[Quantproject-developers] QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/DoubleOverReaction_OTC EndOfDayTimerHandlerDOR_OTC.cs, 1.1, 1.2

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/DoubleOverReaction_OTC
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv10276/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/DoubleOverReaction_OTC

Modified Files:
	EndOfDayTimerHandlerDOR_OTC.cs 
Log Message:
Code has been re-organized in a more logical and Object Oriented way:
- WeightedPositions class has been used.
- Some static methods have been deleted from SignedTicker class. They have been moved
to WeightedPositions.
- Basic orders'management has been moved to the primitive base class EndOfDayTimerHandler
and to AccountManager class

Index: EndOfDayTimerHandlerDOR_OTC.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/DoubleOverReaction_OTC/EndOfDayTimerHandlerDOR_OTC.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EndOfDayTimerHandlerDOR_OTC.cs	30 Jun 2007 18:58:33 -0000	1.1
--- EndOfDayTimerHandlerDOR_OTC.cs	29 Aug 2007 09:43:30 -0000	1.2
***************
*** 87,91 ****
                                     int tickerPosition )
      {
!       string ticker = 
          SignedTicker.GetTicker(tickers[tickerPosition]);
        double cashForSinglePosition = 
--- 87,92 ----
                                     int tickerPosition )
      {
!       SignedTickers signedTickers = new SignedTickers(tickers);
! 			string ticker = 
          SignedTicker.GetTicker(tickers[tickerPosition]);
        double cashForSinglePosition = 
***************
*** 94,99 ****
          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);
--- 95,99 ----
          Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) );
        Order order = 
! 				new Order(signedTickers[tickerPosition].MarketOrderType,
          new Instrument( ticker ) , quantity );
        this.orders.Add(order);