[Quantproject-developers] QuantProject/b4_Business/a3_Testing Tester.cs,1.6,1.7
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From: Glauco S. <gla...@us...> - 2005-01-09 23:49:08
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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 ); } |