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

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8528/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger

Modified Files:
	WFMultiOneRankDebugInSample.cs 
Log Message:
firstDateTime is used instead of numberDaysForInSampleOptimization

Index: WFMultiOneRankDebugInSample.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger/WFMultiOneRankDebugInSample.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WFMultiOneRankDebugInSample.cs	24 Nov 2005 17:26:20 -0000	1.1
--- WFMultiOneRankDebugInSample.cs	11 Dec 2005 18:06:18 -0000	1.2
***************
*** 37,45 ****
  	{
  		private string[] signedTickers;
! 		private DateTime dateTime;
  		private int numberDaysForInSampleOptimization;
  		private string benchmark;
  
- 		private DateTime startDateTime;
  		private IHistoricalQuoteProvider historicalQuoteProvider;
  		private IndexBasedEndOfDayTimer endOfDayTimer;
--- 37,45 ----
  	{
  		private string[] signedTickers;
! 		private DateTime firstDateTime;
! 		private DateTime lastDateTime;
  		private int numberDaysForInSampleOptimization;
  		private string benchmark;
  
  		private IHistoricalQuoteProvider historicalQuoteProvider;
  		private IndexBasedEndOfDayTimer endOfDayTimer;
***************
*** 49,63 ****
  
  		public WFMultiOneRankDebugInSample( string[] signedTickers ,
! 			DateTime dateTime , int numberDaysForInSampleOptimization ,
  			string benchmark )
  		{
  			this.signedTickers = signedTickers;
! 			this.dateTime = dateTime;
  			this.numberDaysForInSampleOptimization =
  				numberDaysForInSampleOptimization;
  			this.benchmark = benchmark;
  
! 			this.startDateTime = this.dateTime.AddDays(
! 				-this.numberDaysForInSampleOptimization - 1 );
  			this.historicalQuoteProvider =
  				new HistoricalAdjustedQuoteProvider();
--- 49,64 ----
  
  		public WFMultiOneRankDebugInSample( string[] signedTickers ,
! 			DateTime firstDateTime , DateTime lastDateTime ,
  			string benchmark )
  		{
  			this.signedTickers = signedTickers;
! 			this.firstDateTime = firstDateTime;
! 			this.lastDateTime = lastDateTime;
  			this.numberDaysForInSampleOptimization =
  				numberDaysForInSampleOptimization;
  			this.benchmark = benchmark;
  
! //			this.startDateTime = this.dateTime.AddDays(
! //				-this.numberDaysForInSampleOptimization - 1 );
  			this.historicalQuoteProvider =
  				new HistoricalAdjustedQuoteProvider();
***************
*** 68,72 ****
  			this.endOfDayTimer =
  				new IndexBasedEndOfDayTimer(
! 				new EndOfDayDateTime( this.startDateTime ,
  				EndOfDaySpecificTime.MarketOpen ), this.benchmark );
  		}
--- 69,73 ----
  			this.endOfDayTimer =
  				new IndexBasedEndOfDayTimer(
! 				new EndOfDayDateTime( this.firstDateTime ,
  				EndOfDaySpecificTime.MarketOpen ), this.benchmark );
  		}
***************
*** 96,100 ****
  		{
  			if ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime >
! 				this.dateTime )
  			{
  				// the simulation has reached the ending date
--- 97,101 ----
  		{
  			if ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime >
! 				this.lastDateTime )
  			{
  				// the simulation has reached the ending date
***************
*** 102,106 ****
  				Report report = new Report( this.account , this.historicalQuoteProvider );
  				report.Create( "WFT One Rank" , 1 ,
! 					new EndOfDayDateTime( this.dateTime , EndOfDaySpecificTime.OneHourAfterMarketClose ) , "^SPX" );
  				report.Show();
  			}
--- 103,107 ----
  				Report report = new Report( this.account , this.historicalQuoteProvider );
  				report.Create( "WFT One Rank" , 1 ,
! 					new EndOfDayDateTime( this.lastDateTime , EndOfDaySpecificTime.OneHourAfterMarketClose ) , "^SPX" );
  				report.Show();
  			}