[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank EndOfDayTimerHandler.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-serv6180/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

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

Index: EndOfDayTimerHandler.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/EndOfDayTimerHandler.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** EndOfDayTimerHandler.cs	20 Dec 2004 00:26:58 -0000	1.2
--- EndOfDayTimerHandler.cs	26 Dec 2004 17:42:08 -0000	1.3
***************
*** 29,32 ****
--- 29,33 ----
  using QuantProject.Business.Timing;
  using QuantProject.Data.DataProviders;
+ using QuantProject.Scripts.SimpleTesting;
  
  namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank
***************
*** 153,158 ****
  					endOfDayTimingEventArgs.EndOfDayDateTime.DateTime );
  			}
! 			this.chosenTickers.SetTickers( this.bestPerformingTickers );
! 			oneHourAfterMarketCloseEventHandler_orderChosenTickers( ( IEndOfDayTimer ) sender );
  		}
  		#endregion
--- 154,158 ----
  					endOfDayTimingEventArgs.EndOfDayDateTime.DateTime );
  			}
! //			oneHourAfterMarketCloseEventHandler_orderChosenTickers( ( IEndOfDayTimer ) sender );
  		}
  		#endregion
***************
*** 165,169 ****
--- 165,172 ----
  		private void fiveMinutesBeforeMarketCloseEventHandler_closePositions()
  		{
+       ArrayList tickers = new ArrayList();
  			foreach ( string ticker in this.account.Portfolio.Keys )
+ 				tickers.Add( ticker );
+ 			foreach ( string ticker in tickers )
  				fiveMinutesBeforeMarketCloseEventHandler_closePosition( ticker );
  		}
***************
*** 172,178 ****
  		{
  			double maxPositionValue = this.account.CashAmount / this.numberOfTickersToBeChosen;
! 			long sharesToBeBought = Convert.ToInt64(
! 				Math.Floor( maxPositionValue /
! 				this.account.DataStreamer.GetCurrentAsk( ticker ) ) );
  			this.account.AddOrder( new Order( OrderType.MarketBuy ,
  				new Instrument( ticker ) , sharesToBeBought ) );
--- 175,180 ----
  		{
  			double maxPositionValue = this.account.CashAmount / this.numberOfTickersToBeChosen;
! 			long sharesToBeBought = OneRank.MaxBuyableShares( ticker ,
! 				maxPositionValue , this.account.DataStreamer );
  			this.account.AddOrder( new Order( OrderType.MarketBuy ,
  				new Instrument( ticker ) , sharesToBeBought ) );
***************
*** 180,183 ****
--- 182,186 ----
  		private void fiveMinutesBeforeMarketCloseEventHandler_openPositions()
  		{
+ 			this.chosenTickers.SetTickers( this.bestPerformingTickers , this.account );
  			foreach ( string ticker in this.chosenTickers.Keys )
  				this.fiveMinutesBeforeMarketCloseEventHandler_openPosition( ticker );