[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank RunWalkForwardOneRank.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26215/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	RunWalkForwardOneRank.cs 
Log Message:
- ExtededDateTime has been replaced by EndOfDayDateTime
- added the ProgressBarForm
- an EndOfDayTimerHandler replaces the DataStreamerHandler
- now an IEndOfDayTimer is used
- now an Account is used with its IEndOfDayTimer and its IEndOfDayOrderExecutor
- the oneHourAfterMarketCloseEventHandler has been introduced

Index: RunWalkForwardOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/RunWalkForwardOneRank.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunWalkForwardOneRank.cs	28 Aug 2004 17:05:03 -0000	1.1
--- RunWalkForwardOneRank.cs	29 Nov 2004 16:36:50 -0000	1.2
***************
*** 25,33 ****
--- 25,36 ----
  using System.Data;
  using QuantProject.ADT;
+ using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Accounting.Reporting;
  using QuantProject.Business.Financial.Instruments;
+ using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Scripting;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Testing;
+ using QuantProject.Business.Timing;
  using QuantProject.Data.DataProviders;
  using QuantProject.Presentation.Reporting.WindowsForm;
***************
*** 41,79 ****
  	public class RunWalkForwardOneRank : Script
  	{
- 		private string startTicker;
      private ReportTable reportTable;
!     private ExtendedDateTime startDateTime;
!     private ExtendedDateTime endDateTime;
      private int numIntervalDays;
! 		private HistoricalDataStreamer historicalDataStreamer;
! 		private DataStreamerHandler dataStreamerHandler =
! 			new DataStreamerHandler();
  
  		public RunWalkForwardOneRank()
  		{
  			this.reportTable = new ReportTable( "Summary_Reports" );
! 			this.startDateTime = new ExtendedDateTime(
! 				new DateTime( 2002 , 1 , 1 ) , BarComponent.Open );
! 			this.endDateTime = new ExtendedDateTime(
! 				new DateTime( 2002 , 12 , 31 ) , BarComponent.Open );
        this.numIntervalDays = 7;
- 			this.startTicker = "MSFT";
  		}
      #region Run
! 		private void run_initializeHistoricalDataStreamer()
  		{
! 			this.historicalDataStreamer = new HistoricalDataStreamer();
! 			this.historicalDataStreamer.StartDateTime = this.startDateTime;
! 			this.historicalDataStreamer.EndDateTime = this.endDateTime;
! 			this.historicalDataStreamer.Add( this.startTicker );
  		}
!     public override void Run()
!     {
  			Report report;
! 			run_initializeHistoricalDataStreamer();
! 			this.historicalDataStreamer.NewQuote +=
! 				new NewQuoteEventHandler( this.dataStreamerHandler.NewQuoteEventHandler );
! 			this.historicalDataStreamer.GoSimulate();
! 			report = new Report( this.dataStreamerHandler.Account );
  			report.Show( "WFT One Rank" , this.numIntervalDays , this.startDateTime , "MSFT" );
  		}
--- 44,144 ----
  	public class RunWalkForwardOneRank : Script
  	{
      private ReportTable reportTable;
!     private EndOfDayDateTime startDateTime;
!     private EndOfDayDateTime endDateTime;
      private int numIntervalDays;
! 
!     private ProgressBarForm progressBarForm;
! 
! 		private EndOfDayTimerHandler endOfDayTimerHandler;
! 
! 		private Account account;
! 		
! 		private IEndOfDayTimer endOfDayTimer;
  
  		public RunWalkForwardOneRank()
  		{
+ 			this.progressBarForm = new ProgressBarForm();
  			this.reportTable = new ReportTable( "Summary_Reports" );
! 			this.startDateTime = new EndOfDayDateTime(
! 				new DateTime( 2002 , 1 , 1 ) , EndOfDaySpecificTime.FiveMinutesBeforeMarketClose );
! 			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 2002 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
        this.numIntervalDays = 7;
  		}
      #region Run
! 		private void run_initializeEndOfDayTimer()
  		{
! 			this.endOfDayTimer =
! 				new HistoricalEndOfDayTimer( this.startDateTime );
  		}
! 		private void run_initializeAccount()
! 		{
! 			this.account = new Account( "WalkForwardOneRank" , this.endOfDayTimer ,
! 				new HistoricalEndOfDayDataStreamer( this.endOfDayTimer ) ,
! 				new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer ) );
! 		}
! 		private void run_initializeEndOfDayTimerHandler()
! 		{
! 			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 50 , 20 , 5 , 360 , 30 ,
! 				this.account );
! 		}
! 		private  void inSampleNewProgressEventHandler(
! 			Object sender , NewProgressEventArgs eventArgs )
! 		{
! 			this.progressBarForm.ProgressBarInSample.Value = eventArgs.CurrentProgress;
! 		}
! 		private void run_initializeProgressHandlers()
! 		{
! 			this.endOfDayTimerHandler.InSampleNewProgress +=
! 				new InSampleNewProgressEventHandler( this.inSampleNewProgressEventHandler );
! 		}
! 		#region oneHourAfterMarketCloseEventHandler
! 		private void oneHourAfterMarketCloseEventHandler_handleProgessBarForm(
! 			IEndOfDayTimer endOfDayTimer )
! 		{
! 			long elapsedDays = Convert.ToInt64( ((TimeSpan)( endOfDayTimer.GetCurrentTime().DateTime - 
! 				this.startDateTime.DateTime )).TotalDays );
! 			long totalDays = Convert.ToInt64( ((TimeSpan)( this.endDateTime.DateTime - 
! 				this.startDateTime.DateTime )).TotalDays );
! 			if ( Math.Floor( elapsedDays / totalDays * 100 ) >
! 				Math.Floor( ( elapsedDays - 1 ) / totalDays * 100 ) )
! 				// a new out of sample time percentage point has been elapsed
! 				this.progressBarForm.ProgressBarOutOfSample.Value =
! 					Convert.ToInt16( Math.Floor( elapsedDays / totalDays * 100 ) );
! 		}
! 		public void oneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			this.oneHourAfterMarketCloseEventHandler_handleProgessBarForm(
! 				 ( IEndOfDayTimer )sender );
! 			if ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime >
! 				this.endDateTime.DateTime )
! 			{
! 				// the simulation has reached the ending date
! 				this.account.EndOfDayTimer.Stop();
! 				this.progressBarForm.Close();
! 			}
! 		}
! 		#endregion
! 		public override void Run()
! 		{
  			Report report;
! 			run_initializeEndOfDayTimer();
! 			run_initializeAccount();
! 			run_initializeEndOfDayTimerHandler();
! 			run_initializeProgressHandlers();
! 			this.endOfDayTimer.OneHourAfterMarketClose +=
! 				new OneHourAfterMarketCloseEventHandler(
! 				this.endOfDayTimerHandler.OneHourAfterMarketCloseEventHandler );
! 			this.endOfDayTimer.OneHourAfterMarketClose +=
! 				new OneHourAfterMarketCloseEventHandler(
! 				this.oneHourAfterMarketCloseEventHandler );
! 			this.endOfDayTimer.FiveMinutesBeforeMarketClose +=
! 				new FiveMinutesBeforeMarketCloseEventHandler(
! 				this.endOfDayTimerHandler.FiveMinutesBeforeMarketCloseEventHandler );
! 			this.progressBarForm.Show();
! 			this.endOfDayTimer.Start();
! 			report = new Report( this.account );
  			report.Show( "WFT One Rank" , this.numIntervalDays , this.startDateTime , "MSFT" );
  		}