quantproject-developers

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows ReturnOnAccount.cs,1.3,1.4 PercentageWinningPeriods.cs,1.1,1.2 NumberWinningTrades.cs,1.3,1.4 NumberWinningShortTrades.cs,1.3,1.4 NumberWinningPeriods.cs,1.2,1.3 NumberWinningLongTrades.cs,1.3,1.4 NumberLosingPeriods.cs,1.1,1.2 NumberEvenPeriods.cs,1.1,1.2 MaxEquityDrawDown.cs,1.3,1.4 LargestWinningTradePercentage.cs,1.3,1.4 LargestLosingTradePercentage.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9847/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	ReturnOnAccount.cs PercentageWinningPeriods.cs 
	NumberWinningTrades.cs NumberWinningShortTrades.cs 
	NumberWinningPeriods.cs NumberWinningLongTrades.cs 
	NumberLosingPeriods.cs NumberEvenPeriods.cs 
	MaxEquityDrawDown.cs LargestWinningTradePercentage.cs 
	LargestLosingTradePercentage.cs 
Log Message:
Reordered the process to populate the summary. Now, to add
a summary item, you just need to add a new SummaryRow object to the
QuantProject.Business.Financial.Accounting.Reporting.Tables.Summary
object.

Index: PercentageWinningPeriods.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/PercentageWinningPeriods.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** PercentageWinningPeriods.cs	17 Apr 2005 22:11:22 -0000	1.1
--- PercentageWinningPeriods.cs	19 Jun 2005 14:47:40 -0000	1.2
***************
*** 33,42 ****
  	/// </summary>
  	[Serializable]
! 	public class PercentageWinningPeriods : SummaryRow
  	{
  		public PercentageWinningPeriods( Summary summary )
  		{
! 			this.rowDescription = "# losing periods";
! 			this.rowValue = summary.PercentageWinningPeriods;
  		}
  	}
--- 33,44 ----
  	/// </summary>
  	[Serializable]
! 	public class PercentageWinningPeriods : PercentageSummaryRow
  	{
  		public PercentageWinningPeriods( Summary summary )
  		{
! 			this.rowDescription = "% winning periods";
! 			this.rowValue = (double)summary.NumberWinningPeriods.Value * 100/
! 				((double)summary.NumberWinningPeriods.Value +
! 				(double)summary.NumberLosingPeriods.Value);
  		}
  	}

Index: MaxEquityDrawDown.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/MaxEquityDrawDown.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** MaxEquityDrawDown.cs	7 Jun 2005 15:06:21 -0000	1.3
--- MaxEquityDrawDown.cs	19 Jun 2005 14:47:40 -0000	1.4
***************
*** 9,13 ****
  	/// </summary>
  	[Serializable]
!   public class MaxEquityDrawDown : SummaryRow
  	{
      private Summary summary;
--- 9,13 ----
  	/// </summary>
  	[Serializable]
!   public class MaxEquityDrawDown : PercentageSummaryRow
  	{
      private Summary summary;

Index: NumberWinningPeriods.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/NumberWinningPeriods.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** NumberWinningPeriods.cs	17 Apr 2005 23:15:15 -0000	1.2
--- NumberWinningPeriods.cs	19 Jun 2005 14:47:40 -0000	1.3
***************
*** 33,40 ****
  	/// </summary>
  	[Serializable]
! 	public class NumberWinningPeriods : SummaryRow
  	{
  		private Summary summary;
  
  		private void setWinningLosingAndEvenPeriods_forPeriod( int i )
  		{
--- 33,44 ----
  	/// </summary>
  	[Serializable]
! 	public class NumberWinningPeriods : IntegerSummaryRow
  	{
  		private Summary summary;
  
+ 		private double numberWinningPeriods;
+ 		private double numberLosingPeriods;
+ 		private double numberEvenPeriods;
+ 
  		private void setWinningLosingAndEvenPeriods_forPeriod( int i )
  		{
***************
*** 48,58 ****
  				Convert.ToDouble( this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i ) );
  			if ( ( equityHistoryGain - benchmarkGain ) > ConstantsProvider.MinForDifferentGains )
! 				this.summary.NumberWinningPeriods++;
  			else
  			{
  				if ( ( benchmarkGain - equityHistoryGain ) > ConstantsProvider.MinForDifferentGains )
! 					this.summary.NumberLosingPeriods++;
  				else
! 					this.summary.NumberEvenPeriods++;
  			}
  		}
--- 52,62 ----
  				Convert.ToDouble( this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i ) );
  			if ( ( equityHistoryGain - benchmarkGain ) > ConstantsProvider.MinForDifferentGains )
! 				this.numberWinningPeriods++;
  			else
  			{
  				if ( ( benchmarkGain - equityHistoryGain ) > ConstantsProvider.MinForDifferentGains )
! 					this.numberLosingPeriods++;
  				else
! 					this.numberEvenPeriods++;
  			}
  		}
***************
*** 60,75 ****
  		public void SetWinningLosingAndEvenPeriods()
  		{
! 			this.summary.NumberWinningPeriods = 0;
! 			this.summary.NumberLosingPeriods = 0;
! 			this.summary.NumberEvenPeriods = 0;
  			for ( int i=0; i<this.summary.AccountReport.EquityHistory.Count - 1 ; i++ )
  				this.setWinningLosingAndEvenPeriods_forPeriod( i );
  		}
! 		public NumberWinningPeriods( Summary summary )
  		{
  			this.summary = summary;
  			this.SetWinningLosingAndEvenPeriods();
  			this.rowDescription = "# winning periods";
! 			this.rowValue = this.summary.NumberWinningPeriods;
  		}
  	}
--- 64,84 ----
  		public void SetWinningLosingAndEvenPeriods()
  		{
! 			this.numberWinningPeriods = 0;
! 			this.numberLosingPeriods = 0;
! 			this.numberEvenPeriods = 0;
  			for ( int i=0; i<this.summary.AccountReport.EquityHistory.Count - 1 ; i++ )
  				this.setWinningLosingAndEvenPeriods_forPeriod( i );
  		}
! 		public NumberWinningPeriods( Summary summary ) : base()
  		{
  			this.summary = summary;
  			this.SetWinningLosingAndEvenPeriods();
  			this.rowDescription = "# winning periods";
! 			this.format = ConstantsProvider.FormatWithZeroDecimals;
! 			this.rowValue = this.numberWinningPeriods;
! 		}
! 		public double NumberLosingPeriods
! 		{
! 			get { return this.numberLosingPeriods; }
  		}
  	}

Index: NumberWinningTrades.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/NumberWinningTrades.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** NumberWinningTrades.cs	19 Feb 2005 15:58:52 -0000	1.3
--- NumberWinningTrades.cs	19 Jun 2005 14:47:40 -0000	1.4
***************
*** 11,19 ****
  	/// </summary>
  	[Serializable]
!   public class NumberWinningTrades : SummaryRow
  	{
  		public NumberWinningTrades( Summary summary )
  		{
        this.rowDescription = "Number winning trades";
  			try
  			{
--- 11,20 ----
  	/// </summary>
  	[Serializable]
!   public class NumberWinningTrades : IntegerSummaryRow
  	{
  		public NumberWinningTrades( Summary summary )
  		{
        this.rowDescription = "Number winning trades";
+ 			this.format = ConstantsProvider.FormatWithZeroDecimals;
  			try
  			{

Index: NumberEvenPeriods.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/NumberEvenPeriods.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** NumberEvenPeriods.cs	17 Apr 2005 22:11:22 -0000	1.1
--- NumberEvenPeriods.cs	19 Jun 2005 14:47:40 -0000	1.2
***************
*** 33,37 ****
  	/// </summary>
  	[Serializable]
! 	public class NumberEvenPeriods : SummaryRow
  	{
  		public NumberEvenPeriods( Summary summary )
--- 33,37 ----
  	/// </summary>
  	[Serializable]
! 	public class NumberEvenPeriods : IntegerSummaryRow
  	{
  		public NumberEvenPeriods( Summary summary )

Index: NumberWinningLongTrades.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/NumberWinningLongTrades.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** NumberWinningLongTrades.cs	19 Feb 2005 15:58:52 -0000	1.3
--- NumberWinningLongTrades.cs	19 Jun 2005 14:47:40 -0000	1.4
***************
*** 11,19 ****
  	/// </summary>
  	[Serializable]
!   public class NumberWinningLongTrades : SummaryRow
  	{
  		public NumberWinningLongTrades( Summary summary )
  		{
        this.rowDescription = "Number winning long trades";
  			try
  			{
--- 11,20 ----
  	/// </summary>
  	[Serializable]
!   public class NumberWinningLongTrades : IntegerSummaryRow
  	{
  		public NumberWinningLongTrades( Summary summary )
  		{
        this.rowDescription = "Number winning long trades";
+ 			this.format = ConstantsProvider.FormatWithZeroDecimals;
  			try
  			{

Index: NumberLosingPeriods.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/NumberLosingPeriods.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** NumberLosingPeriods.cs	17 Apr 2005 22:11:22 -0000	1.1
--- NumberLosingPeriods.cs	19 Jun 2005 14:47:40 -0000	1.2
***************
*** 33,42 ****
  	/// </summary>
  	[Serializable]
! 	public class NumberLosingPeriods : SummaryRow
  	{
! 		public NumberLosingPeriods( Summary summary )
  		{
  			this.rowDescription = "# losing periods";
! 			this.rowValue = summary.NumberLosingPeriods;
  		}
  	}
--- 33,43 ----
  	/// </summary>
  	[Serializable]
! 	public class NumberLosingPeriods : IntegerSummaryRow
  	{
! 		public NumberLosingPeriods( Summary summary ) : base()
  		{
  			this.rowDescription = "# losing periods";
! 			this.format = ConstantsProvider.FormatWithZeroDecimals;
! 			this.rowValue = summary.NumberWinningPeriods.NumberLosingPeriods;
  		}
  	}

Index: LargestLosingTradePercentage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/LargestLosingTradePercentage.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** LargestLosingTradePercentage.cs	19 Feb 2005 16:02:15 -0000	1.3
--- LargestLosingTradePercentage.cs	19 Jun 2005 14:47:40 -0000	1.4
***************
*** 11,15 ****
  	/// </summary>
  	[Serializable]
!   public class LargestLosingTradePercentage : SummaryRow
  	{
  		public LargestLosingTradePercentage( Summary summary )
--- 11,15 ----
  	/// </summary>
  	[Serializable]
!   public class LargestLosingTradePercentage : PercentageSummaryRow
  	{
  		public LargestLosingTradePercentage( Summary summary )

Index: LargestWinningTradePercentage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/LargestWinningTradePercentage.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** LargestWinningTradePercentage.cs	19 Feb 2005 16:02:15 -0000	1.3
--- LargestWinningTradePercentage.cs	19 Jun 2005 14:47:40 -0000	1.4
***************
*** 11,15 ****
  	/// </summary>
  	[Serializable]
!   public class LargestWinningTradePercentage : SummaryRow
  	{
  		public LargestWinningTradePercentage( Summary summary )
--- 11,15 ----
  	/// </summary>
  	[Serializable]
!   public class LargestWinningTradePercentage : PercentageSummaryRow
  	{
  		public LargestWinningTradePercentage( Summary summary )

Index: NumberWinningShortTrades.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/NumberWinningShortTrades.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** NumberWinningShortTrades.cs	19 Feb 2005 15:58:52 -0000	1.3
--- NumberWinningShortTrades.cs	19 Jun 2005 14:47:40 -0000	1.4
***************
*** 11,19 ****
  	/// </summary>
  	[Serializable]
!   public class NumberWinningShortTrades : SummaryRow
  	{
  		public NumberWinningShortTrades( Summary summary )
  		{
        this.rowDescription = "Number winning short trades";
  			try
  			{
--- 11,20 ----
  	/// </summary>
  	[Serializable]
!   public class NumberWinningShortTrades : IntegerSummaryRow
  	{
  		public NumberWinningShortTrades( Summary summary )
  		{
        this.rowDescription = "Number winning short trades";
+ 			this.format = ConstantsProvider.FormatWithZeroDecimals;
  			try
  			{

Index: ReturnOnAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/ReturnOnAccount.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ReturnOnAccount.cs	15 Feb 2005 19:09:04 -0000	1.3
--- ReturnOnAccount.cs	19 Jun 2005 14:47:40 -0000	1.4
***************
*** 9,19 ****
  	/// </summary>
  	[Serializable]
!   public class ReturnOnAccount : SummaryRow
  	{
  		public ReturnOnAccount( Summary summary )
  		{
-       summary.ReturnOnAccount = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl ) * 100;
        this.rowDescription = "Return on account";
!       this.rowValue = summary.ReturnOnAccount;
      }
  	}
--- 9,18 ----
  	/// </summary>
  	[Serializable]
!   public class ReturnOnAccount : PercentageSummaryRow
  	{
  		public ReturnOnAccount( Summary summary )
  		{
        this.rowDescription = "Return on account";
!       this.rowValue = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl ) * 100;
      }
  	}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs,1.15,1.16

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9349/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Summary.cs 
Log Message:
Reordered the process to populate the summary. Now, to add
a summary item, you just need to add a new SummaryRow object to the
QuantProject.Business.Financial.Accounting.Reporting.Tables.Summary
object.

Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** Summary.cs	17 Apr 2005 23:05:02 -0000	1.15
--- Summary.cs	19 Jun 2005 14:46:59 -0000	1.16
***************
*** 18,24 ****
  		private IHistoricalQuoteProvider historicalQuoteProvider;
      private double totalPnl;
!     private double benchmarkPercentageReturn;
  		private double finalAccountValue;
      private long intervalDays;
  		private MaxEquityDrawDown maxEquityDrawDown;
  		private TotalNumberOfTrades totalNumberOfTrades;
--- 18,27 ----
  		private IHistoricalQuoteProvider historicalQuoteProvider;
      private double totalPnl;
!     private BenchmarkPercentageReturn benchmarkPercentageReturn;
! 		private AnnualSystemPercentageReturn annualSystemPercentageReturn;
  		private double finalAccountValue;
      private long intervalDays;
+ 		private TotalNetProfit totalNetProfit;
+ 		private ReturnOnAccount returnOnAccount;
  		private MaxEquityDrawDown maxEquityDrawDown;
  		private TotalNumberOfTrades totalNumberOfTrades;
***************
*** 33,36 ****
--- 36,42 ----
  		private TotalNumberOfShortTrades totalNumberOfShortTrades;
  		private TotalCommissionAmount totalCommissionAmount;
+ 		private NumberWinningPeriods numberWinningPeriods;
+ 		private NumberLosingPeriods numberLosingPeriods;
+ 		private PercentageWinningPeriods percentageWinningPeriods;
  		public AccountReport AccountReport
      {
***************
*** 41,48 ****
        get { return totalPnl; }
      }
!     public double BenchmarkPercentageReturn
      {
        get { return this.benchmarkPercentageReturn; }
-       set { this.benchmarkPercentageReturn = value; }
      }
      public double FinalAccountValue
--- 47,61 ----
        get { return totalPnl; }
      }
! 		public TotalNetProfit TotalNetProfit
! 		{
! 			get { return this.totalNetProfit; }
! 		}
! 		public ReturnOnAccount ReturnOnAccount
! 		{
! 			get { return this.returnOnAccount; }
! 		}
! 		public BenchmarkPercentageReturn BenchmarkPercentageReturn
      {
        get { return this.benchmarkPercentageReturn; }
      }
      public double FinalAccountValue
***************
*** 54,118 ****
        get { return intervalDays; }
      }
!     public double ReturnOnAccount;
!     public double AnnualSystemPercentageReturn;
! 		public int NumberWinningPeriods;
! 		public int NumberLosingPeriods;
  		public int NumberEvenPeriods;
! 		public double PercentageWinningPeriods
  		{
  			get
  			{
! 				return this.NumberWinningPeriods*100/(this.NumberWinningPeriods+this.NumberLosingPeriods);
  			}
  		}
! 		public double MaxEquityDrawDown
! 		{
! 			get { return Convert.ToDouble( this.maxEquityDrawDown.Value ); }
! 		}
! 		public double TotalNumberOfTrades
  		{
! 			get { return (int)this.totalNumberOfTrades.Value; }
  		}
! 		public int NumberWinningTrades
  		{
! 			get { return (int)this.numberWinningTrades.Value; }
  		}
! 		public double AverageTradePercentageReturn
  		{
! 			get { return Convert.ToDouble( this.averageTradePercentageReturn.Value ); }
  		}
! 		public double LargestWinningTradePercentage
  		{
! 			get { return Convert.ToDouble( this.largestWinningTradePercentage.Value ); }
  		}
! 		public double LargestLosingTradePercentage
  		{
! 			get { return Convert.ToDouble( this.largestLosingTradePercentage.Value ); }
  		}
! 		public double NumberWinningLongTrades
  		{
! 			get { return (int)this.numberWinningLongTrades.Value; }
  		}
! 		public double AverageLongTradePercentageReturn
  		{
! 			get { return Convert.ToDouble( this.averageLongTradePercentageReturn.Value ); }
  		}
! 		public double NumberWinningShortTrades
  		{
! 			get { return (int)this.numberWinningShortTrades.Value; }
  		}
! 		public double TotalNumberOfLongTrades
  		{
! 			get { return (int)this.totalNumberOfLongTrades.Value; }
  		}
! 		public double TotalNumberOfShortTrades
  		{
! 			get { return (int)this.totalNumberOfShortTrades.Value; }
  		}
  
- 		public double TotalCommissionAmount
- 		{
- 			get { return Convert.ToDouble( this.totalCommissionAmount.Value ); }
- 		}
  
  
--- 67,139 ----
        get { return intervalDays; }
      }
! 		public AnnualSystemPercentageReturn AnnualSystemPercentageReturn
! 		{
! 			get { return this.annualSystemPercentageReturn; }
! 		}
! 		public MaxEquityDrawDown MaxEquityDrawDown
! 		{
! 			get { return this.maxEquityDrawDown; }
! 		}
! 		public TotalCommissionAmount TotalCommissionAmount
! 		{
! 			get { return this.totalCommissionAmount; }
! 		}
! 		public NumberWinningPeriods NumberWinningPeriods
! 		{
! 			get { return this.numberWinningPeriods; }
! 		}
! 		public NumberLosingPeriods NumberLosingPeriods
! 		{
! 			get { return this.numberLosingPeriods; }
! 		}
  		public int NumberEvenPeriods;
! 		public PercentageWinningPeriods PercentageWinningPeriods
  		{
  			get
  			{
! 				return this.percentageWinningPeriods;
  			}
  		}
! 		public TotalNumberOfTrades TotalNumberOfTrades
  		{
! 			get { return this.totalNumberOfTrades; }
  		}
! 		public NumberWinningTrades NumberWinningTrades
  		{
! 			get { return this.numberWinningTrades; }
  		}
! 		public AverageTradePercentageReturn AverageTradePercentageReturn
  		{
! 			get { return this.averageTradePercentageReturn; }
  		}
! 		public LargestWinningTradePercentage LargestWinningTradePercentage
  		{
! 			get { return this.largestWinningTradePercentage; }
  		}
! 		public LargestLosingTradePercentage LargestLosingTradePercentage
  		{
! 			get { return this.largestLosingTradePercentage; }
  		}
! 		public TotalNumberOfLongTrades TotalNumberOfLongTrades
  		{
! 			get { return this.totalNumberOfLongTrades; }
  		}
! 		public NumberWinningLongTrades NumberWinningLongTrades
  		{
! 			get { return this.numberWinningLongTrades; }
  		}
! 		public AverageLongTradePercentageReturn AverageLongTradePercentageReturn
  		{
! 			get { return this.averageLongTradePercentageReturn; }
  		}
! 		public TotalNumberOfShortTrades TotalNumberOfShortTrades
  		{
! 			get { return this.totalNumberOfShortTrades; }
  		}
! 		public NumberWinningShortTrades NumberWinningShortTrades
  		{
! 			get { return this.numberWinningShortTrades; }
  		}
  
  
  
***************
*** 120,123 ****
--- 141,146 ----
  		{
  			this.accountReport = accountReport;
+ 			this.numberWinningPeriods =	new NumberWinningPeriods( this );
+ 			this.numberLosingPeriods = new NumberLosingPeriods( this );
  			this.getSummary();
  		}
***************
*** 154,166 ****
      {
        getSummary_setRow( new TotalNetProfit( this ) , summaryDataTable );
!       getSummary_setRow( new ReturnOnAccount( this ) , summaryDataTable );
! 			getSummary_setRow( new BenchmarkPercentageReturn( this , this.historicalQuoteProvider ) ,
  				summaryDataTable );
! 			getSummary_setRow( new NumberWinningPeriods( this ) ,	summaryDataTable );
! 			getSummary_setRow( new NumberLosingPeriods( this ) ,	summaryDataTable );
  			getSummary_setRow( new NumberEvenPeriods( this ) ,	summaryDataTable );
! 			getSummary_setRow( new PercentageWinningPeriods( this ) ,	summaryDataTable );
  			//this.getSummary_setRows_forEquityVsBenchmarkComparison();
! 			getSummary_setRow( new AnnualSystemPercentageReturn( this ) , summaryDataTable );
  			this.maxEquityDrawDown = new MaxEquityDrawDown( this );
        getSummary_setRow( this.maxEquityDrawDown , summaryDataTable );
--- 177,197 ----
      {
        getSummary_setRow( new TotalNetProfit( this ) , summaryDataTable );
! 			this.returnOnAccount = new ReturnOnAccount( this ); 
!       getSummary_setRow( this.returnOnAccount , summaryDataTable );
! 			this.benchmarkPercentageReturn =
! 				new BenchmarkPercentageReturn( this , this.historicalQuoteProvider );
! 			getSummary_setRow( this.benchmarkPercentageReturn ,
  				summaryDataTable );
! 			this.numberWinningPeriods = new NumberWinningPeriods( this );
! 			getSummary_setRow( this.numberWinningPeriods ,	summaryDataTable );
! 			this.numberLosingPeriods = new NumberLosingPeriods( this );
! 			getSummary_setRow( this.numberLosingPeriods ,	summaryDataTable );
  			getSummary_setRow( new NumberEvenPeriods( this ) ,	summaryDataTable );
! 			this.percentageWinningPeriods = new PercentageWinningPeriods( this );
! 			getSummary_setRow( this.percentageWinningPeriods ,	summaryDataTable );
  			//this.getSummary_setRows_forEquityVsBenchmarkComparison();
! 			this.totalNetProfit = new TotalNetProfit( this );
! 			this.annualSystemPercentageReturn = new AnnualSystemPercentageReturn( this );
! 			getSummary_setRow( this.annualSystemPercentageReturn , summaryDataTable );
  			this.maxEquityDrawDown = new MaxEquityDrawDown( this );
        getSummary_setRow( this.maxEquityDrawDown , summaryDataTable );

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows SummaryRow.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8866/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	SummaryRow.cs 
Log Message:
no message

Index: SummaryRow.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/SummaryRow.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** SummaryRow.cs	20 Mar 2005 18:30:58 -0000	1.3
--- SummaryRow.cs	19 Jun 2005 14:46:07 -0000	1.4
***************
*** 11,14 ****
--- 11,15 ----
      internal string rowDescription;
      internal object rowValue;
+ 		internal string format;
  
      public string Description
***************
*** 28,39 ****
  				return returnValue;
  			}
!       set { rowValue = value; }
      }
  
  		public SummaryRow()
  		{
! 			//
! 			// TODO: Add constructor logic here
! 			//
  		}
  	}
--- 29,50 ----
  				return returnValue;
  			}
!       set { this.rowValue = value; }
      }
+ 		public string FormattedValue
+ 		{
+ 			get
+ 			{
+ 				string returnValue = "";
+ 				if ( this.format == "" )
+ 					throw new Exception( "No format has been defined!" );
+ 				if ( this.rowValue != null )
+ 					returnValue = string.Format( "{0:" + this.format + "}" , this.Value );
+ 				return returnValue;
+ 			}
+ 		}
  
  		public SummaryRow()
  		{
! 			this.format = "";
  		}
  	}

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm SummaryTabPage.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8675/b5_Presentation/Reporting/WindowsForm

Modified Files:
	SummaryTabPage.cs 
Log Message:
Reordered the process to populate the summary. Now, to add
a summary item, you just need to add a new SummaryRow object to the
QuantProject.Business.Financial.Accounting.Reporting.Tables.Summary
object.

Index: SummaryTabPage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm/SummaryTabPage.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** SummaryTabPage.cs	17 Apr 2005 23:05:02 -0000	1.5
--- SummaryTabPage.cs	19 Jun 2005 14:45:43 -0000	1.6
***************
*** 21,28 ****
--- 21,31 ----
  */
  using System;
+ using System.Collections;
  using System.Drawing;
+ using System.Reflection;
  using System.Windows.Forms;
  using QuantProject.ADT;
  using QuantProject.Business.Financial.Accounting.Reporting;
+ using QuantProject.Business.Financial.Accounting.Reporting.SummaryRows;
  using QuantProject.Presentation;
  
***************
*** 44,47 ****
--- 47,56 ----
  		private int yStep = 25;
  
+ 		private ArrayList summaryItems;
+ 		/// <summary>
+ 		/// used just to apply the GetType method
+ 		/// </summary>
+ 		private SummaryRow summaryRow;
+ 
  		private System.Windows.Forms.Label lblValTotalNetProfit;
  		private System.Windows.Forms.Label lblTotalNetProfit;
***************
*** 123,126 ****
--- 132,152 ----
  		}
  
+ 		private void addTextLabel( Label label )
+ 		{
+ 			this.Controls.Add( label );
+ 			//			label.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+ 			label.Location = getPointForTextLabel( ( this.Controls.Count - 1 ) / 2 );
+ 			label.Width = this.textLabelsWidth;
+ 			label.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
+ 		}
+ 		private void addValueLabel( Label label )
+ 		{
+ 			this.Controls.Add( label );
+ 			//			label.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+ 			label.Location = getPointForValueLabel( ( this.Controls.Count / 2 ) - 1 );
+ 			label.Width = this.valueLablesWidth;
+ 			label.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
+ 		}
+ 
  		private Point getPointForValueLabel( int labelPosition )
  		{
***************
*** 129,134 ****
  			return point;
  		}
! 		private void myInitializeComponent()
  		{
  			this.lblTotalNetProfit = new System.Windows.Forms.Label();
  			this.lblValTotalNetProfit = new System.Windows.Forms.Label();
--- 155,185 ----
  			return point;
  		}
! 		private void myInitializeComponent_addItem( SummaryItem summaryItem )
  		{
+ 			this.addTextLabel( summaryItem.Description );
+ 			this.addValueLabel( summaryItem.Value );
+ 		}
+ 		private void myInitializeComponent_addSummaryRow( PropertyInfo propertyInfo )
+ 		{
+ 			Object ob = propertyInfo.GetValue( this.accountReport.Summary , null );
+ 			if ( ob is SummaryRow )
+ 			{
+ 				this.summaryItems.Add( new SummaryItem(
+ 					(SummaryRow)ob ) );
+ 			}
+ 		}
+ 		private void myInitializeComponent_addSummaryRows()
+ 		{
+ 			foreach ( PropertyInfo summaryProperty in
+ 				this.accountReport.Summary.GetType().GetProperties() )
+ 				myInitializeComponent_addSummaryRow( summaryProperty );
+ 		}
+ 		private void myInitializeComponent_old()
+ 		{
+ 			this.summaryItems = new ArrayList();
+ 			myInitializeComponent_addSummaryRows();
+ 			foreach( SummaryItem summaryItem in this.summaryItems )
+ 				this.myInitializeComponent_addItem( summaryItem );
+ 
  			this.lblTotalNetProfit = new System.Windows.Forms.Label();
  			this.lblValTotalNetProfit = new System.Windows.Forms.Label();
***************
*** 344,347 ****
--- 395,406 ----
  		}
  	
+ 		private void myInitializeComponent()
+ 		{
+ 			this.summaryItems = new ArrayList();
+ 			myInitializeComponent_addSummaryRows();
+ 			foreach( SummaryItem summaryItem in this.summaryItems )
+ 				this.myInitializeComponent_addItem( summaryItem );
+ 		}
+ 	
  		private void setSummaryValues()
  		{
***************
*** 349,361 ****
  				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalPnl );
  			this.lblValReturnOnAccount.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.ReturnOnAccount );
  			this.lblValBenchmarkPercReturn.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.BenchmarkPercentageReturn );
  			this.lblValAnnualSystemPercReturn.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.AnnualSystemPercentageReturn );
! 			this.lblValMaxEquityDrawDown.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.MaxEquityDrawDown );
  			this.lblValTotalCommission.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalCommissionAmount );
  			this.lblValNumberWinningPeriods.Text =
  				this.accountReport.Summary.NumberWinningPeriods.ToString();
--- 408,420 ----
  				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalPnl );
  			this.lblValReturnOnAccount.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.ReturnOnAccount.Value );
  			this.lblValBenchmarkPercReturn.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.BenchmarkPercentageReturn.Value );
  			this.lblValAnnualSystemPercReturn.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.AnnualSystemPercentageReturn.Value );
! //			this.lblValMaxEquityDrawDown.Text =
! //				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.MaxEquityDrawDown );
  			this.lblValTotalCommission.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.TotalCommissionAmount.Value );
  			this.lblValNumberWinningPeriods.Text =
  				this.accountReport.Summary.NumberWinningPeriods.ToString();
***************
*** 363,394 ****
  				this.accountReport.Summary.NumberLosingPeriods.ToString();
  			this.lblValPercentageWinningPeriods.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.PercentageWinningPeriods );
! 			this.lblValTotalNumberOfTrades.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalNumberOfTrades );
! 			this.lblValNumberWinningTrades.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.NumberWinningTrades );
! 			this.lblValAverageTradePercReturn.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.AverageTradePercentageReturn );
! 			this.lblValLargestWinningTrade.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.LargestWinningTradePercentage );
! 			this.lblValLargestLosingTrade.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.LargestLosingTradePercentage );
! 			this.lblValTotalNumberOfLongTrades.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalNumberOfLongTrades );
! 			this.lblValNumberWinningLongTrades.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.NumberWinningLongTrades );
! 			this.lblValAverageLongTradePercReturn.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.AverageLongTradePercentageReturn );
! 			this.lblValTotalNumberOfShortTrades.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalNumberOfShortTrades );
! 			this.lblValNumberWinningShortTrades.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.NumberWinningShortTrades );
  		}
  		public SummaryTabPage( AccountReport accountReport )
  		{
  			this.accountReport = accountReport;
  			this.myInitializeComponent();
  			this.Text = "Summary";
! 			this.setSummaryValues();
  		}
  	}
--- 422,454 ----
  				this.accountReport.Summary.NumberLosingPeriods.ToString();
  			this.lblValPercentageWinningPeriods.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.PercentageWinningPeriods.Value );
! //			this.lblValTotalNumberOfTrades.Text =
! //				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalNumberOfTrades );
! //			this.lblValNumberWinningTrades.Text =
! //				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.NumberWinningTrades );
! //			this.lblValAverageTradePercReturn.Text =
! //				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.AverageTradePercentageReturn );
! //			this.lblValLargestWinningTrade.Text =
! //				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.LargestWinningTradePercentage.Value );
! //			this.lblValLargestLosingTrade.Text =
! //				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.LargestLosingTradePercentage.Value );
! //			this.lblValTotalNumberOfLongTrades.Text =
! //				FormatProvider.ConvertToStringWithZeroDecimals( (int)this.accountReport.Summary.TotalNumberOfLongTrades.Value );
! //			this.lblValNumberWinningLongTrades.Text =
! //				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.NumberWinningLongTrades.Value );
! //			this.lblValAverageLongTradePercReturn.Text =
! //				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.AverageLongTradePercentageReturn.Value );
! //			this.lblValTotalNumberOfShortTrades.Text =
! //				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.TotalNumberOfShortTrades.Value );
! //			this.lblValNumberWinningShortTrades.Text =
! //				FormatProvider.ConvertToStringWithTwoDecimals( (double)this.accountReport.Summary.NumberWinningShortTrades.Value );
  		}
  		public SummaryTabPage( AccountReport accountReport )
  		{
  			this.accountReport = accountReport;
+ 			this.summaryRow = new SummaryRow();
  			this.myInitializeComponent();
  			this.Text = "Summary";
! //			this.setSummaryValues();
  		}
  	}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows TotalCommissionAmount.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7415/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	TotalCommissionAmount.cs 
Log Message:
Reordered the process to populate the summary. Now, to add
a summary item, you just need to add a new SummaryRow object to the
QuantProject.Business.Financial.Accounting.Reporting.Tables.Summary
object.

Index: TotalCommissionAmount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/TotalCommissionAmount.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** TotalCommissionAmount.cs	15 Feb 2005 19:09:04 -0000	1.2
--- TotalCommissionAmount.cs	19 Jun 2005 14:43:31 -0000	1.3
***************
*** 12,18 ****
  	/// </summary>
  	[Serializable]
!   public class TotalCommissionAmount : SummaryRow
  	{
! 		public TotalCommissionAmount( Summary summary )
  		{
        this.rowDescription = "Total commission amount";
--- 12,18 ----
  	/// </summary>
  	[Serializable]
!   public class TotalCommissionAmount : DoubleSummaryRow
  	{
! 		public TotalCommissionAmount( Summary summary ) : base( 2 )
  		{
        this.rowDescription = "Total commission amount";

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows TotalNumberOfTrades.cs,1.3,1.4 TotalNumberOfShortTrades.cs,1.3,1.4 TotalNumberOfLongTrades.cs,1.3,1.4 TotalNetProfit.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6711/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	TotalNumberOfTrades.cs TotalNumberOfShortTrades.cs 
	TotalNumberOfLongTrades.cs TotalNetProfit.cs 
Log Message:
Reordered the process to populate the summary. Now, to add
a summary item, you just need to add a new SummaryRow object to the
QuantProject.Business.Financial.Accounting.Reporting.Tables.Summary
object.

Index: TotalNetProfit.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/TotalNetProfit.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** TotalNetProfit.cs	15 Feb 2005 19:09:04 -0000	1.2
--- TotalNetProfit.cs	19 Jun 2005 14:42:23 -0000	1.3
***************
*** 9,15 ****
  	/// </summary>
  	[Serializable]
!   public class TotalNetProfit : SummaryRow
  	{
! 		public TotalNetProfit( Summary summary )
  		{
        this.rowDescription = "Total net profit";
--- 9,15 ----
  	/// </summary>
  	[Serializable]
!   public class TotalNetProfit : DoubleSummaryRow
  	{
! 		public TotalNetProfit( Summary summary ) : base( 2 )
  		{
        this.rowDescription = "Total net profit";

Index: TotalNumberOfShortTrades.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/TotalNumberOfShortTrades.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** TotalNumberOfShortTrades.cs	19 Feb 2005 15:58:52 -0000	1.3
--- TotalNumberOfShortTrades.cs	19 Jun 2005 14:42:23 -0000	1.4
***************
*** 11,15 ****
  	/// </summary>
  	[Serializable]
!   public class TotalNumberOfShortTrades : SummaryRow
  	{
  		public TotalNumberOfShortTrades( Summary summary )
--- 11,15 ----
  	/// </summary>
  	[Serializable]
!   public class TotalNumberOfShortTrades : IntegerSummaryRow
  	{
  		public TotalNumberOfShortTrades( Summary summary )

Index: TotalNumberOfLongTrades.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/TotalNumberOfLongTrades.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** TotalNumberOfLongTrades.cs	19 Feb 2005 15:58:52 -0000	1.3
--- TotalNumberOfLongTrades.cs	19 Jun 2005 14:42:23 -0000	1.4
***************
*** 11,17 ****
  	/// </summary>
  	[Serializable]
!   public class TotalNumberOfLongTrades : SummaryRow
  	{
! 		public TotalNumberOfLongTrades( Summary summary )
  		{
        double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
--- 11,17 ----
  	/// </summary>
  	[Serializable]
!   public class TotalNumberOfLongTrades : IntegerSummaryRow
  	{
! 		public TotalNumberOfLongTrades( Summary summary ) : base()
  		{
        double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );

Index: TotalNumberOfTrades.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/TotalNumberOfTrades.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** TotalNumberOfTrades.cs	19 Feb 2005 16:02:15 -0000	1.3
--- TotalNumberOfTrades.cs	19 Jun 2005 14:42:23 -0000	1.4
***************
*** 1,4 ****
--- 1,6 ----
  using System;
  using System.Data;
+ 
+ using QuantProject.ADT;
  using QuantProject.Business.Financial.Accounting.Reporting.Tables;
  
***************
*** 9,13 ****
  	/// </summary>
  	[Serializable]
!   public class TotalNumberOfTrades : SummaryRow
  	{
  		public TotalNumberOfTrades( Summary summary )
--- 11,15 ----
  	/// </summary>
  	[Serializable]
!   public class TotalNumberOfTrades : IntegerSummaryRow
  	{
  		public TotalNumberOfTrades( Summary summary )
***************
*** 15,18 ****
--- 17,21 ----
        double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
        this.rowDescription = "Total # of trades";
+ 			this.format = ConstantsProvider.FormatWithZeroDecimals;
  			try
  			{

[Quantproject-developers] QuantProject/b3_Data/DataTables Tickers_tickerGroups.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv25498/b3_Data/DataTables

Modified Files:
	Tickers_tickerGroups.cs 
Log Message:
Added constructor with no parameters, for calling correctly Clone method through the DataTable class.




Index: Tickers_tickerGroups.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Tickers_tickerGroups.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Tickers_tickerGroups.cs	5 Sep 2004 13:48:16 -0000	1.1
--- Tickers_tickerGroups.cs	10 Jun 2005 18:57:06 -0000	1.2
***************
*** 38,42 ****
      public static string GroupID = "ttTgId";
      public static string Ticker = "ttTiId";
!         
      public Tickers_tickerGroups(string groupID)
      {
--- 38,47 ----
      public static string GroupID = "ttTgId";
      public static string Ticker = "ttTiId";
!     
!     public Tickers_tickerGroups()
!     {
!       
!     }
! 
      public Tickers_tickerGroups(string groupID)
      {

[Quantproject-developers] QuantProject/b1_ADT ExtendedDataTable.cs,1.8,1.9

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23020/b1_ADT

Modified Files:
	ExtendedDataTable.cs 
Log Message:
Modified CopyAndSort static method in ExtendedDataTable class




Index: ExtendedDataTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ExtendedDataTable.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** ExtendedDataTable.cs	1 Dec 2004 22:46:59 -0000	1.8
--- ExtendedDataTable.cs	10 Jun 2005 18:52:00 -0000	1.9
***************
*** 38,50 ****
      
      /// <summary>
!     /// Copy the given DataTable into another DataTable, sorting by the specified field, in a DESC mode
      /// </summary>
      public static DataTable CopyAndSort(DataTable tableToCopyAndSort, string sortingFieldName, bool sortByASC)
      {
        DataTable copyOfTableToCopyAndSort = tableToCopyAndSort.Clone();
        string sortDirection = " DESC";
        if(sortByASC)
!          sortDirection = " ASC";
!       DataRow[] orderedRows = tableToCopyAndSort.Select("", sortingFieldName + sortDirection);
        for(int i = 0;i<orderedRows.Length;i++)
        {
--- 38,63 ----
      
      /// <summary>
!     /// Copy the given DataTable into another DataTable, sorting by the specified field, in the given mode
      /// </summary>
      public static DataTable CopyAndSort(DataTable tableToCopyAndSort, string sortingFieldName, bool sortByASC)
      {
+       return ExtendedDataTable.CopyAndSort(tableToCopyAndSort,
+                                            "", sortingFieldName, sortByASC);
+     }
+     
+     /// <summary>
+     /// Copy the given DataTable into another DataTable, 
+     /// filtering by the given expression, sorting by the specified field, in the given mode
+     /// </summary>
+     public static DataTable CopyAndSort(DataTable tableToCopyAndSort, 
+                                         string filterExpression,
+                                         string sortingFieldName, bool sortByASC)
+     {
        DataTable copyOfTableToCopyAndSort = tableToCopyAndSort.Clone();
        string sortDirection = " DESC";
        if(sortByASC)
!         sortDirection = " ASC";
!       
!       DataRow[] orderedRows = tableToCopyAndSort.Select(filterExpression, sortingFieldName + sortDirection);
        for(int i = 0;i<orderedRows.Length;i++)
        {
***************
*** 53,57 ****
        return copyOfTableToCopyAndSort;
      }
!     
      public static void DeleteRows(DataTable table, long fromIndex)
      {
--- 66,70 ----
        return copyOfTableToCopyAndSort;
      }
! 
      public static void DeleteRows(DataTable table, long fromIndex)
      {

[Quantproject-developers] QuantProject/b1_ADT/Optimizing/Genetic Genome.cs,1.2,1.3 GenomeManagement.cs,1.1,1.2 GenomeManagerTest.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21005/b1_ADT/Optimizing/Genetic

Modified Files:
	Genome.cs GenomeManagement.cs GenomeManagerTest.cs 
Log Message:
Fixed bug in MixGenesWithoutDuplicates method in GenomeManagement class.




Index: GenomeManagerTest.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic/GenomeManagerTest.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** GenomeManagerTest.cs	1 Dec 2004 22:36:11 -0000	1.1
--- GenomeManagerTest.cs	10 Jun 2005 18:48:45 -0000	1.2
***************
*** 72,75 ****
--- 72,76 ----
  			//return GenomeManagement.AlternateFixedCrossover(parent1, parent2);
      	return GenomeManagement.OnePointCrossover(parent1, parent2);
+       //return GenomeManagement.MixGenesWithoutDuplicates(parent1, parent2);
      }
  		

Index: Genome.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic/Genome.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Genome.cs	17 May 2005 23:03:36 -0000	1.2
--- Genome.cs	10 Jun 2005 18:48:44 -0000	1.3
***************
*** 109,118 ****
      }
      
      public Genome Clone()
      {
        Genome returnValue = new Genome(this.genomeManager);
        returnValue.Fitness = this.Fitness;
        returnValue.Meaning = this.Meaning;
-       returnValue.CopyValuesInGenes(this.genes);
        
        return returnValue;
--- 109,122 ----
      }
      
+     
+     /// <summary>
+     /// It creates an new genome, identical to the current instance
+     /// </summary>
      public Genome Clone()
      {
        Genome returnValue = new Genome(this.genomeManager);
+       returnValue.CopyValuesInGenes(this.genes);
        returnValue.Fitness = this.Fitness;
        returnValue.Meaning = this.Meaning;
        
        return returnValue;

Index: GenomeManagement.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic/GenomeManagement.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** GenomeManagement.cs	1 Dec 2004 22:36:11 -0000	1.1
--- GenomeManagement.cs	10 Jun 2005 18:48:44 -0000	1.2
***************
*** 35,60 ****
  	{
  		
!     public static Random RandomGenerator = new Random((int)DateTime.Now.Ticks);
      private static int genomeSize;
  		private static Genome[] childs;
  		private static int[,] maskForChilds;
!     /*
!     public GenomeManagement()
      {
! 	  				    	
  		}
! 		*/
    	/// <summary>
! 		/// Returns an array of genome (childs) based 
  		/// on classical one point crossover genes recombination
  		/// </summary>
    	public static Genome[] OnePointCrossover(Genome parent1, Genome parent2)
  		{
! 			if(parent1.Size != parent2.Size)
  				throw new Exception("Genomes must have the same size!");	
! 			GenomeManagement.genomeSize = parent1.Size;
! 		  GenomeManagement.childs = new Genome[2]{parent1.Clone(),parent1.Clone()};
! 			
! 			int pos = GenomeManagement.RandomGenerator.Next(0, parent1.Size);
  			for(int i = 0 ; i < parent1.Size ; i++)
  			{
--- 35,76 ----
  	{
  		
!     public static Random RandomGenerator; 
      private static int genomeSize;
  		private static Genome[] childs;
  		private static int[,] maskForChilds;
!     
!     static GenomeManagement()
      {
! 	  		RandomGenerator = new Random((int)DateTime.Now.Ticks);
! 		    childs = new Genome[2];  	
  		}
!     
!     private static void initializeStaticMembers(Genome parent1, Genome parent2)
!     {
!       genomeSize = parent1.Size;
!       childs[0] = parent1.Clone();
!       childs[1] = parent2.Clone();
!       //the two childs now points to their parents
!       maskForChilds = new int[childs.Length, genomeSize];
!     }
! 
!     private static void assignFitnessAndMeaningToChilds()
!     {
!       foreach(Genome child in childs)
!       {
!         child.AssignMeaning();
!         child.CalculateFitness();
!       }
!     }
    	/// <summary>
! 		/// Returns an array of genome (length = 2) based 
  		/// on classical one point crossover genes recombination
  		/// </summary>
    	public static Genome[] OnePointCrossover(Genome parent1, Genome parent2)
  		{
! 			GenomeManagement.initializeStaticMembers(parent1, parent2);
!       if(parent1.Size != parent2.Size)
  				throw new Exception("Genomes must have the same size!");	
!       int pos = GenomeManagement.RandomGenerator.Next(0, parent1.Size);
  			for(int i = 0 ; i < parent1.Size ; i++)
  			{
***************
*** 70,81 ****
  				}
  			}
! 			return GenomeManagement.childs;
  		}
  		
  		private static void setMaskForChildsForUniformCrossover()
  		{
! 			for(int childIndex = 0 ;
! 					childIndex < GenomeManagement.childs.Length;
! 					childIndex++)
        {
          for(int i = 0 ; i < GenomeManagement.genomeSize ; i++)
--- 86,96 ----
  				}
  			}
! 			GenomeManagement.assignFitnessAndMeaningToChilds();
!       return GenomeManagement.childs;
  		}
  		
  		private static void setMaskForChildsForUniformCrossover()
  		{
! 			for(int childIndex = 0; childIndex < 2; childIndex++)
        {
          for(int i = 0 ; i < GenomeManagement.genomeSize ; i++)
***************
*** 88,145 ****
  		private static void setMaskForChildsForAlternateFixedCrossover()
  		{
! 			for(int childIndex = 0 ;
! 					childIndex < GenomeManagement.childs.Length;
! 					childIndex++)
        {
!         for(int i = 0 ; i < GenomeManagement.genomeSize ; i++)
        	{
!   	  		if(i%2 == 0)
! 					//index is even
! 						maskForChilds[childIndex, i] = 1;
  					else
! 					// index is odd
! 						maskForChilds[childIndex, i] = 2;
  	     	}
        }
  		}
! 		
! 		private static void setMaskForChildsForMixingWithoutDuplicates(Genome parent1, Genome parent2)
  		{
! 			for(int childIndex = 0 ;
! 					childIndex < GenomeManagement.childs.Length;
! 					childIndex++)
        {
!         for(int i = 0 ; i < GenomeManagement.genomeSize ; i++)
!       	{
!    	      if(parent2.HasGene(parent1.GetGeneValue(i)) ||
!    	         parent1.HasGene(parent2.GetGeneValue(i)))//index contains a common gene
!   	      {
! 						maskForChilds[childIndex, i] = childIndex + 1;
!   	      }
! 					else// index doesn't contain a common gene
! 					{
!   	      	if(i%2 == 0)//index is even
! 							maskForChilds[childIndex, i] = childIndex%2 + 1;
! 						else// index is odd
! 							maskForChilds[childIndex, i] = childIndex%2 + 2;
! 					}
!        	}
        }
  		}
  		
- 		//it assumes just two parents only
  		private static void setChildsUsingMaskForChilds(Genome parent1,
  		                                                Genome parent2)
  		{
! 			for(int childIndex = 0 ;
! 					childIndex < GenomeManagement.childs.Length;
! 					childIndex++)
        {
!         for(int i = 0 ; i < GenomeManagement.genomeSize ; i++)
        	{
!   	      if(maskForChilds[childIndex,i]==1)
!            	childs[childIndex].SetGeneValue(parent1.GetGeneValue(i), i);
!        		else//maskForChilds[childIndex,i]==2
!            	childs[childIndex].SetGeneValue(parent2.GetGeneValue(i), i);
          }
        }
--- 103,173 ----
  		private static void setMaskForChildsForAlternateFixedCrossover()
  		{
! 			for(int childIndex = 0; childIndex < 2; childIndex++)
        {
!         for(int genePos = 0; genePos < genomeSize; genePos++)
        	{
!   	  		if(genePos%2 == 0)
! 					//gene position is even
! 						maskForChilds[childIndex, genePos] = 1;
  					else
! 					// gene position is odd
! 						maskForChilds[childIndex, genePos] = 2;
  	     	}
        }
  		}
!     
!     private static int firstGenePositionOfParent1NotPresentInParent2(Genome parent1,
!                                                                 Genome parent2)
!     {
!       int returnValue = -1;
!       for(int genePos = 0 ;
!           genePos < GenomeManagement.genomeSize && returnValue == -1;
!           genePos++)
!       {
!         if(!parent2.HasGene(parent1.GetGeneValue(genePos)))
!           returnValue = genePos;
!       }    
!       return returnValue;
!     }
! 			
!     private static bool setMaskForChildsForMixingWithoutDuplicates(Genome parent1, Genome parent2)
  		{
! 			bool returnValue = false;
!       int firstGenePosOfParent1NotPresentInParent2 = 
!         firstGenePositionOfParent1NotPresentInParent2(parent1, parent2);
!       int firstGenePosOfParent2NotPresentInParent1 = 
!         firstGenePositionOfParent1NotPresentInParent2(parent2, parent1);
!       if(firstGenePosOfParent1NotPresentInParent2 > -1 &&
!          firstGenePosOfParent2NotPresentInParent1 > -1 )
!         //there is at least a gene in parent1 not present in parent2 and viceversa
        {
!           for(int genePos = 0 ; genePos < GenomeManagement.genomeSize ; genePos++)
!           {
!             if(genePos == firstGenePosOfParent1NotPresentInParent2)
!                 maskForChilds[0, genePos] = 1;
!             else
!                 maskForChilds[0, genePos] = 2;
!             
!             if(genePos == firstGenePosOfParent2NotPresentInParent1)
!               maskForChilds[1, genePos] = 2;
!             else
!               maskForChilds[1, genePos] = 1;
!           }
!           returnValue = true;
        }
+       return returnValue;
  		}
  		
  		private static void setChildsUsingMaskForChilds(Genome parent1,
  		                                                Genome parent2)
  		{
!       for(int childIndex = 0; childIndex < 2; childIndex++)
        {
!         for(int genePos = 0 ; genePos < GenomeManagement.genomeSize ; genePos++)
        	{
!   	      if(maskForChilds[childIndex,genePos]==1)
!            	childs[childIndex].SetGeneValue(parent1.GetGeneValue(genePos), genePos);
!        		else//maskForChilds[childIndex,genePos]==2
!            	childs[childIndex].SetGeneValue(parent2.GetGeneValue(genePos), genePos);
          }
        }
***************
*** 153,166 ****
      public static Genome[] UniformCrossover(Genome parent1, Genome parent2)
      {
        if(parent1.Size != parent2.Size)
  				throw new Exception("Genomes must have the same size!");	
!       GenomeManagement.genomeSize = parent1.Size;
!       GenomeManagement.childs = 
!       						new Genome[2]{parent1.Clone(),parent1.Clone()};
!       GenomeManagement.maskForChilds = new int[childs.Length, GenomeManagement.genomeSize];
! 			GenomeManagement.setMaskForChildsForUniformCrossover();
!      	GenomeManagement.setChildsUsingMaskForChilds(parent1, parent2);
  			    
!       return GenomeManagement.childs;
      }
  
--- 181,191 ----
      public static Genome[] UniformCrossover(Genome parent1, Genome parent2)
      {
+       initializeStaticMembers(parent1, parent2);
        if(parent1.Size != parent2.Size)
  				throw new Exception("Genomes must have the same size!");	
! 			setMaskForChildsForUniformCrossover();
!      	setChildsUsingMaskForChilds(parent1, parent2);
  			    
!       return childs;
      }
  
***************
*** 171,189 ****
      public static Genome[] AlternateFixedCrossover(Genome parent1, Genome parent2)
      {
        if(parent1.Size != parent2.Size)
  				throw new Exception("Genomes must have the same size!");	
!       GenomeManagement.genomeSize = parent1.Size;
!       GenomeManagement.childs = 
!       						new Genome[2]{parent1.Clone(),parent1.Clone()};
!       GenomeManagement.maskForChilds = new int[childs.Length, GenomeManagement.genomeSize];
!       GenomeManagement.setMaskForChildsForAlternateFixedCrossover();
!      	GenomeManagement.setChildsUsingMaskForChilds(parent1, parent2);
        
!       return GenomeManagement.childs;
      }
  
  		/// <summary>
  		/// This method returns an array of genomes based on 
! 		/// a mix of the genes of parents, such that childs,
  		/// if possible, are different from parents and, at 
  		/// the same time, childs' genes are not duplicated  
--- 196,211 ----
      public static Genome[] AlternateFixedCrossover(Genome parent1, Genome parent2)
      {
+       initializeStaticMembers(parent1, parent2);
        if(parent1.Size != parent2.Size)
  				throw new Exception("Genomes must have the same size!");	
!       setMaskForChildsForAlternateFixedCrossover();
!      	setChildsUsingMaskForChilds(parent1, parent2);
        
!       return childs;
      }
  
  		/// <summary>
  		/// This method returns an array of genomes based on 
! 		/// a mix of the genes of parents, such that the 2 childs,
  		/// if possible, are different from parents and, at 
  		/// the same time, childs' genes are not duplicated  
***************
*** 191,194 ****
--- 213,217 ----
      public static Genome[] MixGenesWithoutDuplicates(Genome parent1, Genome parent2)
      {
+       initializeStaticMembers(parent1, parent2);
        if(parent1.Size > (parent1.MaxValueForGenes - parent1.MinValueForGenes + 1))
  			//it is impossible not to duplicate genes if size is too
***************
*** 197,208 ****
        if(parent1.Size != parent2.Size)
  				throw new Exception("Genomes must have the same size!");	
-       GenomeManagement.genomeSize = parent1.Size;
-       GenomeManagement.childs = 
-       						new Genome[2]{parent1.Clone(),parent1.Clone()};
-       GenomeManagement.maskForChilds = new int[childs.Length, GenomeManagement.genomeSize];
-       GenomeManagement.setMaskForChildsForMixingWithoutDuplicates(parent1, parent2);
-      	GenomeManagement.setChildsUsingMaskForChilds(parent1, parent2);
        
!       return GenomeManagement.childs;
      }
  
--- 220,228 ----
        if(parent1.Size != parent2.Size)
  				throw new Exception("Genomes must have the same size!");	
        
!       if(setMaskForChildsForMixingWithoutDuplicates(parent1, parent2))
!      	  setChildsUsingMaskForChilds(parent1, parent2);
!       
!       return childs;
      }
  

[Quantproject-developers] QuantProject/b7_Scripts/CallingReportsForRunScripts ShowReportFromFile.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/CallingReportsForRunScripts
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19231/b7_Scripts/CallingReportsForRunScripts

Modified Files:
	ShowReportFromFile.cs 
Log Message:
Added the function to ShowReportFromFile for retrieving a report, through the ReportShower, from a serialized TransactionHistory object;
Added new MenuItem to Main form for creating report from a serialized transaction History;
Added new MenuItem to Report form for saving the TransactionHistory on which the current showed report is based




Index: ShowReportFromFile.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/CallingReportsForRunScripts/ShowReportFromFile.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** ShowReportFromFile.cs	17 Apr 2005 13:31:50 -0000	1.4
--- ShowReportFromFile.cs	10 Jun 2005 18:45:44 -0000	1.5
***************
*** 21,28 ****
--- 21,30 ----
  */
  using System;
+ using System.Collections;
  using QuantProject.Scripts;
  using QuantProject.Business.Timing;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Accounting.Reporting;
+ using QuantProject.Business.Financial.Accounting.Transactions;
  using QuantProject.Business.DataProviders;
  using QuantProject.ADT.FileManaging;
***************
*** 47,51 ****
  						(Account)ObjectArchiver.Extract(serializedAccountFullPath);
  				Report report = new Report(account, new HistoricalAdjustedQuoteProvider());
! 				report.Text = 
  							serializedAccountFullPath.Substring(serializedAccountFullPath.LastIndexOf("\\") + 1);
  				ReportShower reportShower = new ReportShower(report);
--- 49,54 ----
  						(Account)ObjectArchiver.Extract(serializedAccountFullPath);
  				Report report = new Report(account, new HistoricalAdjustedQuoteProvider());
! 				
!         report.Text = 
  							serializedAccountFullPath.Substring(serializedAccountFullPath.LastIndexOf("\\") + 1);
  				ReportShower reportShower = new ReportShower(report);
***************
*** 74,78 ****
--- 77,107 ----
        }
      }
+     
+ 
+ 
  
+     public static void ShowReportFromSerializedTransactionHistory(string serializedTransactionHistoryFullPath)
+     {
+       try
+       {
+         TransactionHistory transactions = 
+           (TransactionHistory)ObjectArchiver.Extract(serializedTransactionHistoryFullPath);
+         Account account = new Account("FromSerializedTransactions");
+         foreach(Object key in transactions.Keys)
+         {
+           foreach(EndOfDayTransaction transaction in (ArrayList)transactions[key])
+           {
+             account.Add(transaction);
+           }
+         }
+         Report report = new Report(account, new HistoricalAdjustedQuoteProvider());
+         ReportShower reportShower = new ReportShower(report);
+         reportShower.Show(); 
+       }
+       catch(System.Exception ex)
+       {
+         System.Windows.Forms.MessageBox.Show(ex.ToString());
+       }
+     }
  	}			
  }

[Quantproject-developers] QuantProject/b91_QuantProject Main.cs,1.14,1.15

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19231/b91_QuantProject

Modified Files:
	Main.cs 
Log Message:
Added the function to ShowReportFromFile for retrieving a report, through the ReportShower, from a serialized TransactionHistory object;
Added new MenuItem to Main form for creating report from a serialized transaction History;
Added new MenuItem to Report form for saving the TransactionHistory on which the current showed report is based




Index: Main.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** Main.cs	23 Mar 2005 21:35:38 -0000	1.14
--- Main.cs	10 Jun 2005 18:45:45 -0000	1.15
***************
*** 22,25 ****
--- 22,26 ----
  
  using System;
+ using System.IO;
  using System.Drawing;
  using System.Collections;
***************
*** 28,32 ****
  using QuantProject.Scripts;
  using QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios;
! //using QuantProject.ADT.Optimizing.Genetic;
  
  using QuantProject.Scripts.SimpleTesting;
--- 29,33 ----
  using QuantProject.Scripts;
  using QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios;
! using QuantProject.ADT.Optimizing.Genetic;
  
  using QuantProject.Scripts.SimpleTesting;
***************
*** 34,37 ****
--- 35,41 ----
  using QuantProject.Scripts.CallingReportsForRunScripts;
  using QuantProject.Presentation.Reporting.WindowsForm;
+ using QuantProject.ADT.Statistics;
+ 
+ 
  
  
***************
*** 44,48 ****
  	public class Principale : System.Windows.Forms.Form
  	{
!     private System.Windows.Forms.MainMenu mainMenu1;
      private System.Windows.Forms.MenuItem menuItem1;
      private System.Windows.Forms.MenuItem menuItem2;
--- 48,54 ----
  	public class Principale : System.Windows.Forms.Form
  	{
!     public static RunEfficientPorfolio runEfficientPortfolio;
! 		
! 		private System.Windows.Forms.MainMenu mainMenu1;
      private System.Windows.Forms.MenuItem menuItem1;
      private System.Windows.Forms.MenuItem menuItem2;
***************
*** 64,67 ****
--- 70,74 ----
      private System.Windows.Forms.MenuItem menuItemRunReleasingMode;
      private System.Windows.Forms.MenuItem menuItemShowSavedReport;
+     private System.Windows.Forms.MenuItem menuItemShowReportFromTransactions;
  		/// <summary>
  		/// Required designer variable.
***************
*** 112,115 ****
--- 119,123 ----
        this.menuItemAccountViewer = new System.Windows.Forms.MenuItem();
        this.menuItemShowReportFromAccount = new System.Windows.Forms.MenuItem();
+       this.menuItemShowSavedReport = new System.Windows.Forms.MenuItem();
        this.menuItemRunReleasingMode = new System.Windows.Forms.MenuItem();
        this.menuItem13 = new System.Windows.Forms.MenuItem();
***************
*** 122,126 ****
        this.menuItem6 = new System.Windows.Forms.MenuItem();
        this.menuItem7 = new System.Windows.Forms.MenuItem();
!       this.menuItemShowSavedReport = new System.Windows.Forms.MenuItem();
        // 
        // mainMenu1
--- 130,134 ----
        this.menuItem6 = new System.Windows.Forms.MenuItem();
        this.menuItem7 = new System.Windows.Forms.MenuItem();
!       this.menuItemShowReportFromTransactions = new System.Windows.Forms.MenuItem();
        // 
        // mainMenu1
***************
*** 172,176 ****
                                                                                         this.menuItemAccountViewer,
                                                                                         this.menuItemShowReportFromAccount,
!                                                                                        this.menuItemShowSavedReport});
        this.menuItemSavedTests.Text = "Saved Tests";
        // 
--- 180,185 ----
                                                                                         this.menuItemAccountViewer,
                                                                                         this.menuItemShowReportFromAccount,
!                                                                                        this.menuItemShowSavedReport,
!                                                                                        this.menuItemShowReportFromTransactions});
        this.menuItemSavedTests.Text = "Saved Tests";
        // 
***************
*** 187,190 ****
--- 196,205 ----
        this.menuItemShowReportFromAccount.Click += new System.EventHandler(this.menuItemShowReportFromAccount_Click);
        // 
+       // menuItemShowSavedReport
+       // 
+       this.menuItemShowSavedReport.Index = 2;
+       this.menuItemShowSavedReport.Text = "Show saved report";
+       this.menuItemShowSavedReport.Click += new System.EventHandler(this.menuItemShowSavedReport_Click);
+       // 
        // menuItemRunReleasingMode
        // 
***************
*** 241,249 ****
        this.menuItem7.Text = "";
        // 
!       // menuItemShowSavedReport
        // 
!       this.menuItemShowSavedReport.Index = 2;
!       this.menuItemShowSavedReport.Text = "Show saved report";
!       this.menuItemShowSavedReport.Click += new System.EventHandler(this.menuItemShowSavedReport_Click);
        // 
        // Principale
--- 256,264 ----
        this.menuItem7.Text = "";
        // 
!       // menuItemShowReportFromTransactions
        // 
!       this.menuItemShowReportFromTransactions.Index = 3;
!       this.menuItemShowReportFromTransactions.Text = "Show report from transactions";
!       this.menuItemShowReportFromTransactions.Click += new System.EventHandler(this.menuItemShowReportFromTransactions_Click);
        // 
        // Principale
***************
*** 267,276 ****
      {
      }
  
  
      [STAThread]
      static void Main() 
      {
!       //try
        {
          //new RunMSFTsimpleTest().Run();
--- 282,376 ----
      {
      }
+     
+     static void runMilloScripts()
+     {
+       /*QuantProject.Principale.Principale.runEfficientPortfolio = 
+         new RunEfficientCTCPorfolio("Test",150,4,60,10,15000,"^SPX",
+                                     new DateTime(2004,3,1),
+ 											              new DateTime(2004,5,31),15,2,0.0,
+                                     PortfolioType.ShortAndLong,0.05,
+                                     2);*/
+       /*QuantProject.Principale.Principale.runEfficientPortfolio = 
+         new RunTestOptimizedCTCPortfolio("Test",150,4,60,10,25000,"^SPX",
+         new DateTime(2004,3,1),
+         new DateTime(2004,3,1).AddDays(60),15,2,0.015,
+         PortfolioType.ShortAndLong,0.1,
+         2);/*
+     	/*QuantProject.Principale.Principale.runEfficientPortfolio =
+     		new RunEfficientCTOPorfolio("Test",150,4,45,10,1000,
+ 											        "^SPX",
+ 											        new DateTime(2004,1,1),
+ 											        new DateTime(2004,1,15),
+ 											        0.0, PortfolioType.ShortAndLong, 2);*/
+                               
+     	QuantProject.Principale.Principale.runEfficientPortfolio = 
+     		new RunTestOptimizedCTOPorfolio("Test",150,5,45,10,50000,
+ 											        "^SPX",
+ 											        new DateTime(2004,3,1),
+ 											        new DateTime(2004,3,1).AddDays(45),
+ 											        0.0005, PortfolioType.ShortAndLong, 12);
+                               
+     		/*new RunTestOptimizedCTCPortfolio("Test",150,6,90,10,20000,
+     		                                 "^SPX",
+     		                                 new DateTime(2002,10,1),
+         	                        				new DateTime(2002,10,1).AddDays(120),
+         	                        				5,2,0.0,
+         	                        				PortfolioType.ShortAndLong, 0.50, 10);*/
+     		                                 
+     	QuantProject.Principale.Principale.runEfficientPortfolio.Run();
+  /*     QuantProject.Principale.Principale.runEfficientPortfolio = 
+         new RunTestOptimizedCTOPorfolio("Test",150,6,45,10,150000,
+         "^SPX",
+         new DateTime(2003,1,1),
+         new DateTime(2003,1,1).AddDays(45),
+         0.0, PortfolioType.OnlyShort, 12);
+       
+       QuantProject.Principale.Principale.runEfficientPortfolio.Run();  */
+       /*
+     	QuantProject.Principale.Principale.runEfficientPortfolio =
+     	new RunTestOptimizedCTCPortfolio("Test",100,5,120,10,150000,
+     	                            "^SPX",
+     	                            new DateTime(2002,10,1),
+         	                        new DateTime(2002,10,1).AddDays(120),
+         	                        5, 0.0,
+         	                       	PortfolioType.ShortAndLong, 0.50, 10);
+     	QuantProject.Principale.Principale.runEfficientPortfolio.Run();
+     	
+       QuantProject.Principale.Principale.runEfficientPortfolio =
+         new RunTestOptimizedCTCPortfolio("Test",150,5,80,15,60000,
+         "^SPX",
+         new DateTime(2002,10,1),
+         new DateTime(2002,10,1).AddDays(80),
+         5, 0.0,
+         PortfolioType.OnlyLong , 0.50, 10);
+       QuantProject.Principale.Principale.runEfficientPortfolio.Run();
  
+       QuantProject.Principale.Principale.runEfficientPortfolio =
+         new RunTestOptimizedCTCPortfolio("Test",150,5,160,15,60000,
+         "^SPX",
+         new DateTime(2002,10,1),
+         new DateTime(2002,10,1).AddDays(160),
+         5, 0.0,
+         PortfolioType.ShortAndLong, 0.50, 10);
+       QuantProject.Principale.Principale.runEfficientPortfolio.Run();
+ 			*/
+          	
+     	/*
+     	    	QuantProject.Principale.Principale.runEfficientPortfolio =  		
+     		new RunEfficientCTOPorfolio("Test",500,6,45,15,50000,
+ 											        "^SPX",
+ 											        new DateTime(2002,1,1),
+ 											        new DateTime(2004,12,31),
+ 											        0.0, PortfolioType.OnlyLong);
+     	
+     	 QuantProject.Principale.Principale.runEfficientPortfolio.Run();
+     	*/
+     			
+     }
  
      [STAThread]
      static void Main() 
      {
!       try
        {
          //new RunMSFTsimpleTest().Run();
***************
*** 285,288 ****
--- 385,395 ----
  				//new RunEfficientPorfolio().Run();
          Application.Run(new Principale());
+         //geneticOptimizerTest();
+         //Application.Run(new OneRankForm());
+         //runMilloScripts();
+         
+         //new RunEfficientCTOPorfolio("Test",200,5,60,10,5000, "^SPX",
+         //                            new DateTime(2000,1,1),
+         //                            new DateTime(2001,12,31)).Run();
        //  new RunMSFTwalkForward().Run();
  
***************
*** 298,317 ****
  
        } 
!       //catch ( Exception ex )
        {
!         //MessageBox.Show( ex.ToString() ) ;
        }
      }
!     /*
      private static void geneticOptimizerTest()
      {
        IGenomeManager genomeManagerTest = new GenomeManagerTest(5,1,10);     
!       GeneticOptimizer GO = new GeneticOptimizer(genomeManagerTest);
!       GO.KeepOnRunningUntilConvergenceIsReached = true;
        GO.Run(true);
        System.Console.WriteLine("\n\nThe best solution found is: " + (string)GO.BestGenome.Meaning +
                                  " with {0} generations", GO.GenerationCounter);
      }
!     */
      private void menuItem14_Click(object sender, System.EventArgs e)
      {
--- 405,450 ----
  
        } 
!       catch ( Exception ex )
        {
!       	QuantProject.Principale.Principale.runEfficientPortfolio.SaveScriptResults();
!       	writeExceptionToLogFile(ex);
        }
      }
!     static private void writeExceptionToLogFile(Exception ex)
!     {
!     	string path = Application.ExecutablePath.Substring(0, Application.ExecutablePath.LastIndexOf('\\'))
! 										+ @"\ExceptionLog.txt";
!     	if(File.Exists(path))
!     	{
!     	  StreamWriter w = File.AppendText(path);
! 	      w.Write("\r\nTime of exception : ");
! 	      w.WriteLine("{0} {1}", DateTime.Now.ToLongDateString(),
! 	                  DateTime.Now.ToLocalTime());
! 	      w.Write("\r\nScript name: {0}",
! 	              QuantProject.Principale.Principale.runEfficientPortfolio.ScriptName );
! 	      w.Write("\r\nTimer date: {0}",
! 	              QuantProject.Principale.Principale.runEfficientPortfolio.TimerLastDate.ToLongDateString() );
! 	      
! 	      w.WriteLine("\n  :{0}", ex.ToString());
! 	      w.WriteLine("\n  :{0}", ex.StackTrace.ToString());
! 	      w.WriteLine ("\n-----------------------------------");
! 	      // Update the underlying file.
! 	      w.Flush();
! 	      w.Close();
!     	}
!     	
! 
!     }
!     
      private static void geneticOptimizerTest()
      {
        IGenomeManager genomeManagerTest = new GenomeManagerTest(5,1,10);     
!       GeneticOptimizer GO = new GeneticOptimizer(genomeManagerTest,1000,10);
!       //GO.KeepOnRunningUntilConvergenceIsReached = true;
        GO.Run(true);
        System.Console.WriteLine("\n\nThe best solution found is: " + (string)GO.BestGenome.Meaning +
                                  " with {0} generations", GO.GenerationCounter);
      }
!     
      private void menuItem14_Click(object sender, System.EventArgs e)
      {
***************
*** 326,332 ****
          
  				//new RunOneRank().Run();
!         new RunEfficientCTOPorfolio("Test2",100,5,45, 1, 3000, "^SPX",
!                                     new DateTime(2004,10,1),
!                                     new DateTime(2004,10,15)).Run();
          
  //      }
--- 459,474 ----
          
  				//new RunOneRank().Run();
!         //new RunEfficientCTCPorfolio("Test",400,5,90,10,10000,
!         //	                         	"^SPX",
!         //	                          new DateTime(2004,1,1),
!         //	                          new DateTime(2004,2,29),
!         //	                          3).Run();
!         
!         //this.Close();
!         runMilloScripts();
!         
!         //new RunEfficientCTOPorfolio("Test",200,5,60,2,500, "^SPX",
!         //                            new DateTime(2004,1,1),
!         //                            new DateTime(2004,1,15)).Run();
          
  //      }
***************
*** 375,379 ****
        catch ( Exception ex )
        {
!         string notUsed = ex.ToString();
          //in this way qP shouldn't stop if running a single script fails ...
        }
--- 517,521 ----
        catch ( Exception ex )
        {
!         ex = ex;
          //in this way qP shouldn't stop if running a single script fails ...
        }
***************
*** 391,394 ****
--- 533,543 ----
      }
  
+     private void menuItemShowReportFromTransactions_Click(object sender, System.EventArgs e)
+     {
+       string chosenPath = this.getPath("Select a serialized TransactionHistory please ...");
+       if(chosenPath != "")
+         ShowReportFromFile.ShowReportFromSerializedTransactionHistory(chosenPath);
+     }
+ 
  
  

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm Report.cs,1.13,1.14

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19231/b5_Presentation/Reporting/WindowsForm

Modified Files:
	Report.cs 
Log Message:
Added the function to ShowReportFromFile for retrieving a report, through the ReportShower, from a serialized TransactionHistory object;
Added new MenuItem to Main form for creating report from a serialized transaction History;
Added new MenuItem to Report form for saving the TransactionHistory on which the current showed report is based




Index: Report.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm/Report.cs,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** Report.cs	7 Jun 2005 13:54:42 -0000	1.13
--- Report.cs	10 Jun 2005 18:45:44 -0000	1.14
***************
*** 45,48 ****
--- 45,49 ----
  		private System.Windows.Forms.MenuItem saveAccount;
  		private System.Windows.Forms.MenuItem saveReport;
+     private System.Windows.Forms.MenuItem saveTransactions;
      private SaveFileDialog saveFileDialog;
  
***************
*** 85,88 ****
--- 86,92 ----
  			this.saveReport = new MenuItem();
  			this.saveReport.Text = "Save Report";
+ 
+       this.saveTransactions = new MenuItem();
+       this.saveTransactions.Text = "Save Transactions";
  			
  			this.file = new MenuItem();
***************
*** 93,101 ****
  			this.file.MenuItems.AddRange(new MenuItem[] 
  			                             {this.saveAccount,
! 			                             	this.saveReport});
  			this.Menu = this.mainMenu;
  			this.saveAccount.Click += new System.EventHandler(this.saveAccount_Click);
  			this.saveReport.Click += new System.EventHandler(this.saveReport_Click);
! 					
  		}
  		
--- 97,105 ----
  			this.file.MenuItems.AddRange(new MenuItem[] 
  			                             {this.saveAccount,
! 			                             	this.saveReport, this.saveTransactions});
  			this.Menu = this.mainMenu;
  			this.saveAccount.Click += new System.EventHandler(this.saveAccount_Click);
  			this.saveReport.Click += new System.EventHandler(this.saveReport_Click);
! 			this.saveTransactions.Click += new System.EventHandler(this.saveTransactions_Click);		
  		}
  		
***************
*** 165,173 ****
      }
  		
!     #region save account or report
      
      private void saveAccount_Click(object sender, System.EventArgs e)
      {
!     	this.saveAccountOrReport((MenuItem)sender);
      }
   
--- 169,177 ----
      }
  		
!     #region save account or report or transactions
      
      private void saveAccount_Click(object sender, System.EventArgs e)
      {
!     	this.saveObject((MenuItem)sender);
      }
   
***************
*** 175,182 ****
  		private void saveReport_Click(object sender, System.EventArgs e)
      {
! 			this.saveAccountOrReport((MenuItem)sender);
  	  }
      
!     private void saveAccountOrReport_setSaveFileDialog(MenuItem sender)
      {
        this.saveFileDialog = new SaveFileDialog();
--- 179,191 ----
  		private void saveReport_Click(object sender, System.EventArgs e)
      {
! 			this.saveObject((MenuItem)sender);
  	  }
      
!     private void saveTransactions_Click(object sender, System.EventArgs e)
!     {
!       this.saveObject((MenuItem)sender);
!     }
!     
!     private void saveObject_setSaveFileDialog(MenuItem sender)
      {
        this.saveFileDialog = new SaveFileDialog();
***************
*** 189,193 ****
            System.Configuration.ConfigurationSettings.AppSettings["ReportsArchive"];
        }
!       else
          //else the text property of the menu item sender contains at the end
          // the word "Account"; so it will be saved an account object
--- 198,202 ----
            System.Configuration.ConfigurationSettings.AppSettings["ReportsArchive"];
        }
!       else if(sender.Text.EndsWith("Account"))
          //else the text property of the menu item sender contains at the end
          // the word "Account"; so it will be saved an account object
***************
*** 197,200 ****
--- 206,215 ----
             System.Configuration.ConfigurationSettings.AppSettings["AccountsArchive"];
        }
+       else if(sender.Text.EndsWith("Transactions"))
+         //else the text property of the menu item sender contains at the end
+         // the word "Transactions"; so it will be saved a TransactionHistory object
+       { 
+         this.saveFileDialog.DefaultExt = "qPt";
+       }
        
        this.saveFileDialog.AddExtension = true;
***************
*** 207,213 ****
     }
  
!     private void saveAccountOrReport(MenuItem sender)
      {
!       this.saveAccountOrReport_setSaveFileDialog(sender);
        this.saveFileDialog.FileOk += new System.ComponentModel.CancelEventHandler(this.fileOk_Click);
        this.saveFileDialog.ShowDialog();
--- 222,228 ----
     }
  
!     private void saveObject(MenuItem sender)
      {
!       this.saveObject_setSaveFileDialog(sender);
        this.saveFileDialog.FileOk += new System.ComponentModel.CancelEventHandler(this.fileOk_Click);
        this.saveFileDialog.ShowDialog();
***************
*** 219,225 ****
          QuantProject.ADT.FileManaging.ObjectArchiver.Archive(this.accountReport,
                                                             this.saveFileDialog.FileName);
!       else
          QuantProject.ADT.FileManaging.ObjectArchiver.Archive(this.account,
            this.saveFileDialog.FileName);
      }
  
--- 234,243 ----
          QuantProject.ADT.FileManaging.ObjectArchiver.Archive(this.accountReport,
                                                             this.saveFileDialog.FileName);
!       else if(((SaveFileDialog)sender).Title.EndsWith("Account"))
          QuantProject.ADT.FileManaging.ObjectArchiver.Archive(this.account,
            this.saveFileDialog.FileName);
+       else if(((SaveFileDialog)sender).Title.EndsWith("Transactions"))
+         QuantProject.ADT.FileManaging.ObjectArchiver.Archive(this.account.Transactions,
+           this.saveFileDialog.FileName);
      }
  

[Quantproject-developers] QuantDownloader/Downloader/TickerSelectors TickerGroupsViewer.cs,1.7,1.8

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv13326/Downloader/TickerSelectors

Modified Files:
	TickerGroupsViewer.cs 
Log Message:
It now possible to order tickers by clicking on columns'headers


Index: TickerGroupsViewer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerGroupsViewer.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** TickerGroupsViewer.cs	1 Dec 2004 22:54:01 -0000	1.7
--- TickerGroupsViewer.cs	10 Jun 2005 18:35:30 -0000	1.8
***************
*** 61,64 ****
--- 61,65 ----
      private System.Windows.Forms.MenuItem menuItemTickerSelector;
  		private const string THIRD_COLUMN_NAME = "Element Description";
+     private SortOrder lastSorting = SortOrder.None;
  		
  		public TickerGroupsViewer()
***************
*** 367,370 ****
--- 368,372 ----
        // 
        this.listViewGroupsAndTickers.Activation = System.Windows.Forms.ItemActivation.TwoClick;
+       this.listViewGroupsAndTickers.AllowColumnReorder = true;
        this.listViewGroupsAndTickers.AllowDrop = true;
        this.listViewGroupsAndTickers.Dock = System.Windows.Forms.DockStyle.Fill;
***************
*** 378,381 ****
--- 380,384 ----
        this.listViewGroupsAndTickers.DragDrop += new System.Windows.Forms.DragEventHandler(this.listViewGroupsAndTickers_DragDrop);
        this.listViewGroupsAndTickers.DragEnter += new System.Windows.Forms.DragEventHandler(this.listViewGroupsAndTickers_DragEnter);
+       this.listViewGroupsAndTickers.ColumnClick += new System.Windows.Forms.ColumnClickEventHandler(this.listViewGroupsAndTickers_ColumnClick);
        this.listViewGroupsAndTickers.ItemDrag += new System.Windows.Forms.ItemDragEventHandler(this.listViewGroupsAndTickers_ItemDrag);
        this.listViewGroupsAndTickers.DragLeave += new System.EventHandler(this.listViewGroupsAndTickers_DragLeave);
***************
*** 886,889 ****
--- 889,904 ----
        //MessageBox.Show("Drag here?");
      }
+ 
+     private void listViewGroupsAndTickers_ColumnClick(object sender, System.Windows.Forms.ColumnClickEventArgs e)
+     {
+       if(this.lastSorting == SortOrder.None ||
+                   this.lastSorting == SortOrder.Descending) 
+         this.listViewGroupsAndTickers.Sorting = SortOrder.Ascending;
+       else
+         this.listViewGroupsAndTickers.Sorting = SortOrder.Descending;
+       this.listViewGroupsAndTickers.Sort();
+       this.lastSorting = this.listViewGroupsAndTickers.Sorting;
+       this.listViewGroupsAndTickers.Sorting = SortOrder.None;
+     }
           
  

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank RunOneRank.cs,1.9,1.10

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv2256/b7_Scripts/SimpleTesting/OneRank

Modified Files:
	RunOneRank.cs 
Log Message:
A new MouseUp event handler has been added on the
TransactionGrid: it invokes a OneRankForm, initialized so that the
InSample optimization can be easily checked.

Index: RunOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/RunOneRank.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** RunOneRank.cs	30 Mar 2005 23:41:00 -0000	1.9
--- RunOneRank.cs	7 Jun 2005 15:36:24 -0000	1.10
***************
*** 22,26 ****
--- 22,30 ----
  
  using System;
+ using System.Data;
+ using System.Drawing;
+ using System.Windows.Forms;
  
+ using QuantProject.ADT.FileManaging;
  using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
***************
*** 29,32 ****
--- 33,37 ----
  using QuantProject.Business.Scripting;
  using QuantProject.Business.Timing;
+ using QuantProject.Data.DataProviders;
  using QuantProject.Presentation.Reporting.WindowsForm;
  
***************
*** 39,44 ****
  	public class RunOneRank : Script
  	{
! 		private DateTime startDateTime = new DateTime( 2000 , 1 , 1 );
! 		private DateTime endDateTime = new DateTime( 2000 , 12 , 31 );
  		private Account account;
  		private IHistoricalQuoteProvider historicalQuoteProvider =
--- 44,49 ----
  	public class RunOneRank : Script
  	{
! 		private DateTime startDateTime = new DateTime( 1993 , 1 , 1 );
! 		private DateTime endDateTime = new DateTime( 2003 , 12 , 31 );
  		private Account account;
  		private IHistoricalQuoteProvider historicalQuoteProvider =
***************
*** 50,76 ****
  		{
  		}
  		public override void Run()
  		{
  			HistoricalEndOfDayTimer historicalEndOfDayTimer =
  				new IndexBasedEndOfDayTimer(
  				new EndOfDayDateTime( this.startDateTime ,
  				EndOfDaySpecificTime.MarketOpen ) , "MSFT" );
! 			this.account = new Account( "MSFT" , historicalEndOfDayTimer ,
  				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
  				this.historicalQuoteProvider ) ,
  				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
! 				this.historicalQuoteProvider ) ,
! 				new IBCommissionManager() );
! 			//			this.account = new Account( "MSFT" , historicalEndOfDayTimer ,
! 			//				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
! 			//				this.historicalQuoteProvider ) ,
! 			//				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
! 			//				this.historicalQuoteProvider ) );
  			OneRank oneRank = new OneRank( account ,
  				this.endDateTime );
  			Report report = new Report( this.account , this.historicalQuoteProvider );
! 			report.Show( "WFT One Rank" , 1 ,
  				new EndOfDayDateTime( this.endDateTime , EndOfDaySpecificTime.MarketClose ) ,
! 				"MSFT" );
  		}
  	}
--- 55,114 ----
  		{
  		}
+ 		private void showTransactionDataGridContextMenu( object sender ,
+ 			MouseEventArgs eventArgs )
+ 		{
+ 			DataGrid dataGrid = (DataGrid)sender;
+ 			Point point = new Point( eventArgs.X , eventArgs.Y );
+ 			DataGrid.HitTestInfo hitTestInfo = dataGrid.HitTest( point );
+ 			DataTable dataTable = (DataTable)dataGrid.DataSource;
+ 			DataRow dataRow = dataTable.Rows[ hitTestInfo.Row ];
+ //			MessageBox.Show( dataRow[ "DateTime" ].ToString() );
+ 			DateTime rowDateTime = (DateTime)dataRow[ "DateTime" ];
+ 			string rowTicker = (string)dataRow[ "InstrumentKey"];
+ 			OneRankForm oneRankForm = new OneRankForm();
+ 			oneRankForm.FirstDateTime = rowDateTime.AddDays( -30 );
+ 			oneRankForm.LastDateTime = rowDateTime;
+ 			oneRankForm.Ticker = rowTicker;
+ 			oneRankForm.Show();
+ 		}
+ 		private void mouseEventHandler( object sender , MouseEventArgs eventArgs )
+ 		{
+ 			if ( eventArgs.Button == MouseButtons.Right )
+ 				this.showTransactionDataGridContextMenu( sender , eventArgs );
+ 		}
  		public override void Run()
  		{
+ //			HistoricalDataProvider.MinDate = this.startDateTime;
+ //			HistoricalDataProvider.MaxDate = this.endDateTime.AddDays( 10 );
  			HistoricalEndOfDayTimer historicalEndOfDayTimer =
  				new IndexBasedEndOfDayTimer(
  				new EndOfDayDateTime( this.startDateTime ,
  				EndOfDaySpecificTime.MarketOpen ) , "MSFT" );
! 
! //			with IB commission
! //			this.account = new Account( "MSFT" , historicalEndOfDayTimer ,
! //				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
! //				this.historicalQuoteProvider ) ,
! //				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
! //				this.historicalQuoteProvider ) ,
! //				new IBCommissionManager() );
! 
! //			with no commission
! 			this.account = new Account( "SLR" , historicalEndOfDayTimer ,
  				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
  				this.historicalQuoteProvider ) ,
  				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
! 				this.historicalQuoteProvider ) );
  			OneRank oneRank = new OneRank( account ,
  				this.endDateTime );
  			Report report = new Report( this.account , this.historicalQuoteProvider );
! 			report.Create( "WFT One Rank" , 1 ,
  				new EndOfDayDateTime( this.endDateTime , EndOfDaySpecificTime.MarketClose ) ,
! 				"SLR" );
! 			report.TransactionGrid.MouseUp +=
! 				new MouseEventHandler( this.mouseEventHandler );
! //			ObjectArchiver.Archive( report.AccountReport ,
! //				@"C:\Documents and Settings\Glauco\Desktop\reports\runOneRank.qPr" );
! 			report.Show();
  		}
  	}

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank RunWalkForwardOneRank.cs,1.9,1.10

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv31921/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	RunWalkForwardOneRank.cs 
Log Message:
A new MouseUp event handler has been added on the
TransactionGrid: it invokes a OneRankForm, initialized so that the
InSample optimization can be easily checked.

Index: RunWalkForwardOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/RunWalkForwardOneRank.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** RunWalkForwardOneRank.cs	24 Apr 2005 15:52:23 -0000	1.9
--- RunWalkForwardOneRank.cs	7 Jun 2005 15:32:06 -0000	1.10
***************
*** 24,28 ****
--- 24,30 ----
  using System.Collections;
  using System.Data;
+ using System.Drawing;
  using System.Threading;
+ using System.Windows.Forms;
  
  using QuantProject.ADT;
***************
*** 39,42 ****
--- 41,45 ----
  using QuantProject.Data.DataProviders;
  using QuantProject.Presentation.Reporting.WindowsForm;
+ using QuantProject.Scripts.SimpleTesting;
  
  namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank
***************
*** 51,56 ****
--- 54,62 ----
  			new HistoricalAdjustedQuoteProvider();
      private ReportTable reportTable;
+ 
      private EndOfDayDateTime startDateTime;
      private EndOfDayDateTime endDateTime;
+ 		int numberDaysForPerformanceCalculation;
+ 
      private int numIntervalDays;
  
***************
*** 69,73 ****
  				new DateTime( 1998 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
  			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 1998 , 1 , 20 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
  			this.numIntervalDays = 1;
  		}
--- 75,80 ----
  				new DateTime( 1998 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
  			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 1998 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
! 			this.numberDaysForPerformanceCalculation = 1800;
  			this.numIntervalDays = 1;
  		}
***************
*** 92,96 ****
  		private void run_initializeEndOfDayTimerHandler()
  		{
! 			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 200 , 20 , 5 , 360 , 30 ,
  				this.account );
  //			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 4 , 3 , 2 , 100 , 30 ,
--- 99,104 ----
  		private void run_initializeEndOfDayTimerHandler()
  		{
! 			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 200 , 20 , 5 ,
! 				this.numberDaysForPerformanceCalculation , 30 ,
  				this.account );
  //			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 4 , 3 , 2 , 100 , 30 ,
***************
*** 144,147 ****
--- 152,180 ----
  				this.account.AddCash( 30000 );
  		}
+ 		#region oneHourAfterMarketCloseEventHandler
+ 		private void showOneRankForm( object sender ,
+ 			MouseEventArgs eventArgs )
+ 		{
+ 			DataGrid dataGrid = (DataGrid)sender;
+ 			Point point = new Point( eventArgs.X , eventArgs.Y );
+ 			DataGrid.HitTestInfo hitTestInfo = dataGrid.HitTest( point );
+ 			DataTable dataTable = (DataTable)dataGrid.DataSource;
+ 			DataRow dataRow = dataTable.Rows[ hitTestInfo.Row ];
+ 			//			MessageBox.Show( dataRow[ "DateTime" ].ToString() );
+ 			DateTime rowDateTime = (DateTime)dataRow[ "DateTime" ];
+ 			string rowTicker = (string)dataRow[ "InstrumentKey"];
+ 			OneRankForm oneRankForm = new OneRankForm();
+ 			oneRankForm.FirstDateTime =
+ 				rowDateTime.AddDays( -this.numberDaysForPerformanceCalculation );
+ 			oneRankForm.LastDateTime = rowDateTime;
+ 			oneRankForm.Ticker = rowTicker;
+ 			oneRankForm.Show();
+ 		}
+ 		private void mouseEventHandler( object sender , MouseEventArgs eventArgs )
+ 		{
+ 			if ( eventArgs.Button == MouseButtons.Right )
+ 				this.showOneRankForm( sender , eventArgs );
+ 		}
+ 		#endregion
  		public void oneHourAfterMarketCloseEventHandler(
  			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
***************
*** 153,160 ****
  				this.account.EndOfDayTimer.Stop();
  //				this.progressBarForm.Close();
! 				ObjectArchiver.Archive( this.account ,
! 					@"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" );
  				Report report = new Report( this.account , this.historicalQuoteProvider );
! 				report.Show( "WFT One Rank" , this.numIntervalDays , this.endDateTime , "MSFT" );
  			}
  			else
--- 186,196 ----
  				this.account.EndOfDayTimer.Stop();
  //				this.progressBarForm.Close();
! //				ObjectArchiver.Archive( this.account ,
! //					@"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" );
  				Report report = new Report( this.account , this.historicalQuoteProvider );
! 				report.Create( "WFT One Rank" , this.numIntervalDays , this.endDateTime , "MSFT" );
! 				report.TransactionGrid.MouseUp +=
! 					new MouseEventHandler( this.mouseEventHandler );
! 				report.Show();
  			}
  			else

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank EligibleTickers.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26543/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	EligibleTickers.cs 
Log Message:
setTickers_buildQuickly_getSelectedTickers is a new private method
to be used for debug purposes.
It is much faster than the standard
setTickers_build_getSelectedTickers
method (comment/uncomment to switch among the two behaviors).

Index: EligibleTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/EligibleTickers.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** EligibleTickers.cs	27 Feb 2005 19:56:09 -0000	1.3
--- EligibleTickers.cs	7 Jun 2005 15:21:43 -0000	1.4
***************
*** 45,61 ****
  
  		#region SetTickers
! 		private void setTickers_build( DateTime dateTime )
  		{
  			SelectorByLiquidity mostLiquid =
  				new SelectorByLiquidity("Test", false ,	dateTime.AddDays( - this.numDaysToComputeLiquidity ) , dateTime ,
! 				                        this.numberEligibleTickersToBeChosen );
  			DataTable mostLiquidTickers =
  				mostLiquid.GetTableOfSelectedTickers();
  			SelectorByQuotationAtEachMarketDay quotedInEachMarketDayFromMostLiquid = 
  				new SelectorByQuotationAtEachMarketDay( mostLiquidTickers,
! 				                           false,	dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) ,
! 				                           dateTime, this.numberEligibleTickersToBeChosen,"^SPX");
! 			DataTable selectedTickers =
! 				quotedInEachMarketDayFromMostLiquid.GetTableOfSelectedTickers();
  			foreach ( DataRow dataRow in selectedTickers.Rows )
  				this.Add( dataRow[ "tiTicker" ].ToString() ,
--- 45,75 ----
  
  		#region SetTickers
! 		private DataTable setTickers_build_getSelectedTickers( DateTime dateTime )
  		{
  			SelectorByLiquidity mostLiquid =
  				new SelectorByLiquidity("Test", false ,	dateTime.AddDays( - this.numDaysToComputeLiquidity ) , dateTime ,
! 				this.numberEligibleTickersToBeChosen );
  			DataTable mostLiquidTickers =
  				mostLiquid.GetTableOfSelectedTickers();
  			SelectorByQuotationAtEachMarketDay quotedInEachMarketDayFromMostLiquid = 
  				new SelectorByQuotationAtEachMarketDay( mostLiquidTickers,
! 				false,	dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) ,
! 				dateTime, this.numberEligibleTickersToBeChosen,"^SPX");
! 			return quotedInEachMarketDayFromMostLiquid.GetTableOfSelectedTickers();
! 		}
! 		private DataTable setTickers_buildQuickly_getSelectedTickers()
! 		{
! 			DataTable returnValue =
! 				new QuantProject.Data.DataTables.Tickers_tickerGroups( "millo" );
! 			returnValue.Columns[ 0 ].ColumnName = "tiTicker";
! 			return returnValue;
! 		}
! 		private void setTickers_build( DateTime dateTime )
! 		{
! 			// for fast debug, comment the following line
! 			DataTable selectedTickers = setTickers_build_getSelectedTickers( dateTime );
! 			// for fast debug, uncomment the following line 
! //			DataTable selectedTickers = setTickers_buildQuickly_getSelectedTickers();
! 
  			foreach ( DataRow dataRow in selectedTickers.Rows )
  				this.Add( dataRow[ "tiTicker" ].ToString() ,

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank BestPerformingTickers.cs,1.9,1.10

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv25264/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	BestPerformingTickers.cs 
Log Message:
Best performing tickers are properly computed now: EstimatedObject(s)
are used, instead of SortedList.

Index: BestPerformingTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/BestPerformingTickers.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** BestPerformingTickers.cs	30 May 2005 18:32:35 -0000	1.9
--- BestPerformingTickers.cs	7 Jun 2005 15:18:56 -0000	1.10
***************
*** 49,53 ****
  
  		private ArrayList eligibleAccounts;
! 		private SortedList tickersWithGoodness;
  
  		private DateTime lastUpdate;
--- 49,53 ----
  
  		private ArrayList eligibleAccounts;
! 		private ArrayList tickersWithGoodness;
  
  		private DateTime lastUpdate;
***************
*** 64,68 ****
  			this.numberDaysForPerformanceCalculation = numberDaysForPerformanceCalculation;
  			this.eligibleAccounts = new ArrayList();
! 			this.tickersWithGoodness = new SortedList();
  		}
  
--- 64,68 ----
  			this.numberDaysForPerformanceCalculation = numberDaysForPerformanceCalculation;
  			this.eligibleAccounts = new ArrayList();
! 			this.tickersWithGoodness = new ArrayList();
  		}
  
***************
*** 127,131 ****
  				this.historicalQuoteProvider ) );
  			OneRank oneRank = new OneRank( account , dateTime );
! 			this.tickersWithGoodness.Add( account.Key , account.Goodness );
  		}
  		private void setTickers_build( EligibleTickers eligibleTickers , DateTime dateTime )
--- 127,131 ----
  				this.historicalQuoteProvider ) );
  			OneRank oneRank = new OneRank( account , dateTime );
! 			this.tickersWithGoodness.Add( new EstimatedObject( account.Key , account.Goodness ) );
  		}
  		private void setTickers_build( EligibleTickers eligibleTickers , DateTime dateTime )
***************
*** 151,159 ****
  				}
  			}
  			for ( int index=this.tickersWithGoodness.Count - 1 ;
  				index >= this.tickersWithGoodness.Count - this.numberBestPerformingTickers ;
  				index-- )
  			{
! 				this.Add( this.tickersWithGoodness.GetKey( index ) );
  			}
  		}
--- 151,160 ----
  				}
  			}
+ 			this.tickersWithGoodness.Sort();
  			for ( int index=this.tickersWithGoodness.Count - 1 ;
  				index >= this.tickersWithGoodness.Count - this.numberBestPerformingTickers ;
  				index-- )
  			{
! 				this.Add( ((EstimatedObject)this.tickersWithGoodness[ index ]).ObjectToBeEstimated );
  			}
  		}

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank OneRankForm.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv24318/b7_Scripts/SimpleTesting/OneRank

Added Files:
	OneRankForm.cs 
Log Message:
A Form to backtest different OneRank scripts, with
different tickers and/or time intervals

--- NEW FILE: OneRankForm.cs ---
using System;
using System.Drawing;
using System.Collections;
using System.ComponentModel;
using System.Windows.Forms;

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

namespace QuantProject.Scripts.SimpleTesting
{
	/// <summary>
	/// Summary description for OneRankForm.
	/// </summary>
	public class OneRankForm : System.Windows.Forms.Form
	{
		private System.Windows.Forms.TextBox ticker;
		private System.Windows.Forms.Label label1;
		private System.Windows.Forms.ToolTip toolTip1;
		private System.Windows.Forms.DateTimePicker firstDateTime;
		private System.Windows.Forms.DateTimePicker lastDateTime;
		private System.Windows.Forms.Label label2;
		private System.Windows.Forms.Label label3;
		private System.Windows.Forms.Button start;
		private System.ComponentModel.IContainer components;

		private Account account;
		private HistoricalAdjustedQuoteProvider historicalQuoteProvider =
			new HistoricalAdjustedQuoteProvider();

		public string Ticker
		{
			set { this.ticker.Text = value; }
		}
		public DateTime FirstDateTime
		{
			set { this.firstDateTime.Value = value; }
		}
		public DateTime LastDateTime
		{
			set { this.lastDateTime.Value = value; }
		}

		public OneRankForm()
		{
			//
			// Required for Windows Form Designer support
			//
			InitializeComponent();

			//
			// TODO: Add any constructor code after InitializeComponent call
			//
		}

		/// <summary>
		/// Clean up any resources being used.
		/// </summary>
		protected override void Dispose( bool disposing )
		{
			if( disposing )
			{
				if(components != null)
				{
					components.Dispose();
				}
			}
			base.Dispose( disposing );
		}

		#region Windows Form Designer generated code
		/// <summary>
		/// Required method for Designer support - do not modify
		/// the contents of this method with the code editor.
		/// </summary>
		private void InitializeComponent()
		{
			this.components = new System.ComponentModel.Container();
			this.start = new System.Windows.Forms.Button();
			this.ticker = new System.Windows.Forms.TextBox();
			this.label1 = new System.Windows.Forms.Label();
			this.toolTip1 = new System.Windows.Forms.ToolTip(this.components);
			this.firstDateTime = new System.Windows.Forms.DateTimePicker();
			this.lastDateTime = new System.Windows.Forms.DateTimePicker();
			this.label2 = new System.Windows.Forms.Label();
			this.label3 = new System.Windows.Forms.Label();
			this.SuspendLayout();
			// 
			// start
			// 
			this.start.Location = new System.Drawing.Point(160, 136);
			this.start.Name = "start";
			this.start.TabIndex = 0;
			this.start.Text = "button1";
			this.start.Click += new System.EventHandler(this.start_Click);
			// 
			// ticker
			// 
			this.ticker.Location = new System.Drawing.Point(120, 16);
			this.ticker.Name = "ticker";
			this.ticker.TabIndex = 1;
			this.ticker.Text = "";
			this.ticker.TextChanged += new System.EventHandler(this.textBox1_TextChanged);
			// 
			// label1
			// 
			this.label1.Location = new System.Drawing.Point(16, 16);
			this.label1.Name = "label1";
			this.label1.TabIndex = 2;
			this.label1.Text = "Ticker:";
			this.label1.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
			this.label1.Click += new System.EventHandler(this.label1_Click);
			// 
			// firstDateTime
			// 
			this.firstDateTime.Location = new System.Drawing.Point(128, 56);
			this.firstDateTime.Name = "firstDateTime";
			this.firstDateTime.TabIndex = 3;
			// 
			// lastDateTime
			// 
			this.lastDateTime.Location = new System.Drawing.Point(128, 88);
			this.lastDateTime.Name = "lastDateTime";
			this.lastDateTime.TabIndex = 4;
			// 
			// label2
			// 
			this.label2.Location = new System.Drawing.Point(24, 56);
			this.label2.Name = "label2";
			this.label2.TabIndex = 5;
			this.label2.Text = "First Date:";
			this.label2.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
			// 
			// label3
			// 
			this.label3.Location = new System.Drawing.Point(24, 88);
			this.label3.Name = "label3";
			this.label3.TabIndex = 6;
			this.label3.Text = "Last Date:";
			this.label3.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
			// 
			// OneRankForm
			// 
			this.AutoScaleBaseSize = new System.Drawing.Size(5, 13);
			this.ClientSize = new System.Drawing.Size(424, 273);
			this.Controls.AddRange(new System.Windows.Forms.Control[] {
																																	this.label3,
																																	this.label2,
																																	this.lastDateTime,
																																	this.firstDateTime,
																																	this.label1,
																																	this.ticker,
																																	this.start});
			this.Name = "OneRankForm";
			this.Text = "OneRankForm";
			this.ResumeLayout(false);

		}
		#endregion

		private void textBox1_TextChanged(object sender, System.EventArgs e)
		{
		
		}

		private void label1_Click(object sender, System.EventArgs e)
		{
		
		}

		#region start_Click
		private void start_Click_initializeAccount()
		{
			HistoricalEndOfDayTimer historicalEndOfDayTimer =
				new IndexBasedEndOfDayTimer(
				new EndOfDayDateTime( this.firstDateTime.Value ,
				EndOfDaySpecificTime.MarketOpen ) , this.ticker.Text );

			//			with IB commission
			//			this.account = new Account( "MSFT" , historicalEndOfDayTimer ,
			//				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
			//				this.historicalQuoteProvider ) ,
			//				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
			//				this.historicalQuoteProvider ) ,
			//				new IBCommissionManager() );

			//			with no commission
			this.account = new Account( this.ticker.Text , historicalEndOfDayTimer ,
				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
				this.historicalQuoteProvider ) ,
				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
				this.historicalQuoteProvider ) );
		}
		private void start_Click(object sender, System.EventArgs e)
		{
			start_Click_initializeAccount();
			OneRank oneRank = new OneRank( this.account , this.lastDateTime.Value );
			Report report = new Report( this.account , this.historicalQuoteProvider );
			report.Create( "WFT One Rank" , 1 ,
				new EndOfDayDateTime( this.lastDateTime.Value ,
				EndOfDaySpecificTime.MarketClose ) ,
				this.ticker.Text );
			report.Show();
		}
		#endregion
	}
}

[Quantproject-developers] QuantProject/b1_ADT EstimatedObject.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22606/b1_ADT

Added Files:
	EstimatedObject.cs 
Log Message:
An object along with its estimation

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

EstimatedObject.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;

namespace QuantProject.ADT
{
	/// <summary>
	/// An object along with its estimation
	/// </summary>
	public class EstimatedObject : IComparable
	{
		private object objectToBeEstimated;
		private IComparable estimation;

		public object ObjectToBeEstimated
		{
			get { return this.objectToBeEstimated; }
		}
		public IComparable Estimation
		{
			get { return this.estimation; }
		}

		public EstimatedObject( object objectToBeEstimated , IComparable estimation )
		{
			this.objectToBeEstimated = objectToBeEstimated;
			this.estimation = estimation;
		}

		public int CompareTo( object obj )
		{
			int returnValue = -5;
			try
			{
				returnValue = this.estimation.CompareTo( ((EstimatedObject)obj).Estimation );
			}
			catch (Exception ex)
			{
				string message = ex.Message;
			}
			return returnValue;
		}
	}
}

[Quantproject-developers] QuantProject/b7_Scripts b7_Scripts.csproj,1.27,1.28

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21269/b7_Scripts

Modified Files:
	b7_Scripts.csproj 
Log Message:
SimpleTesting\OneRank\OneRankForm.cs has been added

Index: b7_Scripts.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/b7_Scripts.csproj,v
retrieving revision 1.27
retrieving revision 1.28
diff -C2 -d -r1.27 -r1.28
*** b7_Scripts.csproj	2 Jun 2005 18:00:48 -0000	1.27
--- b7_Scripts.csproj	7 Jun 2005 15:09:35 -0000	1.28
***************
*** 139,142 ****
--- 139,152 ----
                  />
                  <File
+                     RelPath = "SimpleTesting\OneRank\OneRankForm.cs"
+                     SubType = "Form"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "SimpleTesting\OneRank\OneRankForm.resx"
+                     DependentUpon = "OneRankForm.cs"
+                     BuildAction = "EmbeddedResource"
+                 />
+                 <File
                      RelPath = "SimpleTesting\OneRank\RunOneRank.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b1_ADT b1_ADT.csproj,1.15,1.16

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20610/b1_ADT

Modified Files:
	b1_ADT.csproj 
Log Message:
EstimatedObject.cs has been added

Index: b1_ADT.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/b1_ADT.csproj,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** b1_ADT.csproj	26 May 2005 22:52:28 -0000	1.15
--- b1_ADT.csproj	7 Jun 2005 15:08:13 -0000	1.16
***************
*** 103,106 ****
--- 103,111 ----
                  />
                  <File
+                     RelPath = "EstimatedObject.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "ExtendedDataTable.cs"
                      SubType = "Component"

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows MaxEquityDrawDown.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19891/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	MaxEquityDrawDown.cs 
Log Message:
Bug fixed. Max Draw Down is properly computed, now

Index: MaxEquityDrawDown.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/MaxEquityDrawDown.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** MaxEquityDrawDown.cs	15 Feb 2005 19:09:03 -0000	1.2
--- MaxEquityDrawDown.cs	7 Jun 2005 15:06:21 -0000	1.3
***************
*** 17,22 ****
      {
        this.maxEquityValue = Math.Max( this.maxEquityValue , (double)dataRow[ "AccountValue" ] );
!       this.drawDown =
!         Math.Max( this.drawDown , this.maxEquityValue - (double)dataRow[ "AccountValue" ] );
      }
      private void setDrawDown()
--- 17,23 ----
      {
        this.maxEquityValue = Math.Max( this.maxEquityValue , (double)dataRow[ "AccountValue" ] );
!       this.drawDown = Math.Max( this.drawDown ,
! 				( ( this.maxEquityValue - (double)dataRow[ "AccountValue" ] ) /
! 				this.maxEquityValue ) );
      }
      private void setDrawDown()
***************
*** 32,37 ****
        this.rowDescription = "Max equity drawdown (%)";
        setDrawDown();
!       this.rowValue = this.drawDown/this.maxEquityValue*100;
! 
      }
  	}
--- 33,37 ----
        this.rowDescription = "Max equity drawdown (%)";
        setDrawDown();
!       this.rowValue = this.drawDown*100;
      }
  	}

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm Report.cs,1.12,1.13

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv18436/b5_Presentation/Reporting/WindowsForm

Modified Files:
	Report.cs 
Log Message:
Added the AccountReport property

Index: Report.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm/Report.cs,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** Report.cs	4 Jun 2005 15:17:32 -0000	1.12
--- Report.cs	7 Jun 2005 13:54:42 -0000	1.13
***************
*** 47,50 ****
--- 47,60 ----
      private SaveFileDialog saveFileDialog;
  
+ 		public AccountReport AccountReport
+ 		{
+ 			get
+ 			{
+ 				AccountReport returnValue = this.accountReport;
+ 				if ( this.accountReport == null )
+ 					throw new Exception( "The AccountReport has not been created yet!" );
+ 				return returnValue;
+ 			}
+ 		}
  		public ReportGrid TransactionGrid
  		{
***************
*** 63,66 ****
--- 73,77 ----
  			this.account = this.accountReport.Account;
  			this.initializeComponent();
+ 			this.create_populateForm();
  		}
  		

[Quantproject-developers] QuantProject/b1_ADT/Statistics NormalDistribution.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Statistics
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22873/b1_ADT/Statistics

Modified Files:
	NormalDistribution.cs 
Log Message:
Fixed bug in the constructor method for the normal distribution class (the standard deviation must be > 0; otherwise an exception is raised)
In addition, new exceptions are now raised in some methods of the class, for gaining more control on the code


Index: NormalDistribution.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Statistics/NormalDistribution.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** NormalDistribution.cs	14 Apr 2005 18:28:24 -0000	1.3
--- NormalDistribution.cs	2 Jun 2005 18:11:37 -0000	1.4
***************
*** 43,47 ****
  	  public NormalDistribution(double average, double stdDeviation)
      {
!     	if(stdDeviation < 0)
      		throw new Exception("Standard deviation must be > 0!");
      	
--- 43,47 ----
  	  public NormalDistribution(double average, double stdDeviation)
      {
!     	if(stdDeviation <= 0)
      		throw new Exception("Standard deviation must be > 0!");
      	
***************
*** 60,64 ****
      public double GetProbabilityDensityValue(double x)
      {
!     	double y;
      	y = Math.Pow(Math.E,(-Math.Pow(x-this.average,2)
      	             /(2*this.stdDeviation*this.stdDeviation)))
--- 60,67 ----
      public double GetProbabilityDensityValue(double x)
      {
!     	if(Double.IsInfinity(x) || Double.IsNaN(x))
!     		throw new Exception("Density value of x is not computable!");
!     	
!     	double y = 0;
      	y = Math.Pow(Math.E,(-Math.Pow(x-this.average,2)
      	             /(2*this.stdDeviation*this.stdDeviation)))
***************
*** 74,78 ****
   		public double GetProbability(double y)
      {
!      	return this.GetProbability(-this.infinity, y);
      }
      
--- 77,83 ----
   		public double GetProbability(double y)
      {
!      	if(Double.IsInfinity(y) || Double.IsNaN(y))
!     		throw new Exception("Prob(Y<y) is not computable!");
!  			return this.GetProbability(-this.infinity, y);
      }
      
***************
*** 83,89 ****
   		public double GetProbability(double a, double b)
      {
!      	return 
       	CalculusApproximation.GetArea((IPdfDefiner)this,a,b,
!      	                           this.numOfIntervalsForPDFIntegralApproximation);
      }
      
--- 88,98 ----
   		public double GetProbability(double a, double b)
      {
!      	if( Double.IsInfinity(a) || Double.IsNaN(a) ||
!  			    Double.IsInfinity(b) || Double.IsNaN(b) )
!     				throw new Exception("Prob(a<Y<b) is not computable!");
!  			
!  			return
       	CalculusApproximation.GetArea((IPdfDefiner)this,a,b,
!      	                           		this.numOfIntervalsForPDFIntegralApproximation);
      }
      

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.25,1.26

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19794/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
Fixed bug in the isAtLeastOneValueChanged method (the method is used by the TickerDownloader object)

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** Quotes.cs	4 May 2005 18:25:51 -0000	1.25
--- Quotes.cs	2 Jun 2005 18:06:17 -0000	1.26
***************
*** 318,355 ****
      
      #region IsAdjustedCloseToCloseRatioChanged
  
      private static bool isAtLeastOneValueChanged(DataTable tableDB, DataTable tableSource)
                                                            
      {
!       try
        {
!         int numRows = tableDB.Rows.Count;
!         DateTime date;
!         float adjCTCInDatabase;
!         float adjCTCInSource;
!         double absoluteDifference;
!         DataRow rowToCheck;
!         for(int i = 0;i != numRows;i++)
          {
!           date = (DateTime)tableDB.Rows[i][Quotes.Date];
!           adjCTCInDatabase = (float)tableDB.Rows[i][Quotes.AdjustedCloseToCloseRatio];
!           rowToCheck = tableSource.Rows.Find(date);
!           if(rowToCheck != null)
!           {
!             adjCTCInSource = (float)rowToCheck[Quotes.AdjustedCloseToCloseRatio];
!             absoluteDifference = Math.Abs(adjCTCInDatabase - adjCTCInSource);
!             if(absoluteDifference > ConstantsProvider.MaxDifferenceForCloseToCloseRatios )
!               {
!                 Quotes.DateWithDifferentCloseToClose = date;
!                 return true;
!               }
!           }
          }
        }
!       catch(Exception ex)
!       {
!         string notUsed = ex.ToString();
!       }
!       return false;
      }             
  
--- 318,356 ----
      
      #region IsAdjustedCloseToCloseRatioChanged
+     
+     private static void isAtLeastOneValueChanged_setPrimaryKey(DataTable tableToBeSet)
+     {
+       DataColumn[] columnPrimaryKeys = new DataColumn[1];
+       columnPrimaryKeys[0] = tableToBeSet.Columns[Quotes.Date];
+       tableToBeSet.PrimaryKey = columnPrimaryKeys;
+     }
  
      private static bool isAtLeastOneValueChanged(DataTable tableDB, DataTable tableSource)
                                                            
      {
!       bool returnValue = false;
!       int numRows = tableDB.Rows.Count;
!       DateTime date;
!       float adjCTCInDatabase, adjCTCInSource;
!       double absoluteDifference;
!       DataRow rowToCheck;
!       for(int i = 0;i != numRows;i++)
        {
!         date = (DateTime)tableDB.Rows[i][Quotes.Date];
!         adjCTCInDatabase = (float)tableDB.Rows[i][Quotes.AdjustedCloseToCloseRatio];
!         isAtLeastOneValueChanged_setPrimaryKey(tableSource);
!         rowToCheck = tableSource.Rows.Find(date);
!         if(rowToCheck != null)
          {
!           adjCTCInSource = (float)rowToCheck[Quotes.AdjustedCloseToCloseRatio];
!           absoluteDifference = Math.Abs(adjCTCInDatabase - adjCTCInSource);
!           if(absoluteDifference > ConstantsProvider.MaxDifferenceForCloseToCloseRatios )
!             {
!               Quotes.DateWithDifferentCloseToClose = date;
!               returnValue = true;
!             }
          }
        }
!       return returnValue;
      }