[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank ChosenTicker
Brought to you by:
glauco_1
|
From: Glauco S. <gla...@us...> - 2005-01-09 22:16:33
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27292/b7_Scripts/WalkForwardTesting/WalkForwardOneRank Modified Files: ChosenTickers.cs Log Message: - the IHistoricalQuoteProvider "concept" has been introduced Index: ChosenTickers.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ChosenTickers.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** ChosenTickers.cs 26 Dec 2004 17:39:59 -0000 1.3 --- ChosenTickers.cs 9 Jan 2005 22:16:23 -0000 1.4 *************** *** 23,26 **** --- 23,27 ---- using System.Collections; + using QuantProject.Business.DataProviders; using QuantProject.Business.Financial.Accounting; using QuantProject.Business.Timing; *************** *** 37,40 **** --- 38,44 ---- private int numberTickersToBeChosen; + private IHistoricalQuoteProvider historicalQuoteProvider = + new HistoricalAdjustedQuoteProvider(); + public ChosenTickers( int numberTickersToBeChosen ) { *************** *** 49,55 **** 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 --- 53,59 ---- EndOfDayDateTime( account.EndOfDayTimer.GetCurrentTime().DateTime.AddDays( - 1 ) , EndOfDaySpecificTime.MarketClose ); ! double yesterdayMarketValueAtClose = ! this.historicalQuoteProvider.GetMarketValue( ticker , ! yesterdayAtClose ); if ( todayMarketValueAtClose > yesterdayMarketValueAtClose ) // today close is higher than yesterday close |