[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandlerCTO.cs,1.13,1.14

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv25583/b7_Scripts/TickerSelectionTesting

Modified Files:
	EndOfDayTimerHandlerCTO.cs 
Log Message:



Index: EndOfDayTimerHandlerCTO.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTO.cs,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** EndOfDayTimerHandlerCTO.cs	24 Jun 2005 22:52:25 -0000	1.13
--- EndOfDayTimerHandlerCTO.cs	25 Jul 2005 22:52:02 -0000	1.14
***************
*** 72,76 ****
        Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
!     	this.openPositions();
      }
  		
--- 72,78 ----
        Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
!     	//temporarily the if condition
!     	//if(this.numDaysElapsedSinceLastOptimization == 0)
!     		this.openPositions();
      }
  		
***************
*** 79,83 ****
        Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
!     	this.closePositions();
      }
      
--- 81,90 ----
        Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
!     	
!     	//temporarily
!     	//if(this.numDaysElapsedSinceLastOptimization ==
!     	//   this.numDaysBetweenEachOptimization)
!     	 		this.closePositions();
!     	  	
      }
      
***************
*** 116,126 ****
        //	                                 currentDate, this.numberOfEligibleTickers/4);      	                                 
        //return winners.GetTableOfSelectedTickers();
!       SelectorByOpenCloseCorrelationToBenchmark lessCorrelated = 
!         new SelectorByOpenCloseCorrelationToBenchmark(quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers(),
!                                                       this.benchmark, true,
!                                                       currentDate.AddDays(-this.numDaysForLiquidity),
!                                                       currentDate, this.numberOfEligibleTickers/2);
!       //return quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers();
!       return lessCorrelated.GetTableOfSelectedTickers();
      }
      
--- 123,133 ----
        //	                                 currentDate, this.numberOfEligibleTickers/4);      	                                 
        //return winners.GetTableOfSelectedTickers();
!       //SelectorByOpenCloseCorrelationToBenchmark lessCorrelated = 
!       //  new SelectorByOpenCloseCorrelationToBenchmark(quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers(),
!       //                                                this.benchmark, true,
!       //                                                currentDate.AddDays(-this.numDaysForLiquidity),
!       //                                                currentDate, this.numberOfEligibleTickers/2);
!       return quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers();
!       //return lessCorrelated.GetTableOfSelectedTickers();
      }
      
***************
*** 173,177 ****
      {
      	this.orders.Clear();
-     	this.numDaysElapsedSinceLastOptimization++;
      	//this.oneHourAfterMarketCloseEventHandler_updatePrices();
        if(this.numDaysElapsedSinceLastOptimization == 
--- 180,183 ----
***************
*** 182,185 ****
--- 188,195 ----
        	this.numDaysElapsedSinceLastOptimization = 0;
      	}
+       else
+       {
+         this.numDaysElapsedSinceLastOptimization++;
+       }
      	
      }