[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger WFLagRunDebugger.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8154/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger

Added Files:
	WFLagRunDebugger.cs 
Log Message:
Script to run a Lag strategy (not walk forward)

--- NEW FILE: WFLagRunDebugger.cs ---
/*
QuantProject - Quantitative Finance Library

WFLagRunDebugger.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using System.Windows.Forms;

using QuantProject.Business.DataProviders;
using QuantProject.Business.Financial.Accounting;
using QuantProject.Business.Financial.Accounting.Transactions;
using QuantProject.Business.Timing;
using QuantProject.Presentation;
using QuantProject.Presentation.Reporting.WindowsForm;

namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WFLagDebugger
{
	/// <summary>
	/// Script to run a Lag strategy (not walk forward)
	/// </summary>
	public class WFLagRunDebugger
	{
		public WFLagRunDebugger()
		{
			//
			// TODO: Add constructor logic here
			//
		}
		public void Run()
		{
			VisualObjectArchiver visualObjectArchiver =
				new VisualObjectArchiver();
			WFLagLog wFLagLog =
				( WFLagLog )visualObjectArchiver.Load(
				"Load WFLag backtest log" , "qPWFLagLog" , "Load transactions" );
			TransactionHistory transactionHistory =
				wFLagLog.TransactionHistory;
			DateTime lastDateTime =
				((DateTime)transactionHistory.GetKey(
				transactionHistory.Count - 1 ) ).AddDays( 1 );
			RebuildableAccount account =
				new RebuildableAccount( "FromSerializedTransactions" );
			account.Add( transactionHistory );
			Report report = new Report( account ,
				new HistoricalAdjustedQuoteProvider() );
			report.Create( "WFT One Rank" , 1 ,
				new EndOfDayDateTime(
				lastDateTime ,
				EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
				"^SPX" );
			WFLagReportDebugger wFLagReportDebugger =
				new WFLagReportDebugger( wFLagLog , "^SPX" );
			report.TransactionGrid.MouseUp +=
				new MouseEventHandler(
				wFLagReportDebugger.MouseClickEventHandler );
			report.Show();
		}
	}
}