[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank RunWalkForwardOneRank.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv16106/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	RunWalkForwardOneRank.cs 
Log Message:
- the IHistoricalQuoteProvider "concept" has been introduced
- the HistoricalAdjustedQuoteProvider is used


Index: RunWalkForwardOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/RunWalkForwardOneRank.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** RunWalkForwardOneRank.cs	26 Dec 2004 17:47:20 -0000	1.5
--- RunWalkForwardOneRank.cs	9 Jan 2005 23:45:20 -0000	1.6
***************
*** 25,28 ****
--- 25,29 ----
  using System.Data;
  using QuantProject.ADT;
+ using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Accounting.Reporting;
***************
*** 44,47 ****
--- 45,50 ----
  	public class RunWalkForwardOneRank : Script
  	{
+ 		private IHistoricalQuoteProvider historicalQuoteProvider =
+ 			new HistoricalAdjustedQuoteProvider();
      private ReportTable reportTable;
      private EndOfDayDateTime startDateTime;
***************
*** 62,71 ****
  			this.reportTable = new ReportTable( "Summary_Reports" );
  			this.startDateTime = new EndOfDayDateTime(
! 				new DateTime( 2002 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
! //			this.endDateTime = new EndOfDayDateTime(
! //				new DateTime( 2002 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
  			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 2002 , 2 , 28 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
! 			this.numIntervalDays = 7;
  		}
      #region Run
--- 65,72 ----
  			this.reportTable = new ReportTable( "Summary_Reports" );
  			this.startDateTime = new EndOfDayDateTime(
! 				new DateTime( 1998 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
  			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 1998 , 1 , 30 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
! 			this.numIntervalDays = 1;
  		}
      #region Run
***************
*** 78,83 ****
  		{
  			this.account = new Account( "WalkForwardOneRank" , this.endOfDayTimer ,
! 				new HistoricalEndOfDayDataStreamer( this.endOfDayTimer ) ,
! 				new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer ) );
  		}
  		private void run_initializeEndOfDayTimerHandler()
--- 79,86 ----
  		{
  			this.account = new Account( "WalkForwardOneRank" , this.endOfDayTimer ,
! 				new HistoricalEndOfDayDataStreamer( this.endOfDayTimer ,
! 					this.historicalQuoteProvider ) ,
! 				new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer ,
! 					this.historicalQuoteProvider ) );
  		}
  		private void run_initializeEndOfDayTimerHandler()
***************
*** 131,135 ****
  				this.account.EndOfDayTimer.Stop();
  				this.progressBarForm.Close();
! 				Report report = new Report( this.account );
  				report.Show( "WFT One Rank" , this.numIntervalDays , this.endDateTime , "MSFT" );
  			}
--- 134,138 ----
  				this.account.EndOfDayTimer.Stop();
  				this.progressBarForm.Close();
! 				Report report = new Report( this.account , this.historicalQuoteProvider );
  				report.Show( "WFT One Rank" , this.numIntervalDays , this.endDateTime , "MSFT" );
  			}