[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportD
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glauco_1
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From: Glauco S. <gla...@us...> - 2005-11-27 00:04:16
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27297/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger Modified Files: WFMultiOneRankDebugEndOfDayTimerHandler.cs Log Message: Bug fixed. The in sample debug looks to work fine now. Index: WFMultiOneRankDebugEndOfDayTimerHandler.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger/WFMultiOneRankDebugEndOfDayTimerHandler.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** WFMultiOneRankDebugEndOfDayTimerHandler.cs 24 Nov 2005 17:24:07 -0000 1.1 --- WFMultiOneRankDebugEndOfDayTimerHandler.cs 27 Nov 2005 00:04:08 -0000 1.2 *************** *** 67,71 **** OrderType returnValue = OrderType.MarketBuy; if ( signedTicker.StartsWith( "-" ) ) ! returnValue = OrderType.MarketSell; return returnValue; } --- 67,71 ---- OrderType returnValue = OrderType.MarketBuy; if ( signedTicker.StartsWith( "-" ) ) ! returnValue = OrderType.MarketSellShort; return returnValue; } *************** *** 126,132 **** OrderType orderType = this.getOrderType( signedTicker ); bool returnValue = ( ( ( orderType == ! OrderType.MarketBuy ) && ( positionType == PositionType.Long ) ) || ( orderType == OrderType.MarketSellShort ) && ! ( positionType == PositionType.Short ) ); return returnValue; } --- 126,132 ---- OrderType orderType = this.getOrderType( signedTicker ); bool returnValue = ( ( ( orderType == ! OrderType.MarketBuy ) && ( positionType == PositionType.Short ) ) || ( orderType == OrderType.MarketSellShort ) && ! ( positionType == PositionType.Long ) ); return returnValue; } *************** *** 184,188 **** private bool fiveMinutesBeforeMarketCloseEventHandler_arePositionsToBeClosed() { ! bool returnValue = ( ( this.isLinearCombinationTodayValueHigherThanYesterday() && this.isCurrentlyReversed() ) || --- 184,188 ---- private bool fiveMinutesBeforeMarketCloseEventHandler_arePositionsToBeClosed() { ! bool returnValue = ( this.account.Portfolio.Count > 0 ) && ( ( this.isLinearCombinationTodayValueHigherThanYesterday() && this.isCurrentlyReversed() ) || *************** *** 193,198 **** private bool fiveMinutesBeforeMarketCloseEventHandler_arePositionsToBeOpened() { ! bool returnValue = ! this.fiveMinutesBeforeMarketCloseEventHandler_arePositionsToBeClosed(); return returnValue; } --- 193,197 ---- private bool fiveMinutesBeforeMarketCloseEventHandler_arePositionsToBeOpened() { ! bool returnValue = ( this.account.Portfolio.Count == 0 ); return returnValue; } |