[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering HistoricalEndOfDayOrderExecutor.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8783/b4_Business/a1_Financial/a3_Ordering

Modified Files:
	HistoricalEndOfDayOrderExecutor.cs 
Log Message:
- the IHistoricalQuoteProvider "concept" has been introduced

Index: HistoricalEndOfDayOrderExecutor.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/HistoricalEndOfDayOrderExecutor.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** HistoricalEndOfDayOrderExecutor.cs	13 Dec 2004 01:44:42 -0000	1.2
--- HistoricalEndOfDayOrderExecutor.cs	9 Jan 2005 23:15:21 -0000	1.3
***************
*** 25,28 ****
--- 25,29 ----
  
  using QuantProject.Data.DataProviders;
+ using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Accounting.Transactions;
***************
*** 38,45 ****
  	{
  		private IEndOfDayTimer timer;
  
! 		public HistoricalEndOfDayOrderExecutor( IEndOfDayTimer timer )
  		{
  			this.timer = timer;
  		}
  
--- 39,49 ----
  	{
  		private IEndOfDayTimer timer;
+ 		private IHistoricalQuoteProvider historicalQuoteProvider;
  
! 		public HistoricalEndOfDayOrderExecutor( IEndOfDayTimer timer ,
! 			IHistoricalQuoteProvider historicalQuoteProvider )
  		{
  			this.timer = timer;
+ 			this.historicalQuoteProvider = historicalQuoteProvider;
  		}
  
***************
*** 49,55 ****
  		public void Execute( Order order )
  		{
! 			double instrumentPrice = HistoricalDataProvider.GetMarketValue( order.Instrument.Key ,
! 				this.timer.GetCurrentTime().DateTime ,
! 				this.timer.GetCurrentTime().GetNearestBarComponent() );
  			EndOfDayTransaction endOfDayTransaction = new EndOfDayTransaction(
  				TimedTransaction.GetTransactionType( order.Type ) , order.Instrument ,
--- 53,58 ----
  		public void Execute( Order order )
  		{
! 			double instrumentPrice = this.historicalQuoteProvider.GetMarketValue( order.Instrument.Key ,
! 				this.timer.GetCurrentTime() );
  			EndOfDayTransaction endOfDayTransaction = new EndOfDayTransaction(
  				TimedTransaction.GetTransactionType( order.Type ) , order.Instrument ,