[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank OneRank.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6597/b7_Scripts/SimpleTesting/OneRank

Modified Files:
	OneRank.cs 
Log Message:
- the static method MaxBuyableShares has been added
- bug fixed: it was AddHours, now it is AddDays

Index: OneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/OneRank.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** OneRank.cs	20 Dec 2004 00:14:03 -0000	1.4
--- OneRank.cs	26 Dec 2004 17:43:53 -0000	1.5
***************
*** 40,43 ****
--- 40,50 ----
  		private DateTime lastDateTime;
  
+ 
+ 		public static long MaxBuyableShares( string ticker , double cashAmount, IDataStreamer dataStreamer )
+ 		{
+ 			return Convert.ToInt64(
+ 				Math.Floor( cashAmount / dataStreamer.GetCurrentAsk( ticker ) ) );
+ 		}
+ 
  		private void marketOpenEventHandler(
  			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
***************
*** 54,58 ****
  				this.account.Key );
  			EndOfDayDateTime yesterdayAtClose = new
! 				EndOfDayDateTime( this.account.EndOfDayTimer.GetCurrentTime().DateTime.AddHours( - 1 ) ,
  				EndOfDaySpecificTime.MarketClose );
  			double yesterdayMarketValueAtClose = HistoricalDataProvider.GetMarketValue(
--- 61,65 ----
  				this.account.Key );
  			EndOfDayDateTime yesterdayAtClose = new
! 				EndOfDayDateTime( this.account.EndOfDayTimer.GetCurrentTime().DateTime.AddDays( - 1 ) ,
  				EndOfDaySpecificTime.MarketClose );
  			double yesterdayMarketValueAtClose = HistoricalDataProvider.GetMarketValue(
***************
*** 64,70 ****
  				// today close is higher than yesterday close and no position
  				// is kept in portfolio, yet
! 				sharesToBeBought = Convert.ToInt64(
! 					Math.Floor( this.account.CashAmount /
! 					this.account.DataStreamer.GetCurrentAsk( this.account.Key ) ) );
  				this.account.AddOrder( new Order( OrderType.MarketBuy ,
  					new Instrument( this.account.Key ) , sharesToBeBought ) );
--- 71,76 ----
  				// today close is higher than yesterday close and no position
  				// is kept in portfolio, yet
! 				sharesToBeBought = MaxBuyableShares( this.account.Key ,
! 					this.account.CashAmount , this.account.DataStreamer );
  				this.account.AddOrder( new Order( OrderType.MarketBuy ,
  					new Instrument( this.account.Key ) , sharesToBeBought ) );