[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag RunWalkForwardLag.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21254/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	RunWalkForwardLag.cs 
Log Message:
A private WFLagLog object has been added and handled,
to save a log for the backtest.

Index: RunWalkForwardLag.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/RunWalkForwardLag.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunWalkForwardLag.cs	14 Mar 2006 14:59:35 -0000	1.1
--- RunWalkForwardLag.cs	8 Apr 2006 18:35:36 -0000	1.2
***************
*** 29,33 ****
--- 29,35 ----
  using QuantProject.Business.Scripting;
  using QuantProject.Business.Timing;
+ using QuantProject.Presentation;
  using QuantProject.Presentation.Reporting.WindowsForm;
+ using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WFLagDebugger;
  
  namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag
***************
*** 58,61 ****
--- 60,65 ----
  		private WFLagEndOfDayTimerHandler endOfDayTimerHandler;
  
+     private WFLagLog wFLagLog;
+ 
  		public event NewProgressEventHandler InSampleNewProgress;
  
***************
*** 87,90 ****
--- 91,97 ----
  
  			this.maxRunningHours = maxRunningHours;
+ 			this.wFLagLog =
+ 				new WFLagLog( this.numberDaysForInSampleOptimization ,
+ 				this.benchmark );
  		}
  
***************
*** 148,151 ****
--- 155,159 ----
  				this.account.AddCash( 30000 );
  		}
+ 		#region oneHourAfterMarketCloseEventHandler
  		private void oneHourAfterMarketCloseEventHandler_handleProgessBarForm(
  			IEndOfDayTimer endOfDayTimer )
***************
*** 157,161 ****
  			Console.WriteLine( progress );
  		}
! 		public void oneHourAfterMarketCloseEventHandler(
  			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
--- 165,211 ----
  			Console.WriteLine( progress );
  		}
! 		private string nowToString()
! 		{
! 			string returnValue =
! 				DateTime.Now.Year.ToString() + "_" +
! 				DateTime.Now.Month.ToString() + "_" +
! 				DateTime.Now.Day.ToString();
! 			return returnValue;
! 		}
! 		private string getDefaultLogFileName()
! 		{
! 			string defaultFileName =
! 				nowToString() + "_" +
! 				"DrivingPositions_" + this.numberOfDrivingPositions + "_" +
! 				"DrivingPositions_" + this.numberOfPortfolioPositions + "_" +
! 				"From_" + this.nowToString() + "_" +
! 				"To_" + this.nowToString();
! 			return defaultFileName;
! 		}
! 		private void saveLog()
! 		{
! 			this.wFLagLog.TransactionHistory = this.account.Transactions;
! 			string defaultFolderPath =
! 				"C:\\Documents and Settings\\Glauco\\Desktop\\reports\\WalkForwardLag";
! 			VisualObjectArchiver visualObjectArchiver =
! 				new VisualObjectArchiver();
! 			visualObjectArchiver.Save( this.wFLagLog , "qPWFLagLog" ,
! 				this.getDefaultLogFileName() , defaultFolderPath );
! 		}
! 		private void showReport( object sender )
! 		{
! 			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( "Walk Forward Lag" , 1 ,
! 				new EndOfDayDateTime( lastReportDateTime ,
! 				EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
! 				this.benchmark );
! 			report.Show();
! 		}
! 		private void oneHourAfterMarketCloseEventHandler(
  			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
***************
*** 171,184 ****
  				//				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( "Walk Forward Lag" , 1 ,
! 					new EndOfDayDateTime( lastReportDateTime ,
! 					EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
! 					this.benchmark );
  //				WFMultiOneRankReportDebugger wFMultiOneRankReportDebugger =
  //					new WFMultiOneRankReportDebugger( this.numberOfPortfolioPositions ,
--- 221,226 ----
  				//				ObjectArchiver.Archive( this.account ,
  				//					@"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" );
! 				this.saveLog();
! 				this.showReport( sender );
  //				WFMultiOneRankReportDebugger wFMultiOneRankReportDebugger =
  //					new WFMultiOneRankReportDebugger( this.numberOfPortfolioPositions ,
***************
*** 187,191 ****
  //					new MouseEventHandler(
  //					wFMultiOneRankReportDebugger.MouseClickEventHandler );
- 				report.Show();
  			}
  			else
--- 229,232 ----
***************
*** 194,197 ****
--- 235,247 ----
  					( IEndOfDayTimer )sender );
  		}
+ 		#endregion
+ 		private void newChosenTickersEventHandler( object sender ,
+ 			WFLagNewChosenTickersEventArgs eventArgs )
+ 		{
+ 			WFLagChosenPositions wFLagChosenPositions =
+ 				new WFLagChosenPositions( eventArgs.WFLagChosenTickers ,
+ 				this.endOfDayTimer.GetCurrentTime().DateTime );
+ 			this.wFLagLog.Add( wFLagChosenPositions );
+ 		}
  		private void run_addEventHandlers()
  		{
***************
*** 207,212 ****
  				new OneHourAfterMarketCloseEventHandler(
  				this.oneHourAfterMarketCloseEventHandler );
  		}
- 
  		public override void Run()
  		{
--- 257,264 ----
  				new OneHourAfterMarketCloseEventHandler(
  				this.oneHourAfterMarketCloseEventHandler );
+ 			this.endOfDayTimerHandler.NewChosenTickers +=
+ 				new NewChosenTickersEventHandler(
+ 				this.newChosenTickersEventHandler	);
  		}
  		public override void Run()
  		{