[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank RunWalkForwardMultiOneRank.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26535/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank

Modified Files:
	RunWalkForwardMultiOneRank.cs 
Log Message:
A WFMultiOneRankReportDebugger is used now.

Index: RunWalkForwardMultiOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/RunWalkForwardMultiOneRank.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunWalkForwardMultiOneRank.cs	12 Nov 2005 18:37:40 -0000	1.1
--- RunWalkForwardMultiOneRank.cs	27 Nov 2005 00:03:05 -0000	1.2
***************
*** 56,60 ****
  		private string tickerGroupID;
  		private int numberEligibleTickers;
! 		private int numberOfPositionsToBeChosen;
  		private int numberDaysForInSampleOptimization;
  		private int numDaysBetweenEachOptimization;
--- 56,60 ----
  		private string tickerGroupID;
  		private int numberEligibleTickers;
! 		private int numberOfPortfolioPositions;
  		private int numberDaysForInSampleOptimization;
  		private int numDaysBetweenEachOptimization;
***************
*** 75,79 ****
  			string tickerGroupID ,
  			int numberEligibleTickers ,
! 			int numberOfPositionsToBeChosen ,
  			int numberDaysForInSampleOptimization ,
  			int numDaysBetweenEachOptimization ,
--- 75,79 ----
  			string tickerGroupID ,
  			int numberEligibleTickers ,
! 			int numberOfPortfolioPositions ,
  			int numberDaysForInSampleOptimization ,
  			int numDaysBetweenEachOptimization ,
***************
*** 87,91 ****
  			this.tickerGroupID = tickerGroupID;
  			this.numberEligibleTickers = numberEligibleTickers;
! 			this.numberOfPositionsToBeChosen = numberOfPositionsToBeChosen;
  			this.numberDaysForInSampleOptimization = numberDaysForInSampleOptimization;
  			this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
--- 87,91 ----
  			this.tickerGroupID = tickerGroupID;
  			this.numberEligibleTickers = numberEligibleTickers;
! 			this.numberOfPortfolioPositions = numberOfPortfolioPositions;
  			this.numberDaysForInSampleOptimization = numberDaysForInSampleOptimization;
  			this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
***************
*** 133,137 ****
  				this.tickerGroupID ,
  				this.numberEligibleTickers ,
! 				this.numberOfPositionsToBeChosen ,
  				this.numberDaysForInSampleOptimization ,
  				this.numDaysBetweenEachOptimization ,
--- 133,137 ----
  				this.tickerGroupID ,
  				this.numberEligibleTickers ,
! 				this.numberOfPortfolioPositions ,
  				this.numberDaysForInSampleOptimization ,
  				this.numDaysBetweenEachOptimization ,
***************
*** 153,167 ****
  				DateTime.Now.ToString() );
  		}
- //		private void run_initializeProgressBar_newThread()
- //		{
- //			this.progressBarForm = new ProgressBarForm( this );
- //			this.progressBarForm.ShowDialog();
- //		}
- //		private void run_initializeProgressBar()
- //		{
- //			Thread thread = new Thread(new ThreadStart(run_initializeProgressBar_newThread));
- ////			thread.IsBackground = true;
- //			thread.Start();
- //		}
  		private void run_initializeProgressHandlers()
  		{
--- 153,156 ----
***************
*** 170,190 ****
  		}
  		#region oneHourAfterMarketCloseEventHandler
- 		//		private void oneHourAfterMarketCloseEventHandler_handleProgessBarForm(
- 		//			IEndOfDayTimer endOfDayTimer )
- 		//		{
- 		//			long elapsedDays = Convert.ToInt64( ((TimeSpan)( endOfDayTimer.GetCurrentTime().DateTime - 
- 		//				this.startDateTime.DateTime )).TotalDays );
- 		//			double totalDays = Convert.ToDouble( ((TimeSpan)( this.endDateTime.DateTime - 
- 		//				this.startDateTime.DateTime )).TotalDays + 1);
- 		//			if ( Math.Floor( elapsedDays / totalDays * 100 ) >
- 		//				Math.Floor( ( elapsedDays - 1 ) / totalDays * 100 ) )
- 		//			{
- 		//				// a new out of sample time percentage point has been elapsed
- 		//				int currentProgress = Convert.ToInt16( Math.Floor( elapsedDays / totalDays * 100 ) );
- 		//				NewProgressEventArgs newProgressEventArgs =
- 		//					new NewProgressEventArgs( currentProgress , 100 );
- 		//				this.OutOfSampleNewProgress( this , newProgressEventArgs );
- 		//			}
- 		//		}
  		private void oneHourAfterMarketCloseEventHandler_handleProgessBarForm(
  			IEndOfDayTimer endOfDayTimer )
--- 159,162 ----
***************
*** 202,230 ****
  				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.numberDaysForInSampleOptimization );
- 			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 )
--- 174,177 ----
***************
*** 243,248 ****
  					EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
  					this.benchmark );
  				report.TransactionGrid.MouseUp +=
! 					new MouseEventHandler( this.mouseEventHandler );
  				report.Show();
  			}
--- 190,199 ----
  					EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
  					this.benchmark );
+ 				WFMultiOneRankReportDebugger wFMultiOneRankReportDebugger =
+ 					new WFMultiOneRankReportDebugger( this.numberOfPortfolioPositions ,
+ 					this.numberDaysForInSampleOptimization , this.benchmark );
  				report.TransactionGrid.MouseUp +=
! 					new MouseEventHandler(
! 					wFMultiOneRankReportDebugger.MouseClickEventHandler );
  				report.Show();
  			}