[Quantproject-developers] QuantProject/b4_Business/a3_Testing Tester.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv16981/b4_Business/a3_Testing

Modified Files:
	Tester.cs 
Log Message:
- the IDataStreamer "concept" has been introduced


Index: Tester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing/Tester.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Tester.cs	5 Dec 2004 02:49:16 -0000	1.6
--- Tester.cs	9 Jan 2005 23:48:58 -0000	1.7
***************
*** 30,33 ****
--- 30,34 ----
  using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Timing;
+ using QuantProject.Data.DataProviders;
  
  
***************
*** 43,46 ****
--- 44,48 ----
      private OrderManager orderManager = new OrderManager();
      private double initialCash = 0.0;
+ 		private IDataStreamer dataStreamer;
      //private TestResults testResults;
  
***************
*** 51,58 ****
      }
  
!     public Tester(TestWindow testWindow , TradingSystems tradingSystems , double initialCash)
  		{
  			this.testWindow = testWindow;
!       this.TradingSystems = tradingSystems;
        this.initialCash = initialCash;
        this.Account.AddCash( new EndOfDayDateTime( testWindow.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ,
--- 53,62 ----
      }
  
!     public Tester(TestWindow testWindow , TradingSystems tradingSystems , double initialCash ,
! 			IDataStreamer dataStreamer )
  		{
  			this.testWindow = testWindow;
! 			this.dataStreamer = dataStreamer;
! 			this.TradingSystems = tradingSystems;
        this.initialCash = initialCash;
        this.Account.AddCash( new EndOfDayDateTime( testWindow.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ,
***************
*** 66,71 ****
          initialCash );
        this.Test();
!       return - this.Account.GetProfitNetLoss(
!         new EndOfDayDateTime( testWindow.EndDateTime , EndOfDaySpecificTime.MarketClose ) );
      }
  
--- 70,74 ----
          initialCash );
        this.Test();
!       return - this.Account.GetFitnessValue();
      }
  
***************
*** 80,89 ****
        }
      }
!     private void handleCurrentSignal( Signal signal )
      {
!       Orders orders = this.Account.AccountStrategy.GetOrders( signal );
        foreach (Order order in orders )
        {
!         TimedTransaction transaction = this.OrderManager.GetTransaction( order );
          this.Account.Add( transaction );
          //Debug.WriteLine( account.ToString( dateTime ) );
--- 83,93 ----
        }
      }
!     private void handleCurrentSignal( Signal signal , IDataStreamer dataStreamer )
      {
!       Orders orders = this.Account.AccountStrategy.GetOrders( signal , dataStreamer );
        foreach (Order order in orders )
        {
!         TimedTransaction transaction = this.OrderManager.GetTransaction( order ,
! 					dataStreamer );
          this.Account.Add( transaction );
          //Debug.WriteLine( account.ToString( dateTime ) );
***************
*** 91,104 ****
      }
      private void testCurrentDateForTradingSystem( TradingSystem tradingSystem ,
!       ExtendedDateTime extendedDateTime )
      {
        Signals signals = tradingSystem.GetSignals( extendedDateTime );
        foreach (Signal signal in signals)
!         handleCurrentSignal( signal );
      }
!     private void testCurrentExtendedDateTime( ExtendedDateTime extendedDateTime )
      {
        foreach (TradingSystem tradingSystem in this.TradingSystems)
!         testCurrentDateForTradingSystem( tradingSystem , extendedDateTime );
      }
      public override void Test()
--- 95,109 ----
      }
      private void testCurrentDateForTradingSystem( TradingSystem tradingSystem ,
!       ExtendedDateTime extendedDateTime , IDataStreamer dataStreamer )
      {
        Signals signals = tradingSystem.GetSignals( extendedDateTime );
        foreach (Signal signal in signals)
!         handleCurrentSignal( signal , dataStreamer );
      }
!     private void testCurrentExtendedDateTime( ExtendedDateTime extendedDateTime ,
! 			IDataStreamer dataStreamer )
      {
        foreach (TradingSystem tradingSystem in this.TradingSystems)
!         testCurrentDateForTradingSystem( tradingSystem , extendedDateTime ,dataStreamer );
      }
      public override void Test()
***************
*** 108,113 ****
        while (dateTime <= this.testWindow.EndDateTime)
        {
!         testCurrentExtendedDateTime( new ExtendedDateTime( dateTime , BarComponent.Open ) );
!         testCurrentExtendedDateTime( new ExtendedDateTime( dateTime , BarComponent.Close ) );
          dateTime = dateTime.AddDays( 1 );
        }
--- 113,120 ----
        while (dateTime <= this.testWindow.EndDateTime)
        {
!         testCurrentExtendedDateTime( new ExtendedDateTime( dateTime , BarComponent.Open ) ,
! 					dataStreamer );
!         testCurrentExtendedDateTime( new ExtendedDateTime( dateTime , BarComponent.Close ) ,
! 					dataStreamer );
          dateTime = dateTime.AddDays( 1 );
        }