[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank ChosenTickers.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5830/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	ChosenTickers.cs 
Log Message:
The strategy has been fixed: now a ticker is
chosen only if today's close is higher than
yesterday's close.

Index: ChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ChosenTickers.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** ChosenTickers.cs	20 Dec 2004 00:24:21 -0000	1.2
--- ChosenTickers.cs	26 Dec 2004 17:39:59 -0000	1.3
***************
*** 23,26 ****
--- 23,31 ----
  using System.Collections;
  
+ using QuantProject.Business.Financial.Accounting;
+ using QuantProject.Business.Timing;
+ using QuantProject.Data;
+ using QuantProject.Data.DataProviders;
+ 
  namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank
  {
***************
*** 37,49 ****
  		}
  		#region SetTickers
! 		private void setTickers_build( BestPerformingTickers bestPerformingTickers )
  		{
! 			SortedList sortedList = new SortedList();
! 			foreach ( string ticker in bestPerformingTickers.Keys )
! 				sortedList.Add( ticker , ( ( ComparableAccount )bestPerformingTickers[ ticker ]).Goodness );
! 			for ( int n=0; n<=this.numberTickersToBeChosen ; n++ )
  			{
! 				string key = (string)sortedList.GetKey( n );
! 				this.Add( key , key );
  			}
  		}
--- 42,71 ----
  		}
  		#region SetTickers
! 		private void setTickers_build_handleTicker( string ticker , Account account )
  		{
! 			double todayMarketValueAtClose = account.DataStreamer.GetCurrentBid(
! 				ticker );
! 			EndOfDayDateTime yesterdayAtClose = new
! 				EndOfDayDateTime( account.EndOfDayTimer.GetCurrentTime().DateTime.AddDays( - 1 ) ,
! 				EndOfDaySpecificTime.MarketClose );
! 			double yesterdayMarketValueAtClose = HistoricalDataProvider.GetMarketValue(
! 				ticker ,
! 				yesterdayAtClose.GetNearestExtendedDateTime() );
! 			if ( todayMarketValueAtClose > yesterdayMarketValueAtClose )
! 				// today close is higher than yesterday close
! 				this.Add( ticker , ticker );
! 		}
! 		private void setTickers_build( BestPerformingTickers bestPerformingTickers ,
! 			Account account )
! 		{
! 			int index = bestPerformingTickers.Count - 1;
! 			while ( ( this.Count < this.numberTickersToBeChosen ) &&
! 				( index >= 0) )
  			{
! 				string ticker = ((Account)bestPerformingTickers[ index ]).Key;
! 				if ( account.DataStreamer.IsExchanged( ticker ) )
! 					setTickers_build_handleTicker( ticker ,
! 						account );
! 				index--;
  			}
  		}
***************
*** 52,59 ****
  		/// </summary>
  		/// <param name="dateTime"></param>
! 		public void SetTickers( BestPerformingTickers bestPerformingTickers )
  		{
  			this.Clear();
! 			this.setTickers_build( bestPerformingTickers );
  		}
  		#endregion
--- 74,82 ----
  		/// </summary>
  		/// <param name="dateTime"></param>
! 		public void SetTickers( BestPerformingTickers bestPerformingTickers ,
! 			Account account )
  		{
  			this.Clear();
! 			this.setTickers_build( bestPerformingTickers , account );
  		}
  		#endregion