[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandler.cs,1.7
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From: Marco M. <mi...@us...> - 2005-01-15 10:56:13
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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); } /* |