[Quantproject-developers] QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/SimpleOHT
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From: Glauco S. <gla...@us...> - 2007-08-07 16:44:47
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/SimpleOHTest In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv19350/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/SimpleOHTest Modified Files: EndOfDayTimerHandlerSimpleOHTest.cs Log Message: SignedTicker instance method are used now, static method were used in previous revision Index: EndOfDayTimerHandlerSimpleOHTest.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/SimpleOHTest/EndOfDayTimerHandlerSimpleOHTest.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** EndOfDayTimerHandlerSimpleOHTest.cs 9 Apr 2007 18:23:49 -0000 1.1 --- EndOfDayTimerHandlerSimpleOHTest.cs 7 Aug 2007 16:44:43 -0000 1.2 *************** *** 84,89 **** int tickerPosition ) { ! string ticker = ! SignedTicker.GetTicker(tickers[tickerPosition]); double cashForSinglePosition = this.account.CashAmount / this.chosenTickers.Length; --- 84,89 ---- int tickerPosition ) { ! SignedTicker signedTicker = new SignedTicker( tickers[tickerPosition] ); ! string ticker = signedTicker.Ticker; double cashForSinglePosition = this.account.CashAmount / this.chosenTickers.Length; *************** *** 91,96 **** Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) ); Order order = ! new Order( ! SignedTicker.GetMarketOrderType(tickers[tickerPosition]), new Instrument( ticker ) , quantity ); this.orders.Add(order); --- 91,95 ---- Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) ); Order order = ! new Order( signedTicker.MarketOrderType , new Instrument( ticker ) , quantity ); this.orders.Add(order); |