[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting Account.cs,1.6,1.7

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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4183/b4_Business/a1_Financial/a2_Accounting

Modified Files:
	Account.cs 
Log Message:
- implemented the interface IComparable
- added the GetFitnessValue method
- added an IEndOfDayTimer
- added an IDataStreamer
- added an IOrderExecutor
- added an ArrayList of active orders
- added an AccountReport
- added the AddOrder method
- added Contains( Instrument instrument )
- added Contains( string ticker )
- added Add( EndOfDayTransaction transaction )
- added GetMarketValue( EndOfDayDateTime endOfDayDateTime ) instead of ExtendedDateTime parameter
- added GetMarketValue( string ticker )
- added GetProfitNetLoss( EndOfDayDateTime endOfDayDateTime ) instead of ExtendedDateTime parameter
- CreateReport now uses an EndOfDayDateTime parameter instead of an ExtendedDateTime parameter

Index: Account.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/Account.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Account.cs	15 Aug 2004 00:08:41 -0000	1.6
--- Account.cs	29 Nov 2004 15:22:31 -0000	1.7
***************
*** 31,38 ****
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
! //using QuantProject.Data.MicrosoftExcel;
  using QuantProject.Business.Financial.Accounting.Reporting;
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Strategies;

  namespace QuantProject.Business.Financial.Accounting
--- 31,42 ----
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
! using QuantProject.Data.DataProviders;
  using QuantProject.Business.Financial.Accounting.Reporting;
+ using QuantProject.Business.Financial.Accounting.Transactions;
  using QuantProject.Business.Financial.Instruments;
+ using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Strategies;
+ using QuantProject.Business.Timing;
+ 

  namespace QuantProject.Business.Financial.Accounting
***************
*** 44,64 ****

    [Serializable]
!   public class Account : Keyed
    {
      private double cashAmount;
      private AccountStrategy accountStrategy;

      public Portfolio Portfolio = new Portfolio();
      //public AccountReport accountReport;

!     public double CashAmount
!     {
!       get
!       {
!         return cashAmount;
!       }
!     }

!     public AccountStrategy AccountStrategy
      {
        get { return accountStrategy; }
--- 48,88 ----

    [Serializable]
!   public class Account : Keyed , IComparable
    {
      private double cashAmount;
      private AccountStrategy accountStrategy;
+ 		private IEndOfDayTimer endOfDayTimer;
+ 		private IDataStreamer dataStreamer;
+ 		private IOrderExecutor orderExecutor;
+ 		private ArrayList activeOrders;
+ 		private AccountReport accountReport;

      public Portfolio Portfolio = new Portfolio();
      //public AccountReport accountReport;

! 		public double CashAmount
! 		{
! 			get	{	return cashAmount; }
! 		}

! 		public IEndOfDayTimer EndOfDayTimer
! 		{
! 			get	{	return this.endOfDayTimer;	}
! 			set	{	this.endOfDayTimer = value;	}
! 		}
! 
! 		public IDataStreamer DataStreamer
! 		{
! 			get	{	return this.dataStreamer;	}
! 			set	{	this.dataStreamer = value;	}
! 		}
! 
! 		public IOrderExecutor OrderExecutor
! 		{
! 			get	{	return this.orderExecutor;	}
! 			set	{	this.orderExecutor = value;	}
! 		}
! 
! 		public AccountStrategy AccountStrategy
      {
        get { return accountStrategy; }
***************
*** 66,70 ****
      }

!     public Transactions Transactions = new Transactions();

      public Account( string accountName ) : base ( accountName )
--- 90,94 ----
      }

!     public TransactionHistory Transactions = new TransactionHistory();

      public Account( string accountName ) : base ( accountName )
***************
*** 76,79 ****
--- 100,104 ----
      {
        cashAmount = 0;
+ 			this.activeOrders = new ArrayList();
        accountStrategy = new AccountStrategy( this );
      }
***************
*** 83,87 ****
--- 108,145 ----
        this.initialize();
      }
+ 		public Account( string accountName , IEndOfDayTimer endOfDayTimer ,
+ 			IDataStreamer dataStreamer , IOrderExecutor orderExecutor ) : base( accountName )
+ 		{
+ 			this.endOfDayTimer = endOfDayTimer;
+ 			this.dataStreamer = dataStreamer;
+ 			this.orderExecutor = orderExecutor;
+ 			this.orderExecutor.OrderFilled += new OrderFilledEventHandler(
+ 				this.orderFilledEventHandler );
+ 			this.initialize();
+ 		}
+ 
+ 		private void orderFilledEventHandler( Object sender , OrderFilledEventArgs
+ 			eventArgs )
+ 		{
+ 			this.Add( eventArgs.EndOfDayTransaction );
+ 		}

+ 		public virtual double GetFitnessValue()
+ 		{
+ 			if ( this.accountReport == null )
+ 				// the account report has not been computed yet
+ 				this.accountReport = this.CreateReport( this.Key ,
+ 					1 , this.endOfDayTimer.GetCurrentTime() );
+ 			return this.accountReport.Summary.ReturnOnAccount;
+ 		}
+ 		public int CompareTo( Object account )
+ 		{
+ 			int returnValue = 0;
+ 			if ( this.GetFitnessValue() < (( Account )account).GetFitnessValue() )
+ 				returnValue = -1;
+ 			if ( this.GetFitnessValue() > (( Account )account).GetFitnessValue() )
+ 				returnValue = 1;
+ 			return returnValue;
+ 		}
      public void Clear()
      {
***************
*** 107,116 ****
      }

!     public bool Contains( Instrument instrument )
!     {
!       return Portfolio.Contains( instrument );
!     }

-     #region "Add( TimedTransaction transaction )"

      private void updateCash( Transaction transaction )
--- 165,187 ----
      }

! 		public void AddCash( double moneyAmount )
! 		{
! 			this.AddCash( this.endOfDayTimer.GetCurrentTime().GetNearestExtendedDateTime() ,
! 				moneyAmount );
! 		}
! 
! 		public void AddOrder( Order order )
! 		{
! 			this.orderExecutor.Execute( order );
! 		}
! 		public bool Contains( Instrument instrument )
! 		{
! 			return Portfolio.Contains( instrument );
! 		}
! 		public bool Contains( string ticker )
! 		{
! 			return Portfolio.Contains( ticker );
! 		}

      private void updateCash( Transaction transaction )
***************
*** 126,152 ****
        //this.accountReport.AddRecord( this );
      }
!     #endregion

!     public double GetMarketValue( ExtendedDateTime extendedDateTime )
!     {
!       return this.CashAmount + this.Portfolio.GetMarketValue( extendedDateTime );
!     }
!     public double GetProfitNetLoss( ExtendedDateTime extendedDateTime )
      {
!       return GetMarketValue( extendedDateTime ) +
          this.Transactions.TotalWithdrawn -
          this.Transactions.TotalAddedCash;
      }

!     public History GetProfitNetLossHistory( ExtendedDateTime finalDateTime )
      {
        History history = new History();
        Account account = new Account( "ToGetProfitNetLossHistory" );
        foreach ( ArrayList arrayList in this.Transactions.Values )
!         foreach ( TimedTransaction transaction in arrayList )
          {
            account.Add( transaction );
!           history.MultiAdd( transaction.ExtendedDateTime.DateTime ,
!             account.GetProfitNetLoss( transaction.ExtendedDateTime ) );
          }
        history.MultiAdd( finalDateTime.DateTime ,
--- 197,235 ----
        //this.accountReport.AddRecord( this );
      }
! 		public void Add( EndOfDayTransaction transaction )
! 		{
! 			this.Transactions.Add( transaction );
! 			this.updateCash( transaction );
! 			this.Portfolio.Update( transaction );
! 			//this.accountReport.AddRecord( this );
! 		}

! 
! 		public double GetMarketValue( EndOfDayDateTime endOfDayDateTime )
! 		{
! 			return this.CashAmount + this.Portfolio.GetMarketValue( endOfDayDateTime );
! 		}
! 		public double GetMarketValue( string ticker )
! 		{
! 			return HistoricalDataProvider.GetMarketValue( ticker ,
! 				this.endOfDayTimer.GetCurrentTime().GetNearestExtendedDateTime() );
! 		}
! 		public double GetProfitNetLoss( EndOfDayDateTime endOfDayDateTime )
      {
!       return GetMarketValue( endOfDayDateTime ) +
          this.Transactions.TotalWithdrawn -
          this.Transactions.TotalAddedCash;
      }

!     public History GetProfitNetLossHistory( EndOfDayDateTime finalDateTime )
      {
        History history = new History();
        Account account = new Account( "ToGetProfitNetLossHistory" );
        foreach ( ArrayList arrayList in this.Transactions.Values )
!         foreach ( EndOfDayTransaction transaction in arrayList )
          {
            account.Add( transaction );
!           history.MultiAdd( transaction.EndOfDayDateTime.DateTime ,
!             account.GetProfitNetLoss( transaction.EndOfDayDateTime ) );
          }
        history.MultiAdd( finalDateTime.DateTime ,
***************
*** 161,192 ****
          "\nPortfolioContent : " + this.Portfolio.ToString() +
          "\nPortfolioMarketValue : " + this.Portfolio.GetMarketValue(
!           new ExtendedDateTime( dateTime , BarComponent.Close ) ) +
          "\nAccountProfitNetLoss : " + this.GetProfitNetLoss(
!           new ExtendedDateTime( dateTime , BarComponent.Close ) );
      }

!     public AccountReport CreateReport( string reportName ,
!       int numDaysForInterval , ExtendedDateTime endDateTime )
!     {
!       AccountReport accountReport = new AccountReport( this );
!       return accountReport.Create( reportName , numDaysForInterval , endDateTime );
!     }
!     public AccountReport CreateReport( string reportName ,
!       int numDaysForInterval , ExtendedDateTime endDateTime , string buyAndHoldTicker )
!     {
!       AccountReport accountReport = new AccountReport( this );
!       return accountReport.Create( reportName , numDaysForInterval ,
!         endDateTime , buyAndHoldTicker );
!     }
!     public void Serialize( string filePathAndName )
!     {
! //      //Dim FS As New IO.FileStream("c:\Rect.xml", IO.FileMode.Create, IO.FileAccess.Write)
! //   Dim XMLFormatter As New SoapFormatter()
! //   Dim R As New Rectangle(8, 8, 299, 499)
! //   XMLFormatter.Serialize(FS, R)
!       FileStream fileStream = new FileStream( filePathAndName , FileMode.Create , FileAccess.Write );
!       SoapFormatter soapFormatter = new SoapFormatter();
!       soapFormatter.Serialize( fileStream , this );
!     }
!   }
  }
--- 244,298 ----
          "\nPortfolioContent : " + this.Portfolio.ToString() +
          "\nPortfolioMarketValue : " + this.Portfolio.GetMarketValue(
!           new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose ) ) +
          "\nAccountProfitNetLoss : " + this.GetProfitNetLoss(
!           new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose ) );
      }

! 		public AccountReport CreateReport( string reportName ,
! 			int numDaysForInterval , EndOfDayDateTime endDateTime )
! 		{
! 			AccountReport accountReport = new AccountReport( this );
! 			return accountReport.Create( reportName , numDaysForInterval , endDateTime );
! 		}
! 		public AccountReport CreateReport( string reportName ,
! 			int numDaysForInterval , EndOfDayDateTime endDateTime , string buyAndHoldTicker )
! 		{
! 			AccountReport accountReport = new AccountReport( this );
! 			return accountReport.Create( reportName , numDaysForInterval ,
! 				endDateTime , buyAndHoldTicker );
! 		}
! 		public void Serialize( string filePathAndName )
! 		{
! 			//      //Dim FS As New IO.FileStream("c:\Rect.xml", IO.FileMode.Create, IO.FileAccess.Write)
! 			//   Dim XMLFormatter As New SoapFormatter()
! 			//   Dim R As New Rectangle(8, 8, 299, 499)
! 			//   XMLFormatter.Serialize(FS, R)
! 			FileStream fileStream = new FileStream( filePathAndName , FileMode.Create , FileAccess.Write );
! 			SoapFormatter soapFormatter = new SoapFormatter();
! 			soapFormatter.Serialize( fileStream , this );
! 		}
! 		#region ClosePosition_position
! 		private OrderType closePosition_getOrderType( Position position )
! 		{
! 			OrderType returnValue;
! 			if ( position.Quantity >= 0 )
! 				// long position
! 				returnValue = OrderType.MarketSell;
! 			else
! 				// short position
! 				returnValue = OrderType.MarketCover;
! 			return returnValue;
! 		}
! 		public void ClosePosition( Position position )
! 		{
! 			OrderType orderType = closePosition_getOrderType( position );
! 			Order order = new Order( orderType , position.Instrument , position.Quantity );
! 			this.orderExecutor.Execute( order );
! 		}
! 		#endregion ClosePosition_position
! 		public void ClosePosition( string ticker )
! 		{
! 			this.ClosePosition( (Position)this.Portfolio[ ticker ] );
! 		}
! 	}
  }