[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest RunWalkForwardLinearCombination.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11770/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest

Modified Files:
	RunWalkForwardLinearCombination.cs 
Log Message:
maxRunningHours  has been added to the constructor

Index: RunWalkForwardLinearCombination.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest/RunWalkForwardLinearCombination.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** RunWalkForwardLinearCombination.cs	11 Dec 2005 18:06:52 -0000	1.3
--- RunWalkForwardLinearCombination.cs	27 Dec 2005 15:43:14 -0000	1.4
***************
*** 56,59 ****
--- 56,60 ----
  
  		private bool openToCloseDaily;
+ 		private DateTime deadlineForScript;
  
  		private IHistoricalQuoteProvider historicalQuoteProvider;
***************
*** 70,74 ****
  			DateTime firstDate, DateTime lastDate, double targetReturn,
  			PortfolioType portfolioType ,
! 			bool openToCloseDaily )
  		{
  			this.tickerGroupID = tickerGroupID;
--- 71,76 ----
  			DateTime firstDate, DateTime lastDate, double targetReturn,
  			PortfolioType portfolioType ,
! 			bool openToCloseDaily ,
! 			double maxRunningHours )
  		{
  			this.tickerGroupID = tickerGroupID;
***************
*** 87,90 ****
--- 89,93 ----
  			this.portfolioType = portfolioType;
  			this.openToCloseDaily = openToCloseDaily;
+ 			this.deadlineForScript = DateTime.Now.AddHours( maxRunningHours );
  		}
  
***************
*** 92,97 ****
  			EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
! 			if ( this.account.EndOfDayTimer.GetCurrentTime().DateTime >=
! 				this.lastDate )
  				this.account.EndOfDayTimer.Stop();
  		}
--- 95,101 ----
  			EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
! 			if ( ( this.account.EndOfDayTimer.GetCurrentTime().DateTime >=
! 				this.lastDate ) ||
! 				( DateTime.Now > this.deadlineForScript ) )
  				this.account.EndOfDayTimer.Stop();
  		}
***************
*** 125,129 ****
  				new IndexBasedEndOfDayTimer(
  				new EndOfDayDateTime( this.firstDate ,
! 				EndOfDaySpecificTime.MarketOpen ) , "DYN" );
  			run_setHistoricalQuoteProvider();
  			this.account = new Account( "LinearCombination" , historicalEndOfDayTimer ,
--- 129,133 ----
  				new IndexBasedEndOfDayTimer(
  				new EndOfDayDateTime( this.firstDate ,
! 				EndOfDaySpecificTime.MarketOpen ) , "MSFT" );
  			run_setHistoricalQuoteProvider();
  			this.account = new Account( "LinearCombination" , historicalEndOfDayTimer ,