[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank BestPerformi
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From: Glauco S. <gla...@us...> - 2005-01-09 22:13:26
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26489/b7_Scripts/WalkForwardTesting/WalkForwardOneRank Modified Files: BestPerformingTickers.cs Log Message: - the IHistoricalQuoteProvider "concept" has been introduced Index: BestPerformingTickers.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/BestPerformingTickers.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** BestPerformingTickers.cs 26 Dec 2004 17:37:34 -0000 1.5 --- BestPerformingTickers.cs 9 Jan 2005 22:13:12 -0000 1.6 *************** *** 24,27 **** --- 24,28 ---- using QuantProject.ADT; + using QuantProject.Business.DataProviders; using QuantProject.Business.Financial.Accounting; using QuantProject.Business.Financial.Ordering; *************** *** 40,43 **** --- 41,47 ---- private int numberDaysForPerformanceCalculation; + private IHistoricalQuoteProvider historicalQuoteProvider = + new HistoricalAdjustedQuoteProvider(); + private double calculatedTickers = 0; *************** *** 69,74 **** EndOfDaySpecificTime.MarketOpen ) ); ComparableAccount account = new ComparableAccount( ticker , historicalEndOfDayTimer , ! new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ) , ! new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ) ); OneRank oneRank = new OneRank( account , dateTime.AddDays( this.numberDaysForPerformanceCalculation ) ); --- 73,80 ---- EndOfDaySpecificTime.MarketOpen ) ); ComparableAccount account = new ComparableAccount( ticker , historicalEndOfDayTimer , ! new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer , ! this.historicalQuoteProvider ) , ! new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer , ! this.historicalQuoteProvider ) ); OneRank oneRank = new OneRank( account , dateTime.AddDays( this.numberDaysForPerformanceCalculation ) ); |