[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/W
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From: Glauco S. <gla...@us...> - 2007-10-28 19:16:51
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv21305/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions Modified Files: WFLagDebugPositionsEndOfDayTimerHandler.cs Log Message: A private WFLagChosenPositions member has been replaced by a private WFLagWeightedPositions member and the code has been arranged accordingly Index: WFLagDebugPositionsEndOfDayTimerHandler.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions/WFLagDebugPositionsEndOfDayTimerHandler.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** WFLagDebugPositionsEndOfDayTimerHandler.cs 30 Jul 2006 13:40:35 -0000 1.2 --- WFLagDebugPositionsEndOfDayTimerHandler.cs 28 Oct 2007 19:16:48 -0000 1.3 *************** *** 38,49 **** { private Account account; ! private WFLagChosenPositions wFLagChosenPositions; public WFLagDebugPositionsEndOfDayTimerHandler( Account account , ! WFLagChosenPositions wFLagChosenPositions ) { this.account = account; ! this.wFLagChosenPositions = wFLagChosenPositions; } #region FiveMinutesBeforeMarketCloseEventHandler --- 38,49 ---- { private Account account; ! private WFLagWeightedPositions wFLagWeightedPositions; public WFLagDebugPositionsEndOfDayTimerHandler( Account account , ! WFLagWeightedPositions wFLagWeightedPositions ) { this.account = account; ! this.wFLagWeightedPositions = wFLagWeightedPositions; } #region FiveMinutesBeforeMarketCloseEventHandler *************** *** 53,57 **** DateTime today = this.account.EndOfDayTimer.GetCurrentTime().DateTime; foreach ( WeightedPosition weightedPosition in ! this.wFLagChosenPositions.DrivingWeightedPositions.Values ) todayTotalGain += weightedPosition.GetCloseToCloseDailyReturn( today ); --- 53,57 ---- DateTime today = this.account.EndOfDayTimer.GetCurrentTime().DateTime; foreach ( WeightedPosition weightedPosition in ! this.wFLagWeightedPositions.DrivingWeightedPositions.Values ) todayTotalGain += weightedPosition.GetCloseToCloseDailyReturn( today ); *************** *** 76,80 **** Position firstAccountPosition = this.getFirstAccountPosition(); WeightedPosition weightedPosition = ! this.wFLagChosenPositions.PortfolioWeightedPositions.GetWeightedPosition( firstAccountPosition.Instrument.Key ); bool isReversed = --- 76,80 ---- Position firstAccountPosition = this.getFirstAccountPosition(); WeightedPosition weightedPosition = ! this.wFLagWeightedPositions.PortfolioWeightedPositions.GetWeightedPosition( firstAccountPosition.Instrument.Key ); bool isReversed = *************** *** 152,156 **** // this.chosenTickers.SetTickers( this.bestPerformingTickers , this.account ); foreach ( WeightedPosition weightedPosition in ! this.wFLagChosenPositions.PortfolioWeightedPositions.Values ) this.fiveMinutesBeforeMarketCloseEventHandler_openPosition( weightedPosition ); --- 152,156 ---- // this.chosenTickers.SetTickers( this.bestPerformingTickers , this.account ); foreach ( WeightedPosition weightedPosition in ! this.wFLagWeightedPositions.PortfolioWeightedPositions.Values ) this.fiveMinutesBeforeMarketCloseEventHandler_openPosition( weightedPosition ); |