[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2 RunMSFTsimpleTest_2.cs,1.1,1.2 TsMSFTsimpleTest_2.cs,1.1,1.2

[<mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2
In directory sc8-pr-cvs1:/tmp/cvs-serv1168/b7_Scripts/SimpleTesting/MSFTSimpleTest_2

Modified Files:
	RunMSFTsimpleTest_2.cs TsMSFTsimpleTest_2.cs 
Log Message:
Modified script files MSFTsimpleTest_2.

Index: RunMSFTsimpleTest_2.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2/RunMSFTsimpleTest_2.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunMSFTsimpleTest_2.cs	18 Dec 2003 21:18:31 -0000	1.1
--- RunMSFTsimpleTest_2.cs	20 Dec 2003 18:43:50 -0000	1.2
***************
*** 63,66 ****
--- 63,69 ----
          tradingSystems ,
          10000 );
+ 	  
+ 	  tester.Account.AccountStrategy = new AsMSFTsimpleTest_2(tester.Account ); 
+ 
  
        //tester.Parameters.Add( new Parameter( "SMAdays" , 10 , 10 , 2 ) );

Index: TsMSFTsimpleTest_2.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2/TsMSFTsimpleTest_2.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** TsMSFTsimpleTest_2.cs	18 Dec 2003 21:18:31 -0000	1.1
--- TsMSFTsimpleTest_2.cs	20 Dec 2003 18:43:50 -0000	1.2
***************
*** 25,28 ****
--- 25,29 ----
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
+ using QuantProject.ADT.Statistics;
  using QuantProject.ADT.Optimizing;
  using QuantProject.Business.Financial.Instruments;
***************
*** 52,58 ****
        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));
  	}
  
--- 53,63 ----
        microsoftCloseHistory = QuoteCache.GetCloseHistory( "MSFT" );
        microsoftCloseHistoryStandardDeviation = 
! 		  microsoftCloseHistory.GetFunctionHistory (Function.StandardDeviation,5,
! 													new DateTime(2000,1,1),
! 													new DateTime(2000,12,31));
! 		microsoftCloseHistorySimpleAverage = 
! 			microsoftCloseHistory.GetFunctionHistory (Function.SimpleAverage,5,
! 													  new DateTime(2000,1,1),
! 													  new DateTime(2000,12,31));
  	}
  
***************
*** 67,79 ****
  			{
  				
! 				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 );
  				
--- 72,79 ----
  			{
  				
! 				signal.Add( new Order( OrderType.MarketSell , new Instrument( "MSFT" ) , 1 ,
  					new ExtendedDateTime(
  					new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
  					BarComponent.Open ) ) );
  				signals.Add( signal );
  				
***************
*** 84,93 ****
  					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 );
  			}
! 
  		}
  		
--- 84,95 ----
  					new ExtendedDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
  					BarComponent.Open ) ) );
  				signals.Add( signal );
  			}
! 		}
! 		else
! 		//no signal given by the history of standard deviation
! 		{
! 			// TODO:...
! 			//if there's an open position, return a signal to close it the next market day
  		}