[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering Order.cs,1.1.1.1,1.2 Ord
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From: Glauco S. <gla...@us...> - 2004-11-29 16:15:48
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20824/b4_Business/a1_Financial/a3_Ordering Modified Files: Order.cs OrderManager.cs Log Message: ExtededDateTime has been replaced by EndOfDayDateTime Index: Order.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/Order.cs,v retrieving revision 1.1.1.1 retrieving revision 1.2 diff -C2 -d -r1.1.1.1 -r1.2 *** Order.cs 13 Oct 2003 21:59:04 -0000 1.1.1.1 --- Order.cs 29 Nov 2004 16:15:37 -0000 1.2 *************** *** 22,27 **** using System; ! using QuantProject.Business.Financial.Instruments; using QuantProject.ADT; namespace QuantProject.Business.Financial.Ordering --- 22,30 ---- using System; ! using QuantProject.ADT; + using QuantProject.Business.Financial.Instruments; + using QuantProject.Business.Timing; + namespace QuantProject.Business.Financial.Ordering *************** *** 35,39 **** private Instrument instrument; private long quantity; ! private ExtendedDateTime extendedDateTime; public OrderType Type --- 38,42 ---- private Instrument instrument; private long quantity; ! private EndOfDayDateTime endOfDayDateTime; public OrderType Type *************** *** 55,62 **** } ! public ExtendedDateTime ExtendedDateTime { ! get { return extendedDateTime; } ! set { extendedDateTime=value; } } --- 58,65 ---- } ! public EndOfDayDateTime EndOfDayDateTime { ! get { return endOfDayDateTime; } ! set { endOfDayDateTime=value; } } *************** *** 68,79 **** // } ! public Order( OrderType orderType , Instrument instrument , ! long quantity , ExtendedDateTime extendedDateTime ) ! { ! Type = orderType; ! this.Instrument = instrument; ! Quantity = quantity; ! this.extendedDateTime = extendedDateTime; ! } ! } } --- 71,90 ---- // } ! private void order( OrderType orderType , Instrument instrument , long quantity ) ! { ! Type = orderType; ! this.Instrument = instrument; ! Quantity = quantity; ! } ! public Order( OrderType orderType , Instrument instrument , long quantity ) ! { ! this.order( orderType , instrument , quantity ); ! } ! public Order( OrderType orderType , Instrument instrument , ! long quantity , EndOfDayDateTime endOfDayDateTime ) ! { ! this.order( orderType , instrument , quantity ); ! this.endOfDayDateTime = endOfDayDateTime; ! } ! } } Index: OrderManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/OrderManager.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** OrderManager.cs 23 Aug 2004 22:36:48 -0000 1.2 --- OrderManager.cs 29 Nov 2004 16:15:37 -0000 1.3 *************** *** 26,29 **** --- 26,30 ---- using QuantProject.Data.DataProviders; using QuantProject.Business.Financial.Accounting; + using QuantProject.Business.Financial.Accounting.Transactions; namespace QuantProject.Business.Financial.Ordering *************** *** 43,47 **** public virtual double GetInstrumentPrice( Order order ) { ! return HistoricalDataProvider.GetMarketValue( order.Instrument.Key , order.ExtendedDateTime ); } #region "GetTransaction" --- 44,49 ---- public virtual double GetInstrumentPrice( Order order ) { ! return HistoricalDataProvider.GetMarketValue( order.Instrument.Key , ! order.EndOfDayDateTime.GetNearestExtendedDateTime() ); } #region "GetTransaction" *************** *** 78,93 **** TimedTransaction transaction = new TimedTransaction( getTransactionType( order ) , order.Instrument , ! order.Quantity , order.Instrument.GetMarketValue( order.ExtendedDateTime ) , ! order.ExtendedDateTime ); return transaction; } #endregion ! public Transactions GetTransactions( ArrayList orders ) { ! Transactions transactions = new Transactions(); foreach (Order order in orders) ! transactions.Add( this.GetTransaction( order ) ); ! return transactions; } } --- 80,95 ---- TimedTransaction transaction = new TimedTransaction( getTransactionType( order ) , order.Instrument , ! order.Quantity , order.Instrument.GetMarketValue( order.EndOfDayDateTime ) , ! order.EndOfDayDateTime.GetNearestExtendedDateTime() ); return transaction; } #endregion ! public TransactionHistory GetTransactions( ArrayList orders ) { ! TransactionHistory transactionHistory = new TransactionHistory(); foreach (Order order in orders) ! transactionHistory.Add( this.GetTransaction( order ) ); ! return transactionHistory; } } |