[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering OrderManager.cs,1.3,1.4
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From: Glauco S. <gla...@us...> - 2005-01-09 23:28:39
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11718/b4_Business/a1_Financial/a3_Ordering Modified Files: OrderManager.cs Log Message: - GetInstrumentPrice has been removed - IDataStreamer is used now Index: OrderManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/OrderManager.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** OrderManager.cs 29 Nov 2004 16:15:37 -0000 1.3 --- OrderManager.cs 9 Jan 2005 23:28:30 -0000 1.4 *************** *** 42,50 **** } ! public virtual double GetInstrumentPrice( Order order ) ! { ! return HistoricalDataProvider.GetMarketValue( order.Instrument.Key , ! order.EndOfDayDateTime.GetNearestExtendedDateTime() ); ! } #region "GetTransaction" --- 42,50 ---- } ! // public virtual double GetInstrumentPrice( Order order ) ! // { ! // return HistoricalDataProvider.GetMarketValue( order.Instrument.Key , ! // order.EndOfDayDateTime.GetNearestExtendedDateTime() ); ! // } #region "GetTransaction" *************** *** 75,84 **** } ! public TimedTransaction GetTransaction( Order order ) { ! double instrumentPrice = this.GetInstrumentPrice( order ); TimedTransaction transaction = new TimedTransaction( getTransactionType( order ) , order.Instrument , ! order.Quantity , order.Instrument.GetMarketValue( order.EndOfDayDateTime ) , order.EndOfDayDateTime.GetNearestExtendedDateTime() ); return transaction; --- 75,86 ---- } ! public TimedTransaction GetTransaction( Order order , ! IDataStreamer dataStreamer ) { ! double instrumentPrice = dataStreamer.GetCurrentBid( ! order.Instrument.Key ); TimedTransaction transaction = new TimedTransaction( getTransactionType( order ) , order.Instrument , ! order.Quantity , instrumentPrice , order.EndOfDayDateTime.GetNearestExtendedDateTime() ); return transaction; *************** *** 86,94 **** #endregion ! public TransactionHistory GetTransactions( ArrayList orders ) { TransactionHistory transactionHistory = new TransactionHistory(); foreach (Order order in orders) ! transactionHistory.Add( this.GetTransaction( order ) ); return transactionHistory; } --- 88,98 ---- #endregion ! public TransactionHistory GetTransactions( ArrayList orders , ! IDataStreamer dataStreamer ) { TransactionHistory transactionHistory = new TransactionHistory(); foreach (Order order in orders) ! transactionHistory.Add( this.GetTransaction( order , ! dataStreamer ) ); return transactionHistory; } |