quantproject-developers

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

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22428/b1_ADT

Modified Files:
	ConstantsProvider.cs 
Log Message:
- MinForDifferentGains has been changed to a more reasonable value

Index: ConstantsProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ConstantsProvider.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** ConstantsProvider.cs	17 Apr 2005 23:05:42 -0000	1.8
--- ConstantsProvider.cs	24 Apr 2005 16:21:39 -0000	1.9
***************
*** 23,27 ****
      public static double MaxDifferenceForCloseToCloseRatios = 0.005;
  		// threshold above which the equity line gain and the benchmark gain are considered different
! 		public static double MinForDifferentGains = 0.01;
      // max num days allowed by the data source (yahoo)
      public static double MaxNumDaysDownloadedAtEachConnection = 200;
--- 23,27 ----
      public static double MaxDifferenceForCloseToCloseRatios = 0.005;
  		// threshold above which the equity line gain and the benchmark gain are considered different
! 		public static double MinForDifferentGains = 0.0003;
      // max num days allowed by the data source (yahoo)
      public static double MaxNumDaysDownloadedAtEachConnection = 200;

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank RunWalkForwardOneRank.cs,1.8,1.9

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6436/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	RunWalkForwardOneRank.cs 
Log Message:
- The progress bar form is in a new thread now (far better now)
- IWalkForwardProgressNotifier interface is implemented
( InSampleNewProgress and OutOfSampleNewProgress events
are exposed now)


Index: RunWalkForwardOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/RunWalkForwardOneRank.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** RunWalkForwardOneRank.cs	30 Mar 2005 23:40:59 -0000	1.8
--- RunWalkForwardOneRank.cs	24 Apr 2005 15:52:23 -0000	1.9
***************
*** 24,27 ****
--- 24,29 ----
  using System.Collections;
  using System.Data;
+ using System.Threading;
+ 
  using QuantProject.ADT;
  using QuantProject.ADT.FileManaging;
***************
*** 44,48 ****
  	/// when a fixed time span has elapsed.
  	/// </summary>
! 	public class RunWalkForwardOneRank : Script
  	{
  		private IHistoricalQuoteProvider historicalQuoteProvider =
--- 46,50 ----
  	/// when a fixed time span has elapsed.
  	/// </summary>
! 	public class RunWalkForwardOneRank : Script , IWalkForwardProgressNotifier
  	{
  		private IHistoricalQuoteProvider historicalQuoteProvider =
***************
*** 63,67 ****
  		public RunWalkForwardOneRank()
  		{
- 			this.progressBarForm = new ProgressBarForm();
  			this.reportTable = new ReportTable( "Summary_Reports" );
  			this.startDateTime = new EndOfDayDateTime(
--- 65,68 ----
***************
*** 71,74 ****
--- 72,79 ----
  			this.numIntervalDays = 1;
  		}
+ 
+ 		public event NewProgressEventHandler InSampleNewProgress;
+ 		public event NewProgressEventHandler OutOfSampleNewProgress;
+ 
      #region Run
  		private void run_initializeEndOfDayTimer()
***************
*** 95,101 ****
  			Object sender , NewProgressEventArgs eventArgs )
  		{
! 			this.progressBarForm.ProgressBarInSample.Value = eventArgs.CurrentProgress;
! 			this.progressBarForm.ProgressBarInSample.Refresh();
  		}
  		private void run_initializeProgressHandlers()
  		{
--- 100,118 ----
  			Object sender , NewProgressEventArgs eventArgs )
  		{
! 			this.InSampleNewProgress( this , eventArgs );
  		}
+ 		#region
+ 		private void run_initializeProgressBar_newThread()
+ 		{
+ 			this.progressBarForm = new ProgressBarForm( this );
+ 			this.progressBarForm.ShowDialog();
+ 		}
+ 		private void run_initializeProgressBar()
+ 		{
+ 			Thread thread = new Thread(new ThreadStart(run_initializeProgressBar_newThread));
+ //			thread.IsBackground = true;
+ 			thread.Start();
+ 		}
+ 		#endregion
  		private void run_initializeProgressHandlers()
  		{
***************
*** 115,121 ****
  			{
  				// a new out of sample time percentage point has been elapsed
! 				this.progressBarForm.ProgressBarOutOfSample.Value =
! 					Convert.ToInt16( Math.Floor( elapsedDays / totalDays * 100 ) );
! 				this.progressBarForm.ProgressBarOutOfSample.Refresh();
  			}
  		}
--- 132,139 ----
  			{
  				// a new out of sample time percentage point has been elapsed
! 				int currentProgress = Convert.ToInt16( Math.Floor( elapsedDays / totalDays * 100 ) );
! 				NewProgressEventArgs newProgressEventArgs =
! 					new NewProgressEventArgs( currentProgress , 100 );
! 				this.OutOfSampleNewProgress( this , newProgressEventArgs );
  			}
  		}
***************
*** 134,138 ****
  				// the simulation has reached the ending date
  				this.account.EndOfDayTimer.Stop();
! 				this.progressBarForm.Close();
  				ObjectArchiver.Archive( this.account ,
  					@"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" );
--- 152,156 ----
  				// the simulation has reached the ending date
  				this.account.EndOfDayTimer.Stop();
! //				this.progressBarForm.Close();
  				ObjectArchiver.Archive( this.account ,
  					@"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" );
***************
*** 151,154 ****
--- 169,173 ----
  			run_initializeAccount();
  			run_initializeEndOfDayTimerHandler();
+ 			run_initializeProgressBar();
  			run_initializeProgressHandlers();
  			this.endOfDayTimer.MarketOpen +=
***************
*** 163,167 ****
  				new FiveMinutesBeforeMarketCloseEventHandler(
  				this.endOfDayTimerHandler.FiveMinutesBeforeMarketCloseEventHandler );
! 			this.progressBarForm.Show();
  			this.endOfDayTimer.Start();
  		}
--- 182,186 ----
  				new FiveMinutesBeforeMarketCloseEventHandler(
  				this.endOfDayTimerHandler.FiveMinutesBeforeMarketCloseEventHandler );
! //			this.progressBarForm.Show();
  			this.endOfDayTimer.Start();
  		}

[Quantproject-developers] QuantProject/b7_Scripts b7_Scripts.csproj,1.24,1.25

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5446/b7_Scripts

Modified Files:
	b7_Scripts.csproj 
Log Message:
Added WalkForwardTesting\WalkForwardOneRank\IWalkForwardProgressNotifier.cs

Index: b7_Scripts.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/b7_Scripts.csproj,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** b7_Scripts.csproj	11 Apr 2005 18:52:32 -0000	1.24
--- b7_Scripts.csproj	24 Apr 2005 15:49:03 -0000	1.25
***************
*** 234,237 ****
--- 234,242 ----
                  />
                  <File
+                     RelPath = "WalkForwardTesting\WalkForwardOneRank\IWalkForwardProgressNotifier.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "WalkForwardTesting\WalkForwardOneRank\ProgressBarForm.cs"
                      SubType = "Form"

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank IWalkForwardProgressNotifier.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5185/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Added Files:
	IWalkForwardProgressNotifier.cs 
Log Message:
Interface to be implemented by time consuming walk forwarding scripts

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

IWalkForwardProgressNotifier.cs
Copyright (C) 2004 
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;

using QuantProject.ADT;

namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank
{
	/// <summary>
	/// Interface to be implemented by time consuming walk forwarding scripts
	/// </summary>
	public interface IWalkForwardProgressNotifier
	{
		event NewProgressEventHandler InSampleNewProgress;
		event NewProgressEventHandler OutOfSampleNewProgress;
	}
}

[Quantproject-developers] QuantProject/b4_Business b4_Business.csproj,1.23,1.24

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5207/b4_Business

Modified Files:
	b4_Business.csproj 
Log Message:
The project file now points to Account.cs to the right position

Index: b4_Business.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/b4_Business.csproj,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** b4_Business.csproj	17 Apr 2005 23:03:07 -0000	1.23
--- b4_Business.csproj	20 Apr 2005 17:39:40 -0000	1.24
***************
*** 258,261 ****
--- 258,266 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\Account.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\AccountReportRecord.cs"
                      SubType = "Code"
***************
*** 443,451 ****
                  />
                  <File
-                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\Tables\Account.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\Tables\Equity.cs"
                      SubType = "Code"
--- 448,451 ----

[Quantproject-developers] QuantDownloader/Downloader/TickerSelectors TickerSelectorForm.cs,1.13,1.14

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26416/Downloader/TickerSelectors

Modified Files:
	TickerSelectorForm.cs 
Log Message:
Updated visual interface for ITickerSelector objects

Index: TickerSelectorForm.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerSelectorForm.cs,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** TickerSelectorForm.cs	14 Apr 2005 18:40:05 -0000	1.13
--- TickerSelectorForm.cs	19 Apr 2005 18:44:52 -0000	1.14
***************
*** 588,592 ****
              this.dateTimePickerLastDate.Value, Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text));
          else
!         	returnValue = new SelectorByWinningOpenToClose(this.textBoxGroupID.Text,
              this.checkBoxASCMode.Checked, this.dateTimePickerFirstDate.Value,
              this.dateTimePickerLastDate.Value, Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text));
--- 588,592 ----
              this.dateTimePickerLastDate.Value, Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text));
          else
!         	returnValue = new SelectorByWinningOpenToClose(this.tableOfSelectedTickers,
              this.checkBoxASCMode.Checked, this.dateTimePickerFirstDate.Value,
              this.dateTimePickerLastDate.Value, Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text));

[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting GenomeManagerForEfficientPortfolio.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19749/b7_Scripts/TickerSelectionTesting

Modified Files:
	GenomeManagerForEfficientPortfolio.cs 
Log Message:
Fixed bug in GetFitnessValue method. Now short portfolios should be correctly computed.

Index: GenomeManagerForEfficientPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientPortfolio.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** GenomeManagerForEfficientPortfolio.cs	14 Apr 2005 18:38:28 -0000	1.5
--- GenomeManagerForEfficientPortfolio.cs	19 Apr 2005 18:33:43 -0000	1.6
***************
*** 126,130 ****
  	      else//only short orders are permitted
  	      	//returnValue = normal.GetProbability(-this.targetPerformance*1.25,-this.targetPerformance*0.75);
! 	      	returnValue = normal.GetProbability(this.targetPerformance);
        }
        return returnValue;
--- 126,130 ----
  	      else//only short orders are permitted
  	      	//returnValue = normal.GetProbability(-this.targetPerformance*1.25,-this.targetPerformance*0.75);
! 	      	returnValue = normal.GetProbability(-this.targetPerformance);
        }
        return returnValue;

[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByWinningOpenToClose.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv18801/b3_Data/Selectors

Modified Files:
	SelectorByWinningOpenToClose.cs 
Log Message:
SelectorByWinningOpenToClose class has been completed now

Index: SelectorByWinningOpenToClose.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByWinningOpenToClose.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** SelectorByWinningOpenToClose.cs	14 Apr 2005 18:33:22 -0000	1.1
--- SelectorByWinningOpenToClose.cs	19 Apr 2005 18:31:19 -0000	1.2
***************
*** 69,76 ****
     
        if(this.setOfTickersToBeSelected == null)
!         return QuantProject.DataAccess.Tables.Quotes.GetTickersByWinningOpenToClose(this.isOrderedInASCMode,
                    this.groupID, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers);        
        else
!       	return new DataTable();
      }
      public void SelectAllTickers()
--- 69,77 ----
     
        if(this.setOfTickersToBeSelected == null)
!         return QuantProject.DataAccess.Tables.Quotes.GetTickersByOpenToCloseWinningDays(this.isOrderedInASCMode,
                    this.groupID, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers);        
        else
!       	return QuantProject.Data.DataTables.Quotes.GetTickersByOpenToCloseWinningDays(this.isOrderedInASCMode,
!                   this.setOfTickersToBeSelected, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers); 
      }
      public void SelectAllTickers()

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Quotes.cs,1.23,1.24

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv17822/b2_DataAccess/Tables

Modified Files:
	Quotes.cs 
Log Message:
Added and fixed methods for the SelectorByWinningOpenToClose class.

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v
retrieving revision 1.23
retrieving revision 1.24
diff -C2 -d -r1.23 -r1.24
*** Quotes.cs	14 Apr 2005 18:33:05 -0000	1.23
--- Quotes.cs	19 Apr 2005 18:30:40 -0000	1.24
***************
*** 591,599 ****
  
      /// <summary>
!     /// returns tickers having raw close greater than raw open 
!     /// at the given interval of days (within the given group of tickers).
!     /// Tickers are ordered by raw close to open ratio.
      /// </summary>
!     public static DataTable GetTickersByWinningOpenToClose( bool orderInASCMode, string groupID,
                                                      DateTime firstQuoteDate,
                                 											DateTime lastQuoteDate,
--- 591,599 ----
  
      /// <summary>
!     /// returns tickers counting how many times raw close is greater than raw open 
!     /// for the given interval of days (within the given group of tickers).
!     /// Tickers are ordered by the number of days  raw open is greater than raw close
      /// </summary>
!     public static DataTable GetTickersByOpenToCloseWinningDays( bool orderInASCMode, string groupID,
                                                      DateTime firstQuoteDate,
                                 											DateTime lastQuoteDate,
***************
*** 601,605 ****
      {
        string sql = "SELECT TOP " + maxNumOfReturnedTickers + " quotes.quTicker, tickers.tiCompanyName, " +
!                   "quotes.quClose/quotes.quOpen AS CloseToOpenRatio " +
        						"FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " +
                    "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " +
--- 601,605 ----
      {
        string sql = "SELECT TOP " + maxNumOfReturnedTickers + " quotes.quTicker, tickers.tiCompanyName, " +
!                   "Count(quotes.quClose) AS CloseToOpenWinningDays " +
        						"FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " +
                    "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " +
***************
*** 608,612 ****
                    "AND " + "tickers_tickerGroups.ttTgId='" + groupID + "' " +
        						"AND " + "quotes.quClose > quotes.quOpen " +
!                   "ORDER BY quotes.quClose/quotes.quOpen";
        string sortDirection = " DESC";
        if(orderInASCMode)
--- 608,613 ----
                    "AND " + "tickers_tickerGroups.ttTgId='" + groupID + "' " +
        						"AND " + "quotes.quClose > quotes.quOpen " +
!                   "GROUP BY quotes.quTicker, tickers.tiCompanyName " +
!                   "ORDER BY Count(quotes.quClose)";
        string sortDirection = " DESC";
        if(orderInASCMode)
***************
*** 785,788 ****
--- 786,815 ----
       }
      
+ 	  /// <summary>
+     /// Returns number of days for which raw close was greater than raw open 
+     /// for the given interval of days (for the given ticker).
+     /// </summary>
+     public static int GetNumberOfOpenToCloseWinningDays(string ticker,
+                                                    DateTime firstQuoteDate,
+                                										 DateTime lastQuoteDate)
+     {
+       DataTable dt;
+       int returnValue = 0;
+     	string sql = "SELECT Count(quotes.quClose) AS CloseToOpenWinningDays " +
+       						"FROM quotes WHERE " + 
+     							"quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " +
+                   "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " +
+                   "AND " + "quotes.quTicker='" + ticker + "' " +
+     							"AND quotes.quClose > quotes.quOpen";
+     	
+      	dt = SqlExecutor.GetDataTable( sql );
+      	if(dt.Rows.Count > 0)
+      		returnValue = (int)dt.Rows[0][0];
+      	
+      	return returnValue;
+     }
+ 	
+ 	
+ 	
  		#region GetHashValue
  		private string getHashValue_getQuoteString_getRowString_getSingleValueString( Object value )

[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.14,1.15

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv17822/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Added and fixed methods for the SelectorByWinningOpenToClose class.

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** Quotes.cs	30 Mar 2005 16:02:54 -0000	1.14
--- Quotes.cs	19 Apr 2005 18:30:48 -0000	1.15
***************
*** 339,343 ****
        }
      }
! 		private History history;
  
  		/// <summary>
--- 339,369 ----
        }
      }
! 		
!     /// <summary>
!     /// returns tickers counting how many times raw close is greater than raw open 
!     /// for the given interval of days (within the given table of tickers).
!     /// Tickers are ordered by the number of days raw open is greater than raw close
!     /// </summary>
!     public static DataTable GetTickersByOpenToCloseWinningDays( bool orderByASC,
!                                                   DataTable setOfTickers,
!                                                   DateTime firstQuoteDate,
!                                                   DateTime lastQuoteDate,
!                                                   long maxNumOfReturnedTickers)
!     {
!       if(!setOfTickers.Columns.Contains("NumOpenCloseWinningDays"))
!         setOfTickers.Columns.Add("NumOpenCloseWinningDays", System.Type.GetType("System.Double"));
!       foreach(DataRow row in setOfTickers.Rows)
!       {
!         row["NumOpenCloseWinningDays"] = 
!             QuantProject.DataAccess.Tables.Quotes.GetNumberOfOpenToCloseWinningDays((string)row[0],
!         	                                                                        firstQuoteDate, lastQuoteDate);
!       }
!       DataTable returnValue = ExtendedDataTable.CopyAndSort(setOfTickers,"NumOpenCloseWinningDays", orderByASC);
!       ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
!       return returnValue;
!     }
!     
!     
!     private History history;
  
  		/// <summary>

[Quantproject-developers] QuantProject/b4_Business Business.prjx,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv16820/b4_Business

Modified Files:
	Business.prjx 
Log Message:
Updated #develope project files.

Index: Business.prjx
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/Business.prjx,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Business.prjx	11 Apr 2005 18:45:48 -0000	1.2
--- Business.prjx	19 Apr 2005 18:26:57 -0000	1.3
***************
*** 84,87 ****
--- 84,91 ----
      <File name=".\a4_Scripting\Script.cs" subtype="Code" buildaction="Compile" dependson="" data="" />
      <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\BenchmarkPercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" />
+     <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberLosingPeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" />
+     <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningPeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" />
+     <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\PercentageWinningPeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" />
+     <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberEvenPeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" />
    </Contents>
    <References>

[Quantproject-developers] QuantProject/b1_ADT ADT.prjx,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv16820/b1_ADT

Modified Files:
	ADT.prjx 
Log Message:
Updated #develope project files.

Index: ADT.prjx
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ADT.prjx,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ADT.prjx	17 Mar 2005 18:45:02 -0000	1.1
--- ADT.prjx	19 Apr 2005 18:26:57 -0000	1.2
***************
*** 28,31 ****
--- 28,33 ----
      <File name=".\Statistics\IPdfDefiner.cs" subtype="Code" buildaction="Compile" dependson="" data="" />
      <File name=".\Statistics\NormalDistribution.cs" subtype="Code" buildaction="Compile" dependson="" data="" />
+     <File name=".\Histories\PreviousInterpolator.cs" subtype="Code" buildaction="Compile" dependson="" data="" />
+     <File name=".\Histories\IInterpolatonMethod.cs" subtype="Code" buildaction="Compile" dependson="" data="" />
    </Contents>
    <References />

Re: [Quantproject-developers] Re: [Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientPortfolio

[Marco M. <mar...@li...>]

>>Purtroppo ci mette una VALANGA di tempo.
>>Non a caso, infatti, il file config viene letto all'avvio e poi non vie=
ne=20
>>pi=F9 cunato.
>>
>>Allora come si potrebbe fare?

>Apri una finestra con un pulsante. Se si preme il pulsante, salva il rep=
ort=20
>fino al punto elaborato e poi si ferma.

Insomma, tra un po' bisogner=E0 sporcarsi le mani con la programmazione=20
multi - thread ...
(perch=E8 mi sembra che di questo si tratti, o no?)

Mi =E8 venuto in mente che si potrebbe anche mettere un tempo massimo di=20
esecuzione (poniamo 50 ore):
se mi sono stufato e non ha ancora finito, sposto l'ora in avanti in modo=
 da=20
fargli superare il limite, cos=EC si ferma e mi
salva il report fino a quel punto.

Vedi qualche controindicazione ?

Re: [Quantproject-developers] Re: [Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientPortfolio

[Glauco S. <gl...@my...>]

At 12:54 PM 4/18/2005 +0200, you wrote:

>Purtroppo ci mette una VALANGA di tempo.
>Non a caso, infatti, il file config viene letto all'avvio e poi non viene=
=20
>pi=F9 cunato.
>
>Allora come si potrebbe fare?

Apri una finestra con un pulsante. Se si preme il pulsante, salva il report=
=20
fino al punto elaborato e poi si ferma.

Re: [Quantproject-developers] Re: [Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientPortfolio

[marco\.milletti\@l <mar...@li...>]

> At 11:16 PM 4/17/2005 +0200, you wrote:
> >Ho semplicemente aggiunto u=
na modifica al codice del mio script in cui dico:
> >"ferma il timer qua=
ndo la data finale =E8 raggiunta oppure se esiste un certo
> >file (uno =
qualunque: basta che sia un file con quel certo nome ...) nella
> >direc=
tory dell'exe".
> 
> Occhio che se deve controllare ogni volta l'esiste=
nza di un file, temo che 
> impieghi un sacco di tempo (deve accedere a =
disco). Mi saprai dire.

Purtroppo ci mette una VALANGA di tempo.
Non =
a caso, infatti, il file config viene letto all'avvio e poi non viene pi=F9=
 cunato.

Allora come si potrebbe fare?

> >Se aggiungo 'sto file, lo=
 script si interrompe e il report viene
> >serializzato fino a quel punt=
o (come se la data
> >finale fosse effettivamente raggiunta).
> >Beh, e=
ffettivamente non  ho pensato a fermare l'esecuzione per poi
> >riprende=
rla dal punto interrotto ... ma credo che si potrebbe fare.
> >Basterebb=
e serializzare l'account per poi passarlo allo script e quindi
> >ripren=
dere da quel punto.
> >
> >
> >
> >
> >
> >------------------------=
-------------------------------
> >SF email is sponsored by - The IT Pro=
duct Guide
> >Read honest & candid reviews on hundreds of IT Products fr=
om real users.
> >Discover which products truly live up to the hype. Sta=
rt reading now.
> >_______________________________________________
> >Q=
uantproject-developers mailing list
> >Qua...@li...=
rceforge.net
> >https://lists.sourceforge.net/lists/listinfo/quantprojec=
t-developers
> 
> 
> 
> ---------------------------------------------=
----------
> SF email is sponsored by - The IT Product Guide
> Read hon=
est & candid reviews on hundreds of IT Products from real users.
> Disco=
ver which products truly live up to the hype. Start reading now.
> http:=
//ads.osdn.com/?ad_ide95&alloc_id=14396&op=0A=0A=0A=0A___________________=
_________________________________________=0A6X velocizzare la tua navigaz=
ione a 56k? 6X Web Accelerator di Libero!=0AScaricalo su INTERNET GRATIS =
6X http://www.libero.it=0A

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows NumberWinningPeriods.cs,1.1,1.2

[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-serv3889/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	NumberWinningPeriods.cs 
Log Message:
Single type values are converted to double, now.

Index: NumberWinningPeriods.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/NumberWinningPeriods.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** NumberWinningPeriods.cs	17 Apr 2005 22:11:22 -0000	1.1
--- NumberWinningPeriods.cs	17 Apr 2005 23:15:15 -0000	1.2
***************
*** 44,50 ****
  				(double)this.summary.AccountReport.EquityHistory.GetByIndex( i );
  			double benchmarkGain =
! 				( (double)this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i + 1 ) -
! 				(double)this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i ) ) /
! 				(double)this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i );
  			if ( ( equityHistoryGain - benchmarkGain ) > ConstantsProvider.MinForDifferentGains )
  				this.summary.NumberWinningPeriods++;
--- 44,50 ----
  				(double)this.summary.AccountReport.EquityHistory.GetByIndex( i );
  			double benchmarkGain =
! 				( Convert.ToDouble( this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i + 1 ) ) -
! 				Convert.ToDouble( this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i ) ) ) /
! 				Convert.ToDouble( this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i ) );
  			if ( ( equityHistoryGain - benchmarkGain ) > ConstantsProvider.MinForDifferentGains )
  				this.summary.NumberWinningPeriods++;

[Quantproject-developers] QuantProject/b1_ADT ConstantsProvider.cs,1.7,1.8

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv30941/b1_ADT

Modified Files:
	ConstantsProvider.cs 
Log Message:
- added MinForDifferentGains

Index: ConstantsProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ConstantsProvider.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** ConstantsProvider.cs	1 Aug 2004 00:28:54 -0000	1.7
--- ConstantsProvider.cs	17 Apr 2005 23:05:42 -0000	1.8
***************
*** 22,25 ****
--- 22,27 ----
      public static double MaxDifferenceForAdjustedValues = 0.01;
      public static double MaxDifferenceForCloseToCloseRatios = 0.005;
+ 		// threshold above which the equity line gain and the benchmark gain are considered different
+ 		public static double MinForDifferentGains = 0.01;
      // max num days allowed by the data source (yahoo)
      public static double MaxNumDaysDownloadedAtEachConnection = 200;

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs,1.14,1.15

[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-serv30722/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Summary.cs 
Log Message:
- added NumberWinningPeriods
- added NumberLosingPeriods
- added NumberEvenPeriods
- added PercentageWinningPeriods

Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** Summary.cs	30 Mar 2005 23:40:59 -0000	1.14
--- Summary.cs	17 Apr 2005 23:05:02 -0000	1.15
***************
*** 19,23 ****
      private double totalPnl;
      private double benchmarkPercentageReturn;
!     private double finalAccountValue;
      private long intervalDays;
  		private MaxEquityDrawDown maxEquityDrawDown;
--- 19,23 ----
      private double totalPnl;
      private double benchmarkPercentageReturn;
! 		private double finalAccountValue;
      private long intervalDays;
  		private MaxEquityDrawDown maxEquityDrawDown;
***************
*** 56,59 ****
--- 56,69 ----
      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
  		{
***************
*** 145,151 ****
        getSummary_setRow( new TotalNetProfit( this ) , summaryDataTable );
        getSummary_setRow( new ReturnOnAccount( this ) , summaryDataTable );
!       getSummary_setRow( new BenchmarkPercentageReturn( this , this.historicalQuoteProvider ) ,
  				summaryDataTable );
!       getSummary_setRow( new AnnualSystemPercentageReturn( this ) , summaryDataTable );
  			this.maxEquityDrawDown = new MaxEquityDrawDown( this );
        getSummary_setRow( this.maxEquityDrawDown , summaryDataTable );
--- 155,166 ----
        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 );

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm SummaryTabPage.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv30722/b5_Presentation/Reporting/WindowsForm

Modified Files:
	SummaryTabPage.cs 
Log Message:
- added NumberWinningPeriods
- added NumberLosingPeriods
- added NumberEvenPeriods
- added PercentageWinningPeriods

Index: SummaryTabPage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm/SummaryTabPage.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** SummaryTabPage.cs	30 Mar 2005 23:40:58 -0000	1.4
--- SummaryTabPage.cs	17 Apr 2005 23:05:02 -0000	1.5
***************
*** 35,39 ****
  	{
  		// constant values for label's placement
! 		private int labelRows = 8;
  		private int xForLabels = 17;
  		private int textLabelsWidth = 180;
--- 35,39 ----
  	{
  		// constant values for label's placement
! 		private int labelRows = 10;
  		private int xForLabels = 17;
  		private int textLabelsWidth = 180;
***************
*** 54,57 ****
--- 54,65 ----
  		private System.Windows.Forms.Label lblTotalCommission;
  		private System.Windows.Forms.Label lblValTotalCommission;
+ 		private System.Windows.Forms.Label lblNumberWinningPeriods;
+ 		private System.Windows.Forms.Label lblValNumberWinningPeriods;
+ 		private System.Windows.Forms.Label lblNumberLosingPeriods;
+ 		private System.Windows.Forms.Label lblValNumberLosingPeriods;
+ 		private System.Windows.Forms.Label lblNumberEvenPeriods;
+ 		private System.Windows.Forms.Label lblValNumberEvenPeriods;
+ 		private System.Windows.Forms.Label lblPercentageWinningPeriods;
+ 		private System.Windows.Forms.Label lblValPercentageWinningPeriods;
  		private System.Windows.Forms.Label lblTotalNumberOfTrades;
  		private System.Windows.Forms.Label lblValTotalNumberOfTrades;
***************
*** 135,138 ****
--- 143,154 ----
  			this.lblTotalCommission = new System.Windows.Forms.Label();
  			this.lblValTotalCommission = new System.Windows.Forms.Label();
+ 			this.lblNumberWinningPeriods = new System.Windows.Forms.Label();
+ 			this.lblValNumberWinningPeriods = new System.Windows.Forms.Label();
+ 			this.lblNumberLosingPeriods = new System.Windows.Forms.Label();
+ 			this.lblValNumberLosingPeriods = new System.Windows.Forms.Label();
+ 			this.lblNumberEvenPeriods = new System.Windows.Forms.Label();
+ 			this.lblValNumberEvenPeriods = new System.Windows.Forms.Label();
+ 			this.lblPercentageWinningPeriods = new System.Windows.Forms.Label();
+ 			this.lblValPercentageWinningPeriods = new System.Windows.Forms.Label();
  			this.lblTotalNumberOfTrades = new System.Windows.Forms.Label();
  			this.lblValTotalNumberOfTrades = new System.Windows.Forms.Label();
***************
*** 210,213 ****
--- 226,256 ----
  			this.addValueLabel( this.lblValTotalCommission , "lblValTotalCommission" );
  			// 
+ 			// lblNumberWinningPeriods
+ 			// 
+ 			this.addTextLabel( this.lblNumberWinningPeriods , "lblNumberWinningPeriods" ,
+ 				"Number Winning Periods:" );
+ 			// 
+ 			// lblValNumberWinningPeriods
+ 			// 
+ 			this.addValueLabel( this.lblValNumberWinningPeriods , "lblValNumberWinningPeriods" );
+ 			// 
+ 			// lblNumberLosingPeriods
+ 			// 
+ 			this.addTextLabel( this.lblNumberLosingPeriods , "lblNumberWinningPeriods" ,
+ 				"Number Losing Periods:" );
+ 			// 
+ 			// lblValNumberLosingPeriods
+ 			// 
+ 			this.addValueLabel( this.lblValNumberLosingPeriods , "lblValNumberLosingPeriods" );
+ 			// 
+ 			// lblPercentageWinningPeriods
+ 			// 
+ 			this.addTextLabel( this.lblPercentageWinningPeriods , "lblPercentageWinningPeriods" ,
+ 				"% Winning Periods:" );
+ 			// 
+ 			// lblValPercentageWinningPeriods
+ 			// 
+ 			this.addValueLabel( this.lblValPercentageWinningPeriods , "lblValPercentageWinningPeriods" );
+ 			// 
  			// lblTotalNumberOfTrades
  			// 
***************
*** 315,318 ****
--- 358,367 ----
  			this.lblValTotalCommission.Text =
  				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalCommissionAmount );
+ 			this.lblValNumberWinningPeriods.Text =
+ 				this.accountReport.Summary.NumberWinningPeriods.ToString();
+ 			this.lblValNumberLosingPeriods.Text =
+ 				this.accountReport.Summary.NumberLosingPeriods.ToString();
+ 			this.lblValPercentageWinningPeriods.Text =
+ 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.PercentageWinningPeriods );
  			this.lblValTotalNumberOfTrades.Text =
  				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.TotalNumberOfTrades );

[Quantproject-developers] QuantProject/b4_Business b4_Business.csproj,1.22,1.23

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv29812/b4_Business

Modified Files:
	b4_Business.csproj 
Log Message:
- added h5_Reporting\SummaryRows\NumberEvenPeriods.cs
- added h5_Reporting\SummaryRows\NumberLosingPeriods.cs
- added h5_Reporting\SummaryRows\NumberWinningPeriods.cs
- added h5_Reporting\SummaryRows\PercentageWinningPeriods.cs

Index: b4_Business.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/b4_Business.csproj,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** b4_Business.csproj	30 Mar 2005 23:45:28 -0000	1.22
--- b4_Business.csproj	17 Apr 2005 23:03:07 -0000	1.23
***************
*** 258,266 ****
                  />
                  <File
-                     RelPath = "a1_Financial\a2_Accounting\Account.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
                      RelPath = "a1_Financial\a2_Accounting\AccountReportRecord.cs"
                      SubType = "Code"
--- 258,261 ----
***************
*** 378,381 ****
--- 373,386 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberEvenPeriods.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberLosingPeriods.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningLongTrades.cs"
                      SubType = "Code"
***************
*** 383,386 ****
--- 388,396 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningPeriods.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningShortTrades.cs"
                      SubType = "Code"
***************
*** 393,396 ****
--- 403,411 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\PercentageWinningPeriods.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\ReturnOnAccount.cs"
                      SubType = "Code"
***************
*** 428,431 ****
--- 443,451 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\Tables\Account.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\Tables\Equity.cs"
                      SubType = "Code"

Re: [Quantproject-developers] Re: [Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientPortfolio.cs,1.3,1.4

[Glauco S. <gl...@my...>]

At 11:16 PM 4/17/2005 +0200, you wrote:
>Ho semplicemente aggiunto una modifica al codice del mio script in cui=
 dico:
>"ferma il timer quando la data finale =E8 raggiunta oppure se esiste un=
 certo
>file (uno qualunque: basta che sia un file con quel certo nome ...) nella
>directory dell'exe".

Occhio che se deve controllare ogni volta l'esistenza di un file, temo che=
=20
impieghi un sacco di tempo (deve accedere a disco). Mi saprai dire.

>Se aggiungo 'sto file, lo script si interrompe e il report viene
>serializzato fino a quel punto (come se la data
>finale fosse effettivamente raggiunta).
>Beh, effettivamente non  ho pensato a fermare l'esecuzione per poi
>riprenderla dal punto interrotto ... ma credo che si potrebbe fare.
>Basterebbe serializzare l'account per poi passarlo allo script e quindi
>riprendere da quel punto.
>
>
>
>
>
>-------------------------------------------------------
>SF email is sponsored by - The IT Product Guide
>Read honest & candid reviews on hundreds of IT Products from real users.
>Discover which products truly live up to the hype. Start reading now.
>_______________________________________________
>Quantproject-developers mailing list
>Qua...@li...
>https://lists.sourceforge.net/lists/listinfo/quantproject-developers

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows PercentageWinningPeriods.cs,NONE,1.1 NumberWinningPeriods.cs,NONE,1.1 NumberLosingPeriods.cs,NONE,1.1 NumberEvenPeriods.cs,NONE,1.1

[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-serv1805/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Added Files:
	PercentageWinningPeriods.cs NumberWinningPeriods.cs 
	NumberLosingPeriods.cs NumberEvenPeriods.cs 
Log Message:
Account report rummary rows that compute the Equity Line vs Benchmark comparison

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

NumberEvenPeriods.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;
using System.Data;
using QuantProject.ADT;
using QuantProject.Business.Financial.Accounting.Reporting.Tables;
using QuantProject.Business.Financial.Instruments;

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary row that computes the Equity Line vs Benchmark comparison
	/// </summary>
	[Serializable]
	public class NumberEvenPeriods : SummaryRow
	{
		public NumberEvenPeriods( Summary summary )
		{
			this.rowDescription = "# even periods";
			this.rowValue = summary.NumberEvenPeriods;
		}
	}
}

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

NumberWinningPeriods.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;
using System.Data;
using QuantProject.ADT;
using QuantProject.Business.Financial.Accounting.Reporting.Tables;
using QuantProject.Business.Financial.Instruments;

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary row that computes the Equity Line vs Benchmark comparison
	/// </summary>
	[Serializable]
	public class NumberWinningPeriods : SummaryRow
	{
		private Summary summary;

		private void setWinningLosingAndEvenPeriods_forPeriod( int i )
		{
			double equityHistoryGain =
				( (double)this.summary.AccountReport.EquityHistory.GetByIndex( i + 1 ) -
				(double)this.summary.AccountReport.EquityHistory.GetByIndex( i ) ) /
				(double)this.summary.AccountReport.EquityHistory.GetByIndex( i );
			double benchmarkGain =
				( (double)this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i + 1 ) -
				(double)this.summary.AccountReport.BenchmarkEquityLine.GetByIndex( i ) ) /
				(double)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++;
			}
		}

		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;
		}
	}
}

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

NumberLosingPeriods.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;
using System.Data;
using QuantProject.ADT;
using QuantProject.Business.Financial.Accounting.Reporting.Tables;
using QuantProject.Business.Financial.Instruments;

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary row that computes the Equity Line vs Benchmark comparison
	/// </summary>
	[Serializable]
	public class NumberLosingPeriods : SummaryRow
	{
		public NumberLosingPeriods( Summary summary )
		{
			this.rowDescription = "# losing periods";
			this.rowValue = summary.NumberLosingPeriods;
		}
	}
}

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

PercentageWinningPeriods.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;
using System.Data;
using QuantProject.ADT;
using QuantProject.Business.Financial.Accounting.Reporting.Tables;
using QuantProject.Business.Financial.Instruments;

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Summary row that computes the Equity Line vs Benchmark comparison
	/// </summary>
	[Serializable]
	public class PercentageWinningPeriods : SummaryRow
	{
		public PercentageWinningPeriods( Summary summary )
		{
			this.rowDescription = "# losing periods";
			this.rowValue = summary.PercentageWinningPeriods;
		}
	}
}

Re: [Quantproject-developers] Re: [Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientPortfolio.cs,1.3,1.4

[Marco M. <mar...@li...>]

----- Original Message -----=20
From: "Glauco Siliprandi" <gl...@my...>
To: <qua...@li...>
Sent: Sunday, April 17, 2005 6:04 PM
Subject: [Quantproject-developers] Re: [Quantproject-developers]=20
QuantProject/b7_Scripts/TickerSelectionTesting=20
RunEfficientPortfolio.cs,1.3,1.4


> At 01:36 PM 4/17/2005 +0000, you wrote:
>>Now very long script can be stopped (and report or account saved to dis=
k=20
>>up to that moment) by adding a "flag" file in the bin dir.
>
> Come fai a salvare lo stato dell'esecuzione per poi riprendere da quel=20
> punto? E' una funzionalita' di .Net?

Mi spiego meglio (rileggendomi in inglese sembrerebbe che abbia creato=20
qualcosa di generale: in realt=E0 riguarda solo il mio script).
Mi =E8 capitato di dover fermare uno script molto lungo (avevo settato in=
=20
maniera
un esagerata l'ottimizzatore genetico): purtroppo non c'era modo di fargl=
i=20
serializzare
l'account fino a quel momento (insomma: niente report ...). Mi sembra di=20
capire infatti che non si pu=F2 modificare il codice sorgente c#
durante l'esecuzione in modalit=E0 debug. Con C++ mi pare invece di aver =
letto=20
che si pu=F2 fare.
Ho semplicemente aggiunto una modifica al codice del mio script in cui di=
co:
"ferma il timer quando la data finale =E8 raggiunta oppure se esiste un c=
erto=20
file (uno qualunque: basta che sia un file con quel certo nome ...) nella=
=20
directory dell'exe".
Se aggiungo 'sto file, lo script si interrompe e il report viene=20
serializzato fino a quel punto (come se la data
finale fosse effettivamente raggiunta).
Beh, effettivamente non  ho pensato a fermare l'esecuzione per poi=20
riprenderla dal punto interrotto ... ma credo che si potrebbe fare.
Basterebbe serializzare l'account per poi passarlo allo script e quindi=20
riprendere da quel punto.

[Quantproject-developers] Re: [Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientPortfolio.cs,1.3,1.4

[Glauco S. <gl...@my...>]

At 01:36 PM 4/17/2005 +0000, you wrote:
>Now very long script can be stopped (and report or account saved to disk 
>up to that moment) by adding a "flag" file in the bin dir.

Come fai a salvare lo stato dell'esecuzione per poi riprendere da quel 
punto? E' una funzionalita' di .Net?

[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientPortfolio.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv28085/b7_Scripts/TickerSelectionTesting

Modified Files:
	RunEfficientPortfolio.cs 
Log Message:
Now very long script can be stopped (and report or account saved to disk up to that moment) by adding a "flag" file in the bin dir.

Index: RunEfficientPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientPortfolio.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** RunEfficientPortfolio.cs	11 Apr 2005 18:52:32 -0000	1.3
--- RunEfficientPortfolio.cs	17 Apr 2005 13:36:37 -0000	1.4
***************
*** 25,28 ****
--- 25,29 ----
  using System.Collections;
  using System.Data;
+ using System.Windows.Forms;
  using QuantProject.ADT;
  using QuantProject.ADT.Optimizing.Genetic;
***************
*** 155,159 ****
        //Report report;
  
!       if(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime>=this.endDateTime.DateTime )
        {
          this.endOfDayTimer.Stop();
--- 156,164 ----
        //Report report;
  
!       if(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime>=this.endDateTime.DateTime ||
!          File.Exists(Application.ExecutablePath.Substring(0, Application.ExecutablePath.LastIndexOf('\\'))
! 								      + @"\StopScript.txt"))
!       //If you want to stop timer and save script until now, create 
!         //in bin dir a file named "StopScript.txt"
        {
          this.endOfDayTimer.Stop();