[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank RunWalkForwa
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glauco_1
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From: Glauco S. <gla...@us...> - 2005-06-07 15:32:15
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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 |