[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank OneRank.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv17267/b7_Scripts/SimpleTesting/OneRank

Modified Files:
	OneRank.cs 
Log Message:
Changed to handle short positions also

Index: OneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/OneRank.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** OneRank.cs	9 Jan 2005 23:25:44 -0000	1.6
--- OneRank.cs	15 Oct 2005 18:15:06 -0000	1.7
***************
*** 57,64 ****
  				// cash has not been added yet
  				this.account.AddCash( 10000 );
  		}
! 		private void fiveMinutesBeforeMarketCloseEventHandler_withTickerExchangedNow()
  		{
  			long sharesToBeBought;
  			double todayMarketValueAtClose = this.account.DataStreamer.GetCurrentBid(
  				this.account.Key );
--- 57,82 ----
  				// cash has not been added yet
  				this.account.AddCash( 10000 );
+ 			if ( endOfDayTimingEventArgs.EndOfDayDateTime.DateTime >
+ 				this.lastDateTime )
+ 				this.account.EndOfDayTimer.Stop();
  		}
! 		private void buyLongTicker()
  		{
  			long sharesToBeBought;
+ 			sharesToBeBought = MaxBuyableShares( this.account.Key ,
+ 				this.account.CashAmount , this.account.DataStreamer );
+ 			this.account.AddOrder( new Order( OrderType.MarketBuy ,
+ 				new Instrument( this.account.Key ) , sharesToBeBought ) );
+ 		}
+ 		private void sellShortTicker()
+ 		{
+ 			long sharesToBeSold;
+ 			sharesToBeSold = MaxBuyableShares( this.account.Key ,
+ 				this.account.CashAmount , this.account.DataStreamer );
+ 			this.account.AddOrder( new Order( OrderType.MarketSellShort ,
+ 				new Instrument( this.account.Key ) , sharesToBeSold ) );
+ 		}
+ 		private void fiveMinutesBeforeMarketCloseEventHandler_withTickerExchangedNow()
+ 		{
  			double todayMarketValueAtClose = this.account.DataStreamer.GetCurrentBid(
  				this.account.Key );
***************
*** 68,87 ****
  			double yesterdayMarketValueAtClose = this.historicalQuoteProvider.GetMarketValue(
  				this.account.Key , yesterdayAtClose );
! 			if ( ( todayMarketValueAtClose > yesterdayMarketValueAtClose ) &&
! 				( !this.account.Contains( this.account.Key ) ) )
  			{
! 				// today close is higher than yesterday close and no position
! 				// is kept in portfolio, yet
! 				sharesToBeBought = MaxBuyableShares( this.account.Key ,
! 					this.account.CashAmount , this.account.DataStreamer );
! 				this.account.AddOrder( new Order( OrderType.MarketBuy ,
! 					new Instrument( this.account.Key ) , sharesToBeBought ) );
  			}
- 			if ( ( todayMarketValueAtClose < yesterdayMarketValueAtClose ) &&
- 				( this.account.Contains( this.account.Key ) ) )
- 				this.account.ClosePosition( this.account.Key );
- 			if ( this.account.EndOfDayTimer.GetCurrentTime().DateTime >
- 				this.lastDateTime )
- 				this.account.EndOfDayTimer.Stop();
  		}
  		private void fiveMinutesBeforeMarketCloseEventHandler(
--- 86,129 ----
  			double yesterdayMarketValueAtClose = this.historicalQuoteProvider.GetMarketValue(
  				this.account.Key , yesterdayAtClose );
! 			if ( ( todayMarketValueAtClose > yesterdayMarketValueAtClose ) )
  			{
! 				if ( this.account.Contains( this.account.Key ) )
! 				{
! 					// today close is higher than yesterday close and
! 					// a position is already kept in portfolio
! 					if ( this.account.Portfolio.GetPosition(
! 						this.account.Key ).Type == PositionType.Short )
! 						// today close is higher than yesterday close and
! 						// a short position is kept in portfolio
! 					{
! 						this.account.ClosePosition( this.account.Key );
! 						this.buyLongTicker();
! 					}
! 				}				
! 				else
! 					// today close is higher than yesterday close and
! 					// no position is kept in portfolio
! 					this.buyLongTicker();
! 			}
! 			if ( ( todayMarketValueAtClose < yesterdayMarketValueAtClose ) )
! 			{
! 				if ( this.account.Contains( this.account.Key ) )
! 				{
! 					// today close is lower than yesterday close and
! 					// a position is already kept in portfolio
! 					if ( this.account.Portfolio.GetPosition(
! 						this.account.Key ).Type == PositionType.Long )
! 						// today close is lower than yesterday close and
! 						// a long position is kept in portfolio
! 					{
! 						this.account.ClosePosition( this.account.Key );
! 						this.sellShortTicker();
! 					}
! 				}
! 				else
! 					// today close is lower than yesterday close and
! 					// no position is kept in portfolio
! 					this.sellShortTicker();
  			}
  		}
  		private void fiveMinutesBeforeMarketCloseEventHandler(