[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandler.cs,1.2,1.3

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22301/b7_Scripts/TickerSelectionTesting

Modified Files:
	EndOfDayTimerHandler.cs 
Log Message:
Updated EndOfDayTimerHandler for TickerSelection Testing, using Efficient portfolio theory

Index: EndOfDayTimerHandler.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandler.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** EndOfDayTimerHandler.cs	15 Dec 2004 23:21:41 -0000	1.2
--- EndOfDayTimerHandler.cs	17 Dec 2004 19:49:09 -0000	1.3
***************
*** 50,53 ****
--- 50,54 ----
  		
      private Account account;
+     private ArrayList orders;
  
      public int NumberOfEligibleTickers
***************
*** 68,72 ****
        this.numberOfTickersToBeChosen = numberOfTickersToBeChosen;
        this.account = account;
!       
      }
  		    
--- 69,73 ----
        this.numberOfTickersToBeChosen = numberOfTickersToBeChosen;
        this.account = account;
!       this.orders = new ArrayList();
      }
  		    
***************
*** 83,88 ****
          this.account.AddCash(endOfDayTimingEventArgs.EndOfDayDateTime,
                                16000);
!       
!       //this.account.ExecuteActiveOrders();
      }
  		#endregion
--- 84,91 ----
          this.account.AddCash(endOfDayTimingEventArgs.EndOfDayDateTime,
                                16000);
!       foreach(object item in this.orders)
!       {
!         this.account.AddOrder((Order)item);
!       }
      }
  		#endregion
***************
*** 145,149 ****
          Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) );
        Order order = new Order( OrderType.MarketBuy , new Instrument( ticker ) , quantity );
!       this.account.AddOrder( order );
      }
      private void oneHourAfterMarketCloseEventHandler_orderChosenTickers_openPositions()
--- 148,152 ----
          Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) );
        Order order = new Order( OrderType.MarketBuy , new Instrument( ticker ) , quantity );
!       this.orders.Add(order);
      }
      private void oneHourAfterMarketCloseEventHandler_orderChosenTickers_openPositions()
***************
*** 170,174 ****
      {
        this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime);
!       //this.account.ClearOrders();
        oneHourAfterMarketCloseEventHandler_orderChosenTickers( ( IEndOfDayTimer ) sender );
      }
--- 173,177 ----
      {
        this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime);
!       this.orders.Clear();
        oneHourAfterMarketCloseEventHandler_orderChosenTickers( ( IEndOfDayTimer ) sender );
      }