/// Summary description for runMSFTsimpleTest_2.
	/// </summary>
	public class RunMSFTsimpleTest_2 : Script
	{
    public RunMSFTsimpleTest_2()
  	{
			//
			// TODO: Add constructor logic here
			//
		}

    public override void Run()
    {
      DateTime startDateTime = new DateTime( 2000 , 1 , 1 );
      DateTime endDateTime = new DateTime( 2000 , 12 , 31 );
      QuoteCache.Add( new Instrument( "MSFT" ) , BarComponent.Open );
      QuoteCache.Add( new Instrument( "MSFT" ) , BarComponent.Close );
      QuoteCache.SetCache( startDateTime , endDateTime );

      TradingSystems tradingSystems = new TradingSystems();
     
      tradingSystems.Add( new TsMSFTsimpleTest_2() );

      Tester tester = new Tester(
        new TestWindow( startDateTime , endDateTime ) ,
        tradingSystems ,
        10000 );

      //tester.Parameters.Add( new Parameter( "SMAdays" , 10 , 10 , 2 ) );

      //tester.Optimize();

      //tester.OptimalParameters.ReportToConsole();

      //tester.Parameters = tester.OptimalParameters;

      //tester.Objective();
	  
      //tester.Account.ReportToConsole( endDateTime );
		tester.Test();
      ((History)tester.Account.GetProfitNetLossHistory(
        new ExtendedDateTime( endDateTime , BarComponent.Close ) ) ).ReportToConsole();

//      tester.Account.AccountReport.ReportToExcel( "MSFT" ,
//        new ExtendedDateTime( endDateTime , BarComponent.Close ) );

      AccountReport accountReport = tester.Account.CreateReport( "MSFT" , 7 ,
        new ExtendedDateTime( endDateTime , BarComponent.Close ) , "MSFT" );
      ExcelManager.Add( accountReport );
      ExcelManager.ShowReport();
    }
	}
}

--- NEW FILE: TsMSFTsimpleTest_2.cs ---
/*
QuantProject - Quantitative Finance Library

TsMSFTsimpleTest_2.cs
Copyright (C) 2003 
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using System.Collections;
using QuantProject.ADT;
using QuantProject.ADT.Histories;
using QuantProject.ADT.Optimizing;
using QuantProject.Business.Financial.Instruments;
using QuantProject.Business.Financial.Ordering;
using QuantProject.Business.Strategies;

namespace QuantProject.Scripts
{
	/// <summary>
	/// Summary description for tsMSFTsimpleTest_2.
	/// </summary>
	public class TsMSFTsimpleTest_2 : TradingSystem
	{
		public TsMSFTsimpleTest_2()
		{
			//
			// TODO: Add constructor logic here
			//
		}

    private History microsoftCloseHistory;
    private History microsoftCloseHistorySimpleAverage;
	private History microsoftCloseHistoryStandardDeviation;

    public override void InitializeData()
    {
      microsoftCloseHistory = QuoteCache.GetCloseHistory( "MSFT" );
      microsoftCloseHistoryStandardDeviation = 
		  microsoftCloseHistory.GetStandardDeviation(5, new DateTime(2000,1,1),new DateTime(2000,12,31));
	  microsoftCloseHistorySimpleAverage = 
		  microsoftCloseHistory.GetSimpleAverage(5, new DateTime(2000,1,1),new DateTime(2000,12,31));
	}

    public override Signals GetSignals( ExtendedDateTime extendedDateTime )
    {
		Signals signals = new Signals();
		if ( extendedDateTime.BarComponent == BarComponent.Close &&
			microsoftCloseHistoryStandardDeviation.IsDecreased(extendedDateTime.DateTime))
		{
			Signal signal = new Signal();
			if ( this.microsoftCloseHistorySimpleAverage.IsDecreased(extendedDateTime.DateTime) )
			{
				
				signal.Add( new Order( OrderType.MarketSellShort , new Instrument( "MSFT" ) , 1 ,
					new ExtendedDateTime(
					new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
					BarComponent.Open ) ) );
				signal.Add( new Order( OrderType.MarketCover , new Instrument( "MSFT" ) , 1 ,
					new ExtendedDateTime(
					new Instrument( "MSFT" ).GetMarketDay ( extendedDateTime.DateTime,5 ) ,
					BarComponent.Open ) ) );
				
				signals.Add( signal );
				
			}
			else
			{
				signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 1 ,
					new ExtendedDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
					BarComponent.Open ) ) );
				signal.Add( new Order( OrderType.MarketSell , new Instrument( "MSFT" ) , 1 ,
					new ExtendedDateTime( new Instrument( "MSFT" ).GetMarketDay( extendedDateTime.DateTime,5 ) ,
					BarComponent.Open ) ) );
				signals.Add( signal );
			}

		}
		
		return signals;
    }
    }	
}