[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandler.cs,1.7,1.8 RunEfficientCTOPortfolio.cs,1.8,1.9

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv24121/b7_Scripts/TickerSelectionTesting

Modified Files:
	EndOfDayTimerHandler.cs RunEfficientCTOPortfolio.cs 
Log Message:
Setted the RunEfficientCTOPortfolio script to be tested on 2000.


Index: EndOfDayTimerHandler.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandler.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** EndOfDayTimerHandler.cs	8 Jan 2005 11:59:14 -0000	1.7
--- EndOfDayTimerHandler.cs	15 Jan 2005 10:56:02 -0000	1.8
***************
*** 86,90 ****
        long quantity =
          Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) );
!       Order order = new Order( OrderType.MarketBuy , new Instrument( ticker ) , quantity );
        this.orders.Add(order);
      }
--- 86,90 ----
        long quantity =
          Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) );
!       Order order = new Order( OrderType.MarketBuy, new Instrument( ticker ) , quantity );
        this.orders.Add(order);
      }
***************
*** 170,174 ****
        DataTable setOfTickersToBeOptimized =
            quotedInEachMarketDayFromMostLiquid.GetTableOfSelectedTickers();
!       // to check this: it doesn't work !                               
        IGenomeManager genManEfficientCTOPortfolio = 
          new GenomeManagerForEfficientCTOPortfolio(setOfTickersToBeOptimized, currentDate.AddDays(-30), 
--- 170,174 ----
        DataTable setOfTickersToBeOptimized =
            quotedInEachMarketDayFromMostLiquid.GetTableOfSelectedTickers();
!                                     
        IGenomeManager genManEfficientCTOPortfolio = 
          new GenomeManagerForEfficientCTOPortfolio(setOfTickersToBeOptimized, currentDate.AddDays(-30), 

Index: RunEfficientCTOPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTOPortfolio.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** RunEfficientCTOPortfolio.cs	9 Jan 2005 23:44:53 -0000	1.8
--- RunEfficientCTOPortfolio.cs	15 Jan 2005 10:56:03 -0000	1.9
***************
*** 83,87 ****
          new DateTime( 2000 , 1 , 1 ) , EndOfDaySpecificTime.FiveMinutesBeforeMarketClose );
        this.endDateTime = new EndOfDayDateTime(
!         new DateTime( 2000 , 1 , 10 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
        this.numIntervalDays = 7;
  		}
--- 83,87 ----
          new DateTime( 2000 , 1 , 1 ) , EndOfDaySpecificTime.FiveMinutesBeforeMarketClose );
        this.endDateTime = new EndOfDayDateTime(
!         new DateTime( 2000 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
        this.numIntervalDays = 7;
  		}
***************
*** 124,128 ****
      private void run_initializeEndOfDayTimerHandler()
      {
!       this.endOfDayTimerHandler = new EndOfDayTimerHandler("STOCKMI",70,6,this.account,10);
      }
      /*
--- 124,128 ----
      private void run_initializeEndOfDayTimerHandler()
      {
!       this.endOfDayTimerHandler = new EndOfDayTimerHandler("STOCKMI",70,6,this.account,7);
      }
      /*