[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank RunWalkForwardOneRank.cs,1.9,1.10

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv31921/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	RunWalkForwardOneRank.cs 
Log Message:
A new MouseUp event handler has been added on the
TransactionGrid: it invokes a OneRankForm, initialized so that the
InSample optimization can be easily checked.

Index: RunWalkForwardOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/RunWalkForwardOneRank.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** RunWalkForwardOneRank.cs	24 Apr 2005 15:52:23 -0000	1.9
--- RunWalkForwardOneRank.cs	7 Jun 2005 15:32:06 -0000	1.10
***************
*** 24,28 ****
--- 24,30 ----
  using System.Collections;
  using System.Data;
+ using System.Drawing;
  using System.Threading;
+ using System.Windows.Forms;
  
  using QuantProject.ADT;
***************
*** 39,42 ****
--- 41,45 ----
  using QuantProject.Data.DataProviders;
  using QuantProject.Presentation.Reporting.WindowsForm;
+ using QuantProject.Scripts.SimpleTesting;
  
  namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank
***************
*** 51,56 ****
--- 54,62 ----
  			new HistoricalAdjustedQuoteProvider();
      private ReportTable reportTable;
+ 
      private EndOfDayDateTime startDateTime;
      private EndOfDayDateTime endDateTime;
+ 		int numberDaysForPerformanceCalculation;
+ 
      private int numIntervalDays;
  
***************
*** 69,73 ****
  				new DateTime( 1998 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
  			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 1998 , 1 , 20 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
  			this.numIntervalDays = 1;
  		}
--- 75,80 ----
  				new DateTime( 1998 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
  			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 1998 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
! 			this.numberDaysForPerformanceCalculation = 1800;
  			this.numIntervalDays = 1;
  		}
***************
*** 92,96 ****
  		private void run_initializeEndOfDayTimerHandler()
  		{
! 			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 200 , 20 , 5 , 360 , 30 ,
  				this.account );
  //			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 4 , 3 , 2 , 100 , 30 ,
--- 99,104 ----
  		private void run_initializeEndOfDayTimerHandler()
  		{
! 			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 200 , 20 , 5 ,
! 				this.numberDaysForPerformanceCalculation , 30 ,
  				this.account );
  //			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 4 , 3 , 2 , 100 , 30 ,
***************
*** 144,147 ****
--- 152,180 ----
  				this.account.AddCash( 30000 );
  		}
+ 		#region oneHourAfterMarketCloseEventHandler
+ 		private void showOneRankForm( object sender ,
+ 			MouseEventArgs eventArgs )
+ 		{
+ 			DataGrid dataGrid = (DataGrid)sender;
+ 			Point point = new Point( eventArgs.X , eventArgs.Y );
+ 			DataGrid.HitTestInfo hitTestInfo = dataGrid.HitTest( point );
+ 			DataTable dataTable = (DataTable)dataGrid.DataSource;
+ 			DataRow dataRow = dataTable.Rows[ hitTestInfo.Row ];
+ 			//			MessageBox.Show( dataRow[ "DateTime" ].ToString() );
+ 			DateTime rowDateTime = (DateTime)dataRow[ "DateTime" ];
+ 			string rowTicker = (string)dataRow[ "InstrumentKey"];
+ 			OneRankForm oneRankForm = new OneRankForm();
+ 			oneRankForm.FirstDateTime =
+ 				rowDateTime.AddDays( -this.numberDaysForPerformanceCalculation );
+ 			oneRankForm.LastDateTime = rowDateTime;
+ 			oneRankForm.Ticker = rowTicker;
+ 			oneRankForm.Show();
+ 		}
+ 		private void mouseEventHandler( object sender , MouseEventArgs eventArgs )
+ 		{
+ 			if ( eventArgs.Button == MouseButtons.Right )
+ 				this.showOneRankForm( sender , eventArgs );
+ 		}
+ 		#endregion
  		public void oneHourAfterMarketCloseEventHandler(
  			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
***************
*** 153,160 ****
  				this.account.EndOfDayTimer.Stop();
  //				this.progressBarForm.Close();
! 				ObjectArchiver.Archive( this.account ,
! 					@"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" );
  				Report report = new Report( this.account , this.historicalQuoteProvider );
! 				report.Show( "WFT One Rank" , this.numIntervalDays , this.endDateTime , "MSFT" );
  			}
  			else
--- 186,196 ----
  				this.account.EndOfDayTimer.Stop();
  //				this.progressBarForm.Close();
! //				ObjectArchiver.Archive( this.account ,
! //					@"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" );
  				Report report = new Report( this.account , this.historicalQuoteProvider );
! 				report.Create( "WFT One Rank" , this.numIntervalDays , this.endDateTime , "MSFT" );
! 				report.TransactionGrid.MouseUp +=
! 					new MouseEventHandler( this.mouseEventHandler );
! 				report.Show();
  			}
  			else