[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank RunWalkForwardOneRank.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7141/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	RunWalkForwardOneRank.cs 
Log Message:
- bug fixed: totalDays is properly computed, now
- bug fixed: at the beginning, cash is added now

Index: RunWalkForwardOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/RunWalkForwardOneRank.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** RunWalkForwardOneRank.cs	20 Dec 2004 00:14:53 -0000	1.4
--- RunWalkForwardOneRank.cs	26 Dec 2004 17:47:20 -0000	1.5
***************
*** 62,69 ****
  			this.reportTable = new ReportTable( "Summary_Reports" );
  			this.startDateTime = new EndOfDayDateTime(
! 				new DateTime( 2002 , 1 , 1 ) , EndOfDaySpecificTime.FiveMinutesBeforeMarketClose );
  			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 2002 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
!       this.numIntervalDays = 7;
  		}
      #region Run
--- 62,71 ----
  			this.reportTable = new ReportTable( "Summary_Reports" );
  			this.startDateTime = new EndOfDayDateTime(
! 				new DateTime( 2002 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
! //			this.endDateTime = new EndOfDayDateTime(
! //				new DateTime( 2002 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
  			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 2002 , 2 , 28 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
! 			this.numIntervalDays = 7;
  		}
      #region Run
***************
*** 102,106 ****
  				this.startDateTime.DateTime )).TotalDays );
  			double totalDays = Convert.ToDouble( ((TimeSpan)( this.endDateTime.DateTime - 
! 				this.startDateTime.DateTime )).TotalDays );
  			if ( Math.Floor( elapsedDays / totalDays * 100 ) >
  				Math.Floor( ( elapsedDays - 1 ) / totalDays * 100 ) )
--- 104,108 ----
  				this.startDateTime.DateTime )).TotalDays );
  			double totalDays = Convert.ToDouble( ((TimeSpan)( this.endDateTime.DateTime - 
! 				this.startDateTime.DateTime )).TotalDays + 1);
  			if ( Math.Floor( elapsedDays / totalDays * 100 ) >
  				Math.Floor( ( elapsedDays - 1 ) / totalDays * 100 ) )
***************
*** 112,115 ****
--- 114,123 ----
  			}
  		}
+ 		public void marketOpenEventHandler(
+ 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
+ 		{
+ 			if ( this.account.Transactions.Count == 0 )
+ 				this.account.AddCash( 30000 );
+ 		}
  		public void oneHourAfterMarketCloseEventHandler(
  			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
***************
*** 123,126 ****
--- 131,136 ----
  				this.account.EndOfDayTimer.Stop();
  				this.progressBarForm.Close();
+ 				Report report = new Report( this.account );
+ 				report.Show( "WFT One Rank" , this.numIntervalDays , this.endDateTime , "MSFT" );
  			}
  		}
***************
*** 128,136 ****
  		public override void Run()
  		{
- 			Report report;
  			run_initializeEndOfDayTimer();
  			run_initializeAccount();
  			run_initializeEndOfDayTimerHandler();
  			run_initializeProgressHandlers();
  			this.endOfDayTimer.OneHourAfterMarketClose +=
  				new OneHourAfterMarketCloseEventHandler(
--- 138,147 ----
  		public override void Run()
  		{
  			run_initializeEndOfDayTimer();
  			run_initializeAccount();
  			run_initializeEndOfDayTimerHandler();
  			run_initializeProgressHandlers();
+ 			this.endOfDayTimer.MarketOpen +=
+ 				new MarketOpenEventHandler( this.marketOpenEventHandler );
  			this.endOfDayTimer.OneHourAfterMarketClose +=
  				new OneHourAfterMarketCloseEventHandler(
***************
*** 144,149 ****
  			this.progressBarForm.Show();
  			this.endOfDayTimer.Start();
- 			report = new Report( this.account );
- 			report.Show( "WFT One Rank" , this.numIntervalDays , this.startDateTime , "MSFT" );
  		}
      #endregion
--- 155,158 ----