[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank BestPerformingTickers.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23699

Added Files:
	BestPerformingTickers.cs 
Log Message:
The collection of best performing tickers, among the eligible ones

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

BestPerformingTickers.cs
Copyright (C) 2003 
Glauco Siliprandi

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.Business.Financial.Accounting;
using QuantProject.Business.Financial.Ordering;
using QuantProject.Business.Timing;
using QuantProject.Data.DataProviders;
using QuantProject.Scripts.SimpleTesting;

namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank
{
	/// <summary>
	/// The collection of best performing tickers, among the eligible ones
	/// </summary>
	public class BestPerformingTickers : Hashtable,IProgressNotifier
	{
		private int numberBestPerformingTickers;
		private int numberDaysForPerformanceCalculation;

		private long calculatedTickers = 0;

		private ArrayList eligibleAccounts;

		private DateTime lastUpdate;

		public DateTime LastUpdate
		{
			get { return this.lastUpdate; }
		}

		public BestPerformingTickers( int numberBestPerformingTickers ,
			int numberDaysForPerformanceCalculation )
		{
			this.numberBestPerformingTickers = numberBestPerformingTickers;
			this.numberDaysForPerformanceCalculation = numberDaysForPerformanceCalculation;
			this.eligibleAccounts = new ArrayList();
		}

		public event NewProgressEventHandler NewProgress;

		#region SetTickers
		private void setTickers_build_addAccount( string ticker , DateTime dateTime )
		{
			HistoricalEndOfDayTimer historicalEndOfDayTimer =
				new HistoricalEndOfDayTimer(
				new EndOfDayDateTime( dateTime.AddYears( -1 ).AddDays( -1 ) ,
				EndOfDaySpecificTime.FiveMinutesBeforeMarketClose ) );
			Account account = new Account( ticker , historicalEndOfDayTimer ,
				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ) ,
				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ) );
			OneRank oneRank = new OneRank( account ,
				dateTime.AddDays( this.numberDaysForPerformanceCalculation ) );
			account.Key = ticker;
			this.eligibleAccounts.Add( account );
		}
		private void setTickers_build( EligibleTickers eligibleTickers , DateTime dateTime )
		{
			foreach ( string ticker in eligibleTickers.Keys )
			{
				setTickers_build_addAccount( ticker , dateTime );
				this.calculatedTickers++;
				if ( Math.Floor( this.calculatedTickers / eligibleAccounts.Count * 100 ) >
					Math.Floor( ( this.calculatedTickers - 1 ) / eligibleAccounts.Count * 100 ) )
					// a new time percentage point has been elapsed
					this.NewProgress( this , new NewProgressEventArgs(
						Convert.ToInt32( Math.Floor( this.calculatedTickers / eligibleAccounts.Count * 100 ) ) ,
						100 ) );
			}
			this.eligibleAccounts.Sort();
			for ( int index=0 ; index < this.numberBestPerformingTickers ; index++ )
				this.Add( ((Account)this.eligibleAccounts[ index ]).Key , this.eligibleAccounts[ index ] );
		}
		/// <summary>
		/// Populates the collection of the best performing tickers
		/// </summary>
		/// <param name="dateTime"></param>
		public void SetTickers( EligibleTickers eligibleTickers , DateTime dateTime )
		{
			this.NewProgress( this , new NewProgressEventArgs( 0 , 100 ) );
			this.Clear();
			this.setTickers_build( eligibleTickers , dateTime );
			this.lastUpdate = dateTime;
		}
		#endregion
	}
}