[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank RunWalk
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glauco_1
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From: Glauco S. <gla...@us...> - 2006-02-19 17:53:09
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20153/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank Modified Files: RunWalkForwardMultiOneRank.cs Log Message: maxRunningHours is better handled now Index: RunWalkForwardMultiOneRank.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/RunWalkForwardMultiOneRank.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** RunWalkForwardMultiOneRank.cs 27 Nov 2005 00:03:05 -0000 1.2 --- RunWalkForwardMultiOneRank.cs 19 Feb 2006 17:53:01 -0000 1.3 *************** *** 67,74 **** private WFMultiOneRankEndOfDayTimerHandler endOfDayTimerHandler; - private Account account; - private IEndOfDayTimer endOfDayTimer; public RunWalkForwardMultiOneRank( --- 67,73 ---- private WFMultiOneRankEndOfDayTimerHandler endOfDayTimerHandler; private Account account; private IEndOfDayTimer endOfDayTimer; + private DateTime startingTimeForScript; public RunWalkForwardMultiOneRank( *************** *** 109,112 **** --- 108,112 ---- this.historicalQuoteProvider = new HistoricalAdjustedQuoteProvider(); + this.startingTimeForScript = DateTime.Now; } private void run_initializeEndOfDayTimer() *************** *** 132,135 **** --- 132,136 ---- new WFMultiOneRankEndOfDayTimerHandler( this.tickerGroupID , + this.benchmark , this.numberEligibleTickers , this.numberOfPortfolioPositions , *************** *** 177,182 **** Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) { ! if ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime > ! this.lastDateTime ) { // the simulation has reached the ending date --- 178,185 ---- Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) { ! if ( ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime > ! this.lastDateTime ) || ! ( DateTime.Now >= ! this.startingTimeForScript.AddHours( this.maxRunningHours ) ) ) { // the simulation has reached the ending date *************** *** 185,188 **** --- 188,196 ---- // ObjectArchiver.Archive( this.account , // @"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" ); + DateTime lastReportDateTime = this.lastDateTime; + if ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime < + lastReportDateTime ) + lastReportDateTime = + ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime; Report report = new Report( this.account , this.historicalQuoteProvider ); report.Create( "WFT One Rank" , 1 , |