[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank ComparableAc
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From: Glauco S. <gla...@us...> - 2005-01-09 22:17:29
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27497/b7_Scripts/WalkForwardTesting/WalkForwardOneRank Modified Files: ComparableAccount.cs Log Message: - the IHistoricalQuoteProvider "concept" has been introduced Index: ComparableAccount.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ComparableAccount.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** ComparableAccount.cs 29 Dec 2004 17:07:42 -0000 1.3 --- ComparableAccount.cs 9 Jan 2005 22:17:19 -0000 1.4 *************** *** 22,25 **** --- 22,26 ---- using System; + using QuantProject.Business.DataProviders; using QuantProject.Business.Financial.Accounting; using QuantProject.Business.Financial.Accounting.Reporting; *************** *** 37,40 **** --- 38,44 ---- private double maxAcceptableDrawDown = 0.3; + private IHistoricalQuoteProvider historicalQuoteProvider = + new HistoricalAdjustedQuoteProvider(); + private AccountReport accountReport; *************** *** 59,63 **** if ( this.accountReport == null ) this.accountReport = this.CreateReport( this.Key , 7 , ! this.EndOfDayTimer.GetCurrentTime() , this.Key ); if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown ) || ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BuyAndHoldPercentageReturn ) ) --- 63,68 ---- if ( this.accountReport == null ) this.accountReport = this.CreateReport( this.Key , 7 , ! this.EndOfDayTimer.GetCurrentTime() , this.Key , ! this.historicalQuoteProvider ); if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown ) || ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BuyAndHoldPercentageReturn ) ) |