[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank ComparableAccount.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-serv31647/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	ComparableAccount.cs 
Log Message:
- The constructor has been changed
- The Goodness calculation has been fixed

Index: ComparableAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ComparableAccount.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ComparableAccount.cs	29 Nov 2004 14:32:10 -0000	1.1
--- ComparableAccount.cs	15 Dec 2004 23:19:56 -0000	1.2
***************
*** 24,27 ****
--- 24,30 ----
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Accounting.Reporting;
+ using QuantProject.Business.Financial.Ordering;
+ using QuantProject.Business.Timing;
+ using QuantProject.Data.DataProviders;
  
  namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank
***************
*** 46,64 ****
  			get {	return this.goodness(); }
  		}
! 		public ComparableAccount()
  		{
- 			//
- 			// TODO: Add constructor logic here
- 			//
  		}
- 
  		private double goodness()
  		{
  			double returnValue;
! 			if ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown )
  				returnValue = Double.MinValue;
  			else
! 				// max draw down is acceptable
! 				returnValue = this.accountReport.Summary.TotalPnl /
  					this.accountReport.Summary.BuyAndHoldPercentageReturn;
  			return returnValue;
--- 49,69 ----
  			get {	return this.goodness(); }
  		}
! 		public ComparableAccount( string accountName , IEndOfDayTimer endOfDayTimer ,
! 			IDataStreamer dataStreamer , IOrderExecutor orderExecutor ) : base( accountName ,
! 			endOfDayTimer , dataStreamer , orderExecutor )
  		{
  		}
  		private double goodness()
  		{
  			double returnValue;
! 			if ( this.accountReport == null )
! 				this.accountReport = this.CreateReport( this.Key , 7 ,
! 					this.EndOfDayTimer.GetCurrentTime() , this.Key );
! 			if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown )
! 				|| ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BuyAndHoldPercentageReturn ) )
  				returnValue = Double.MinValue;
  			else
! 				// max draw down is acceptable and the strategy is better than buy and hold
! 				returnValue = this.accountReport.Summary.TotalPnl -
  					this.accountReport.Summary.BuyAndHoldPercentageReturn;
  			return returnValue;