quantproject-developers

[Quantproject-developers] QuantDownloader/Downloader/QuotesEditor QuotesChart.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9260/Downloader/QuotesEditor

Modified Files:
	QuotesChart.cs 
Log Message:
- Close was used, AdjustedClose is used now (Millo, this was
the reason why you were looking at so many "suspicious"
adjusted quotes: they were not adjusted... sorry)
- the quote's history is now computed just once, when
the ticker is assigned. In the previous version,
it was computed on each OnPaint event. As a consequence,
not it is more efficient. Furthermore, now zoom feature is available.

Index: QuotesChart.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/QuotesChart.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** QuotesChart.cs	29 Mar 2005 14:57:31 -0000	1.5
--- QuotesChart.cs	3 Apr 2005 00:02:53 -0000	1.6
***************
*** 41,52 ****
      {
        get { return this.ticker; }
!       set { this.ticker = value; }
      }
  
  		public QuotesChart()
  		{
- 			//
- 			// TODO: Add constructor logic here
- 			//
  		}
  
--- 41,54 ----
      {
        get { return this.ticker; }
!       set
! 			{
! 				this.ticker = value;
! 				this.Clear();
! 				this.Add( HistoricalDataProvider.GetAdjustedCloseHistory( this.ticker ) );
! 			}
      }
  
  		public QuotesChart()
  		{
  		}
  
***************
*** 54,59 ****
      {
        Console.WriteLine( "QuotesChart.PaintingHandler()" );
!       this.Clear();
!       this.Add( HistoricalDataProvider.GetCloseHistory( this.ticker ) );
        base.OnPaint( e );
      }
--- 56,61 ----
      {
        Console.WriteLine( "QuotesChart.PaintingHandler()" );
! //      this.Clear();
! //      this.Add( HistoricalDataProvider.GetCloseHistory( this.ticker ) );
        base.OnPaint( e );
      }

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting AccountReport.cs,1.11,1.12

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv18353/b4_Business/a1_Financial/a2_Accounting/h5_Reporting

Modified Files:
	AccountReport.cs 
Log Message:
AccountReport now contains the Benchmark equity line, so it has become database independent.

Index: AccountReport.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/AccountReport.cs,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** AccountReport.cs	13 Feb 2005 21:11:19 -0000	1.11
--- AccountReport.cs	30 Mar 2005 23:50:13 -0000	1.12
***************
*** 33,36 ****
--- 33,37 ----
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Timing;
+ using QuantProject.Data.DataProviders;
  
  namespace QuantProject.Business.Financial.Accounting.Reporting
***************
*** 47,51 ****
      private string reportName;
      private EndOfDayDateTime endDateTime;
!     private string buyAndHoldTicker;
      //private long numDaysForInterval;
      private DataTable detailedDataTable;
--- 48,53 ----
      private string reportName;
      private EndOfDayDateTime endDateTime;
!     private string benchmark;
! 		private History benchmarkEquityLine;
      //private long numDaysForInterval;
      private DataTable detailedDataTable;
***************
*** 63,69 ****
        get { return endDateTime; }
      }    
! 		public string BuyAndHoldTicker
  		{
! 			get { return buyAndHoldTicker; }
  		}
  		public Account Account
--- 65,75 ----
        get { return endDateTime; }
      }    
! 		public string Benchmark
  		{
! 			get { return this.benchmark; }
! 		}
! 		public History BenchmarkEquityLine
! 		{
! 			get { return this.benchmarkEquityLine; }
  		}
  		public Account Account
***************
*** 222,231 ****
      #endregion
  
      public AccountReport Create( string reportName , long numDaysForInterval ,
!       EndOfDayDateTime endDateTime , string buyAndHoldTicker )
      {
        this.reportName = reportName;
        this.endDateTime = endDateTime;
!       this.buyAndHoldTicker = buyAndHoldTicker;
        detailedDataTable = getDetailedDataTable( numDaysForInterval );
        this.transactionTable = new Tables.Transactions( reportName , detailedDataTable );
--- 228,245 ----
      #endregion
  
+ 		#region Create
+ 		private History create_getBenchmarkEquityLine()
+ 		{
+ 			return HistoricalDataProvider.GetAdjustedCloseHistory(
+ 				this.benchmark );
+ 		}
      public AccountReport Create( string reportName , long numDaysForInterval ,
!       EndOfDayDateTime endDateTime , string benchmark )
      {
        this.reportName = reportName;
        this.endDateTime = endDateTime;
!       this.benchmark = benchmark;
! 			if ( benchmark != "" )
! 				this.benchmarkEquityLine = this.create_getBenchmarkEquityLine();
        detailedDataTable = getDetailedDataTable( numDaysForInterval );
        this.transactionTable = new Tables.Transactions( reportName , detailedDataTable );
***************
*** 238,241 ****
--- 252,256 ----
        return this;
      }
+ 		#endregion
  
      public AccountReport Create( string reportName , long numDaysForInterval ,

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm EquityChartTabPage.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv18353/b5_Presentation/Reporting/WindowsForm

Modified Files:
	EquityChartTabPage.cs 
Log Message:
AccountReport now contains the Benchmark equity line, so it has become database independent.

Index: EquityChartTabPage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm/EquityChartTabPage.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** EquityChartTabPage.cs	20 Jan 2005 01:25:54 -0000	1.3
--- EquityChartTabPage.cs	30 Mar 2005 23:50:13 -0000	1.4
***************
*** 24,28 ****
  using System.Windows.Forms;
  using QuantProject.ADT.Histories;
! using QuantProject.Data.DataProviders;
  using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting.Reporting;
--- 24,28 ----
  using System.Windows.Forms;
  using QuantProject.ADT.Histories;
! //using QuantProject.Data.DataProviders;
  using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting.Reporting;
***************
*** 50,64 ****
  		private History getBenchmark()
  		{
! 			History buyAndHoldTickerEquityLine =
! 				HistoricalDataProvider.GetAdjustedCloseHistory(
! 				this.accountReport.BuyAndHoldTicker );
! 			HistoricalAdjustedQuoteProvider quoteProvider =
! 				new HistoricalAdjustedQuoteProvider();
  			DateTime firstDate = (DateTime)this.equity.GetKey( 0 );
  			double normalizingFactor =
  				( double )this.equity[ firstDate ] /
! 				( double )quoteProvider.GetMarketValue( this.accountReport.BuyAndHoldTicker ,
! 				new EndOfDayDateTime( firstDate , EndOfDaySpecificTime.MarketClose ) );
! 			return buyAndHoldTickerEquityLine.MultiplyBy( normalizingFactor );
  		}
  		public EquityChartTabPage( AccountReport accountReport )
--- 50,67 ----
  		private History getBenchmark()
  		{
! //			History buyAndHoldTickerEquityLine =
! //				HistoricalDataProvider.GetAdjustedCloseHistory(
! //				this.accountReport.BuyAndHoldTicker );
! //			HistoricalAdjustedQuoteProvider quoteProvider =
! //				new HistoricalAdjustedQuoteProvider();
! //			DateTime firstDate = (DateTime)this.equity.GetKey( 0 );
! //			double normalizingFactor =
! //				( double )this.equity[ firstDate ] /
! //				( double )quoteProvider.GetMarketValue( this.accountReport.BuyAndHoldTicker ,ù
  			DateTime firstDate = (DateTime)this.equity.GetKey( 0 );
  			double normalizingFactor =
  				( double )this.equity[ firstDate ] /
! 				Convert.ToDouble( this.accountReport.BenchmarkEquityLine[ firstDate ] );
! 			return this.accountReport.BenchmarkEquityLine.MultiplyBy( normalizingFactor );
  		}
  		public EquityChartTabPage( AccountReport accountReport )

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows BenchmarkPercentageReturn.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-serv17052/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Added Files:
	BenchmarkPercentageReturn.cs 
Log Message:
BenchmarkPercentageReturn.cs replaces BuyAndHoldPercentageReturn.cs

--- NEW FILE: BenchmarkPercentageReturn.cs ---
using System;
using System.Data;
using QuantProject.ADT;
using QuantProject.Business.DataProviders;
using QuantProject.Business.Financial.Accounting.Reporting.Tables;
using QuantProject.Business.Financial.Instruments;
using QuantProject.Business.Timing;

namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
{
	/// <summary>
	/// Percentage return for the Benchmark
	/// </summary>
	[Serializable]
  public class BenchmarkPercentageReturn : SummaryRow
	{
		public BenchmarkPercentageReturn( Summary summary ,
			IHistoricalQuoteProvider historicalQuoteProvider )
		{
      if ( summary.AccountReport.Benchmark != "" )
      {
        // the report has to compare to a buy and hold benchmark
				double beginningMarketValue = historicalQuoteProvider.GetMarketValue(
					summary.AccountReport.Benchmark ,
					new EndOfDayDateTime( summary.AccountReport.StartDateTime , EndOfDaySpecificTime.MarketOpen ) );
				double finalMarketValue = historicalQuoteProvider.GetMarketValue(
					summary.AccountReport.Benchmark ,
					summary.AccountReport.EndDateTime );
				summary.BenchmarkPercentageReturn = ( finalMarketValue - beginningMarketValue ) /
					beginningMarketValue * 100;
        this.rowDescription = "Buy & hold % return";
        this.rowValue = summary.BenchmarkPercentageReturn;
      }
    }
	}
}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows BuyAndHoldPercentageReturn.cs,1.4,NONE

[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-serv16548/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Removed Files:
	BuyAndHoldPercentageReturn.cs 
Log Message:
BenchmarkPercentageReturn.cs replaces BuyAndHoldPercentageReturn.cs

--- BuyAndHoldPercentageReturn.cs DELETED ---

[Quantproject-developers] QuantProject/b4_Business b4_Business.csproj,1.21,1.22

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv15574/b4_Business

Modified Files:
	b4_Business.csproj 
Log Message:
BenchmarkPercentageReturn.cs replaces BuyAndHoldPercentageReturn.cs

Index: b4_Business.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/b4_Business.csproj,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** b4_Business.csproj	13 Feb 2005 21:16:13 -0000	1.21
--- b4_Business.csproj	30 Mar 2005 23:45:28 -0000	1.22
***************
*** 358,362 ****
                  />
                  <File
!                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\BuyAndHoldPercentageReturn.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
--- 358,362 ----
                  />
                  <File
!                     RelPath = "a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\BenchmarkPercentageReturn.cs"
                      SubType = "Code"
                      BuildAction = "Compile"

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank ComparableAccount.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv14332/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	ComparableAccount.cs 
Log Message:
Now Benchmark is used instead of BuyAndHoldTicker

Index: ComparableAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ComparableAccount.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** ComparableAccount.cs	13 Mar 2005 14:28:14 -0000	1.6
--- ComparableAccount.cs	30 Mar 2005 23:42:59 -0000	1.7
***************
*** 67,76 ****
  					this.historicalQuoteProvider );
  			if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown )
! 				|| ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BuyAndHoldPercentageReturn ) )
  				returnValue = Double.MinValue;
  			else
  				// max draw down is acceptable and the strategy is better than buy and hold
  				returnValue = this.accountReport.Summary.ReturnOnAccount -
! 					this.accountReport.Summary.BuyAndHoldPercentageReturn;
  			return returnValue;
  		}
--- 67,76 ----
  					this.historicalQuoteProvider );
  			if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown )
! 				|| ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BenchmarkPercentageReturn ) )
  				returnValue = Double.MinValue;
  			else
  				// max draw down is acceptable and the strategy is better than buy and hold
  				returnValue = this.accountReport.Summary.ReturnOnAccount -
! 					this.accountReport.Summary.BenchmarkPercentageReturn;
  			return returnValue;
  		}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs,1.13,1.14

[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-serv13388/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Summary.cs 
Log Message:
Now Benchmark is used instead of BuyAndHoldTicker

Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** Summary.cs	20 Mar 2005 18:30:59 -0000	1.13
--- Summary.cs	30 Mar 2005 23:40:59 -0000	1.14
***************
*** 18,22 ****
  		private IHistoricalQuoteProvider historicalQuoteProvider;
      private double totalPnl;
!     private double buyAndHoldPercentageReturn;
      private double finalAccountValue;
      private long intervalDays;
--- 18,22 ----
  		private IHistoricalQuoteProvider historicalQuoteProvider;
      private double totalPnl;
!     private double benchmarkPercentageReturn;
      private double finalAccountValue;
      private long intervalDays;
***************
*** 41,48 ****
        get { return totalPnl; }
      }
!     public double BuyAndHoldPercentageReturn
      {
!       get { return buyAndHoldPercentageReturn; }
!       set { buyAndHoldPercentageReturn = value; }
      }
      public double FinalAccountValue
--- 41,48 ----
        get { return totalPnl; }
      }
!     public double BenchmarkPercentageReturn
      {
!       get { return this.benchmarkPercentageReturn; }
!       set { this.benchmarkPercentageReturn = value; }
      }
      public double FinalAccountValue
***************
*** 145,149 ****
        getSummary_setRow( new TotalNetProfit( this ) , summaryDataTable );
        getSummary_setRow( new ReturnOnAccount( this ) , summaryDataTable );
!       getSummary_setRow( new BuyAndHoldPercentageReturn( this , this.historicalQuoteProvider ) ,
  				summaryDataTable );
        getSummary_setRow( new AnnualSystemPercentageReturn( this ) , summaryDataTable );
--- 145,149 ----
        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 );

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm SummaryTabPage.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv13388/b5_Presentation/Reporting/WindowsForm

Modified Files:
	SummaryTabPage.cs 
Log Message:
Now Benchmark is used instead of BuyAndHoldTicker

Index: SummaryTabPage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm/SummaryTabPage.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** SummaryTabPage.cs	13 Feb 2005 21:03:16 -0000	1.3
--- SummaryTabPage.cs	30 Mar 2005 23:40:58 -0000	1.4
***************
*** 70,75 ****
  		private System.Windows.Forms.Label lblNumberWinningShortTrades;
  		private System.Windows.Forms.Label lblValNumberWinningShortTrades;
! 		private System.Windows.Forms.Label lblBuyAndHoldPercReturn;
! 		private System.Windows.Forms.Label lblValBuyAndHoldPercReturn;
  		private System.Windows.Forms.Label lblNumberWinningLongTrades;
  		private System.Windows.Forms.Label lblValNumberWinningLongTrades;
--- 70,75 ----
  		private System.Windows.Forms.Label lblNumberWinningShortTrades;
  		private System.Windows.Forms.Label lblValNumberWinningShortTrades;
! 		private System.Windows.Forms.Label lblBenchmarkPercReturn;
! 		private System.Windows.Forms.Label lblValBenchmarkPercReturn;
  		private System.Windows.Forms.Label lblNumberWinningLongTrades;
  		private System.Windows.Forms.Label lblValNumberWinningLongTrades;
***************
*** 127,132 ****
  			this.lblReturnOnAccount = new System.Windows.Forms.Label();
  			this.lblValReturnOnAccount = new System.Windows.Forms.Label();
! 			this.lblBuyAndHoldPercReturn = new System.Windows.Forms.Label();
! 			this.lblValBuyAndHoldPercReturn = new System.Windows.Forms.Label();
  			this.lblAnnualSystemPercReturn = new System.Windows.Forms.Label();
  			this.lblValAnnualSystemPercReturn = new System.Windows.Forms.Label();
--- 127,132 ----
  			this.lblReturnOnAccount = new System.Windows.Forms.Label();
  			this.lblValReturnOnAccount = new System.Windows.Forms.Label();
! 			this.lblBenchmarkPercReturn = new System.Windows.Forms.Label();
! 			this.lblValBenchmarkPercReturn = new System.Windows.Forms.Label();
  			this.lblAnnualSystemPercReturn = new System.Windows.Forms.Label();
  			this.lblValAnnualSystemPercReturn = new System.Windows.Forms.Label();
***************
*** 174,185 ****
  			this.addValueLabel( lblValReturnOnAccount , "lblValReturnOnAccount" );
  			// 
! 			// lblBuyAndHoldPercReturn
  			// 
! 			this.addTextLabel( lblBuyAndHoldPercReturn , "lblBuyAndHoldPercReturn" ,
! 				"Buy and hold % return:" );
  			// 
! 			// lblValBuyAndHoldPercReturn
  			// 
! 			this.addValueLabel( lblValBuyAndHoldPercReturn , "lblValBuyAndHoldPercReturn" );
  			// 
  			// lblAnnualSystemPercReturn
--- 174,185 ----
  			this.addValueLabel( lblValReturnOnAccount , "lblValReturnOnAccount" );
  			// 
! 			// lblBenchmarkPercReturn
  			// 
! 			this.addTextLabel( lblBenchmarkPercReturn , "lblBenchmarkPercReturn" ,
! 				"Benchmark % return:" );
  			// 
! 			// lblValBenchmarkPercReturn
  			// 
! 			this.addValueLabel( lblValBenchmarkPercReturn , "lblValBuyAndHoldPercReturn" );
  			// 
  			// lblAnnualSystemPercReturn
***************
*** 307,312 ****
  			this.lblValReturnOnAccount.Text =
  				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.ReturnOnAccount );
! 			this.lblValBuyAndHoldPercReturn.Text =
! 				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.BuyAndHoldPercentageReturn );
  			this.lblValAnnualSystemPercReturn.Text =
  				FormatProvider.ConvertToStringWithTwoDecimals( this.accountReport.Summary.AnnualSystemPercentageReturn );
--- 307,312 ----
  			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 );

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank RunOneRank.cs,1.8,1.9

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv13388/b7_Scripts/SimpleTesting/OneRank

Modified Files:
	RunOneRank.cs 
Log Message:
Now Benchmark is used instead of BuyAndHoldTicker

Index: RunOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/RunOneRank.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** RunOneRank.cs	13 Feb 2005 21:06:42 -0000	1.8
--- RunOneRank.cs	30 Mar 2005 23:41:00 -0000	1.9
***************
*** 49,52 ****
--- 49,55 ----
  		public RunOneRank()
  		{
+ 		}
+ 		public override void Run()
+ 		{
  			HistoricalEndOfDayTimer historicalEndOfDayTimer =
  				new IndexBasedEndOfDayTimer(
***************
*** 59,73 ****
  				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" );
  		}
  	}
--- 62,76 ----
  				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" );
  		}
  	}

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank RunWalkForwardOneRank.cs,1.7,1.8

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv13388/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	RunWalkForwardOneRank.cs 
Log Message:
Now Benchmark is used instead of BuyAndHoldTicker

Index: RunWalkForwardOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/RunWalkForwardOneRank.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** RunWalkForwardOneRank.cs	3 Feb 2005 00:30:21 -0000	1.7
--- RunWalkForwardOneRank.cs	30 Mar 2005 23:40:59 -0000	1.8
***************
*** 25,28 ****
--- 25,29 ----
  using System.Data;
  using QuantProject.ADT;
+ using QuantProject.ADT.FileManaging;
  using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
***************
*** 67,71 ****
  				new DateTime( 1998 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
  			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 1998 , 8 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
  			this.numIntervalDays = 1;
  		}
--- 68,72 ----
  				new DateTime( 1998 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
  			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 1998 , 1 , 20 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
  			this.numIntervalDays = 1;
  		}
***************
*** 88,91 ****
--- 89,94 ----
  			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 200 , 20 , 5 , 360 , 30 ,
  				this.account );
+ //			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 4 , 3 , 2 , 100 , 30 ,
+ //				this.account );
  		}
  		private  void inSampleNewProgressEventHandler(
***************
*** 132,135 ****
--- 135,140 ----
  				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" );

[Quantproject-developers] QuantDownloader/Downloader/TickerSelectors TickerSelectorForm.cs,1.11,1.12

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11410/Downloader/TickerSelectors

Modified Files:
	TickerSelectorForm.cs 
Log Message:
SelectorByAverageRawOpenPrice has been completed. Now it is possible to select tickers within a given table of tickers.

Index: TickerSelectorForm.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerSelectorForm.cs,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** TickerSelectorForm.cs	27 Mar 2005 20:07:04 -0000	1.11
--- TickerSelectorForm.cs	30 Mar 2005 16:11:10 -0000	1.12
***************
*** 574,578 ****
              Double.Parse(this.textBoxMinPrice.Text),Double.Parse(this.textBoxMaxPrice.Text),
              Double.Parse(this.textBoxMinStdDev.Text), Double.Parse(this.textBoxMaxStdDev.Text));
!         
        } 
        return returnValue;  
--- 574,582 ----
              Double.Parse(this.textBoxMinPrice.Text),Double.Parse(this.textBoxMaxPrice.Text),
              Double.Parse(this.textBoxMinStdDev.Text), Double.Parse(this.textBoxMaxStdDev.Text));
!         else
!         	returnValue = new SelectorByAverageRawOpenPrice(this.tableOfSelectedTickers, this.checkBoxASCMode.Checked, this.dateTimePickerFirstDate.Value,
!             this.dateTimePickerLastDate.Value, Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text),
!             Double.Parse(this.textBoxMinPrice.Text),Double.Parse(this.textBoxMaxPrice.Text),
!             Double.Parse(this.textBoxMinStdDev.Text), Double.Parse(this.textBoxMaxStdDev.Text));
        } 
        return returnValue;  

[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandlerCTO.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-serv9077/b7_Scripts/TickerSelectionTesting

Modified Files:
	EndOfDayTimerHandlerCTO.cs 
Log Message:
Updated Handler for efficient open to close portfolio: now selection of tickers minimizes commission amount.

Index: EndOfDayTimerHandlerCTO.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTO.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** EndOfDayTimerHandlerCTO.cs	23 Mar 2005 21:35:32 -0000	1.5
--- EndOfDayTimerHandlerCTO.cs	30 Mar 2005 16:07:28 -0000	1.6
***************
*** 59,62 ****
--- 59,68 ----
  
      private string benchmark;
+     //these two values have to be updated during
+     //backtest, for minimizing commission amount,
+     //according to broker's commission scheme 
+     private double minPriceForMinimumCommission = 0;
+     private double maxPriceForMinimumCommission = 200;
+     
  
      public int NumberOfEligibleTickers
***************
*** 179,183 ****
                    new SelectorByAverageRawOpenPrice(this.tickerGroupID, false,
                            currentDate.AddDays(-this.numDaysForLiquidity), currentDate,
!                           this.numberOfEligibleTickers, 25, 35, 0, 0.5);
        DataTable tickersByPrice = selectorByOpenPrice.GetTableOfSelectedTickers();
        SelectorByLiquidity mostLiquid = new SelectorByLiquidity(tickersByPrice, false,
--- 185,190 ----
                    new SelectorByAverageRawOpenPrice(this.tickerGroupID, false,
                            currentDate.AddDays(-this.numDaysForLiquidity), currentDate,
!                           this.numberOfEligibleTickers, this.minPriceForMinimumCommission,
!                           this.maxPriceForMinimumCommission, 0, 1.5);
        DataTable tickersByPrice = selectorByOpenPrice.GetTableOfSelectedTickers();
        SelectorByLiquidity mostLiquid = new SelectorByLiquidity(tickersByPrice, false,
***************
*** 216,219 ****
--- 223,233 ----
      }
  
+     private void oneHourAfterMarketCloseEventHandler_updatePrices()
+     {
+     	//min price for minimizing commission amount
+     	//according to IB Broker's commission scheme
+     	this.minPriceForMinimumCommission = this.account.CashAmount/(this.numberOfTickersToBeChosen*100);
+     }
+     
      /// <summary>
      /// Handles a "One hour after market close" event.
***************
*** 224,227 ****
--- 238,242 ----
        Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
      {
+     	this.oneHourAfterMarketCloseEventHandler_updatePrices();
        this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime);
        //sets tickers to be chosen next Market Open event

[Quantproject-developers] QuantProject/b91_QuantProject QuantProject.prjx,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9077/b91_QuantProject

Modified Files:
	QuantProject.prjx 
Log Message:
Updated Handler for efficient open to close portfolio: now selection of tickers minimizes commission amount.

Index: QuantProject.prjx
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/QuantProject.prjx,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** QuantProject.prjx	28 Mar 2005 18:05:05 -0000	1.2
--- QuantProject.prjx	30 Mar 2005 16:07:28 -0000	1.3
***************
*** 18,22 ****
    <Configuration runwithwarnings="True" name="Debug">
      <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Exe" definesymbols="" generatexmldocumentation="False" win32Icon=".\App.ico" noconfig="False" nostdlib="False" />
!     <Execution commandlineparameters="" consolepause="True" />
      <Output directory="..\bin\Debug" assembly="QuantProject" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" />
    </Configuration>
--- 18,22 ----
    <Configuration runwithwarnings="True" name="Debug">
      <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Exe" definesymbols="" generatexmldocumentation="False" win32Icon=".\App.ico" noconfig="False" nostdlib="False" />
!     <Execution commandlineparameters="" consolepause="False" />
      <Output directory="..\bin\Debug" assembly="QuantProject" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" />
    </Configuration>
***************
*** 24,33 ****
      <Configuration runwithwarnings="True" name="Debug">
        <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Exe" definesymbols="" generatexmldocumentation="False" win32Icon=".\App.ico" noconfig="False" nostdlib="False" />
!       <Execution commandlineparameters="" consolepause="True" />
        <Output directory="..\bin\Debug" assembly="QuantProject" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" />
      </Configuration>
      <Configuration runwithwarnings="True" name="Release">
        <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Exe" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" />
!       <Execution commandlineparameters="" consolepause="True" />
        <Output directory="..\bin\Release" assembly="QuantProject" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" />
      </Configuration>
--- 24,33 ----
      <Configuration runwithwarnings="True" name="Debug">
        <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Exe" definesymbols="" generatexmldocumentation="False" win32Icon=".\App.ico" noconfig="False" nostdlib="False" />
!       <Execution commandlineparameters="" consolepause="False" />
        <Output directory="..\bin\Debug" assembly="QuantProject" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" />
      </Configuration>
      <Configuration runwithwarnings="True" name="Release">
        <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Exe" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" />
!       <Execution commandlineparameters="" consolepause="False" />
        <Output directory="..\bin\Release" assembly="QuantProject" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" />
      </Configuration>

[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByAverageRawOpenPrice.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-serv6397/b3_Data/Selectors

Modified Files:
	SelectorByAverageRawOpenPrice.cs 
Log Message:
SelectorByAverageRawOpenPrice has been completed. Now it is possible to select tickers within a given table of tickers.

Index: SelectorByAverageRawOpenPrice.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByAverageRawOpenPrice.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** SelectorByAverageRawOpenPrice.cs	23 Mar 2005 21:24:21 -0000	1.1
--- SelectorByAverageRawOpenPrice.cs	30 Mar 2005 16:02:58 -0000	1.2
***************
*** 83,87 ****
      public DataTable GetTableOfSelectedTickers()
      {
!            
        if(this.setOfTickersToBeSelected == null)
          return QuantProject.DataAccess.Tables.Quotes.GetTickersByRawOpenPrice(this.isOrderedInASCMode,
--- 83,87 ----
      public DataTable GetTableOfSelectedTickers()
      {
!    
        if(this.setOfTickersToBeSelected == null)
          return QuantProject.DataAccess.Tables.Quotes.GetTickersByRawOpenPrice(this.isOrderedInASCMode,
***************
*** 89,93 ****
                    this.minPrice, this.maxPrice, this.minStdDeviation, this.maxStdDeviation);        
        else
!         return new DataTable();
      }
      public void SelectAllTickers()
--- 89,95 ----
                    this.minPrice, this.maxPrice, this.minStdDeviation, this.maxStdDeviation);        
        else
!         return QuantProject.Data.DataTables.Quotes.GetTickersByAverageRawOpenPrice(this.isOrderedInASCMode,
!       	          this.setOfTickersToBeSelected, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers,
!       	          this.minPrice, this.maxPrice, this.minStdDeviation, this.maxStdDeviation);
      }
      public void SelectAllTickers()

[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.13,1.14

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6397/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
SelectorByAverageRawOpenPrice has been completed. Now it is possible to select tickers within a given table of tickers.

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** Quotes.cs	23 Mar 2005 21:28:46 -0000	1.13
--- Quotes.cs	30 Mar 2005 16:02:54 -0000	1.14
***************
*** 296,300 ****
                                                    DateTime lastQuoteDate,
                                                    long maxNumOfReturnedTickers,
!                                                   double minPrice, double maxPrice)
      {
        if(!setOfTickers.Columns.Contains("AverageRawOpenPrice"))
--- 296,302 ----
                                                    DateTime lastQuoteDate,
                                                    long maxNumOfReturnedTickers,
!                                                   double minPrice, double maxPrice,
!                                                   double minStdDeviation,
!                                                   double maxStdDeviation)
      {
        if(!setOfTickers.Columns.Contains("AverageRawOpenPrice"))
***************
*** 313,317 ****
                                                                          lastQuoteDate);
        }
!       getTickersByAverageRawOpenPrice_deleteRows(setOfTickers);
        DataTable returnValue = ExtendedDataTable.CopyAndSort(setOfTickers,"AverageRawOpenPrice", orderByASC);
        ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
--- 315,320 ----
                                                                          lastQuoteDate);
        }
!       getTickersByAverageRawOpenPrice_deleteRows(setOfTickers, minPrice, maxPrice,
!                                                  minStdDeviation, maxStdDeviation);
        DataTable returnValue = ExtendedDataTable.CopyAndSort(setOfTickers,"AverageRawOpenPrice", orderByASC);
        ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers);
***************
*** 319,329 ****
      }
  
! 	private static void getTickersByAverageRawOpenPrice_deleteRows( DataTable tempTicker)
      {
!       int numRows = tempTicker.Rows.Count;
        for(int i = 0; i<numRows; i++)
        {
!       	;
!       	///TODO:
        }
      }
--- 322,340 ----
      }
  
! 	private static void getTickersByAverageRawOpenPrice_deleteRows( DataTable setOfTickers,
!                                                                    double minPrice, double maxPrice,
!                                                                   double minStdDeviation,
!                                                                   double maxStdDeviation)
      {
!       int numRows = setOfTickers.Rows.Count;
        for(int i = 0; i<numRows; i++)
        {
!       	double averagePrice = (double)setOfTickers.Rows[i]["AverageRawOpenPrice"];
!       	double stdDeviation = (double)setOfTickers.Rows[i]["RawOpenPriceStdDev"];
!       	if (averagePrice < minPrice || averagePrice > maxPrice ||
!       	    stdDeviation < minStdDeviation || stdDeviation > maxStdDeviation)
!        	//values of rows DON'T respect given criteria
!       		setOfTickers.Rows[i].Delete();
!       	
        }
      }

[Quantproject-developers] QuantProject/b5_Presentation/Charting Chart.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Charting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv31743/b5_Presentation/Charting

Modified Files:
	Chart.cs 
Log Message:
A new graphic library version has been used.

Index: Chart.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Charting/Chart.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Chart.cs	20 Jan 2005 01:15:53 -0000	1.4
--- Chart.cs	29 Mar 2005 15:03:16 -0000	1.5
***************
*** 24,28 ****
  using System.Data;
  using System.Drawing;
! using scpl;
  using QuantProject.ADT.Histories;
  
--- 24,29 ----
  using System.Data;
  using System.Drawing;
! //using scpl;
! using NPlot;
  using QuantProject.ADT.Histories;
  
***************
*** 33,37 ****
  	/// the scpl library. All scpl dependent code must be written within this class.
  	/// </summary>
! 	public class Chart : scpl.Windows.PlotSurface2D
  	{
      private ArrayList chartPlots;
--- 34,38 ----
  	/// the scpl library. All scpl dependent code must be written within this class.
  	/// </summary>
! 	public class Chart : NPlot.Windows.PlotSurface2D
  	{
      private ArrayList chartPlots;
***************
*** 98,102 ****
  			lp.DataSource = dataTable;
  			lp.AbscissaData = "X";
! 			lp.ValueData = "Y";
  
  			Pen p=new Pen( chartPlot.Color );
--- 99,104 ----
  			lp.DataSource = dataTable;
  			lp.AbscissaData = "X";
! //			lp.ValueData = "Y";
! 			lp.OrdinateData = "Y";
  
  			Pen p=new Pen( chartPlot.Color );

[Quantproject-developers] QuantProject/b5_Presentation b5_Presentation.csproj,1.21,1.22

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv31743/b5_Presentation

Modified Files:
	b5_Presentation.csproj 
Log Message:
A new graphic library version has been used.

Index: b5_Presentation.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/b5_Presentation.csproj,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** b5_Presentation.csproj	12 Mar 2005 23:53:04 -0000	1.21
--- b5_Presentation.csproj	29 Mar 2005 15:03:17 -0000	1.22
***************
*** 139,145 ****
                  />
                  <Reference
!                     Name = "scpl"
!                     AssemblyName = "scpl"
!                     HintPath = "..\b91_QuantProject\bin\Debug\scpl.dll"
                  />
              </References>
--- 139,145 ----
                  />
                  <Reference
!                     Name = "NPlot"
!                     AssemblyName = "NPlot"
!                     HintPath = "..\..\QuantDownloader\Downloader\bin\Debug\NPlot.dll"
                  />
              </References>

[Quantproject-developers] QuantDownloader/Downloader Downloader.csproj,1.29,1.30

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv28720/Downloader

Modified Files:
	Downloader.csproj 
Log Message:
A new graphic library version has been used.

Index: Downloader.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/Downloader.csproj,v
retrieving revision 1.29
retrieving revision 1.30
diff -C2 -d -r1.29 -r1.30
*** Downloader.csproj	27 Mar 2005 20:07:51 -0000	1.29
--- Downloader.csproj	29 Mar 2005 14:59:25 -0000	1.30
***************
*** 129,135 ****
                  />
                  <Reference
!                     Name = "scpl"
!                     AssemblyName = "scpl"
!                     HintPath = "..\..\lib\scpl.dll"
                  />
              </References>
--- 129,135 ----
                  />
                  <Reference
!                     Name = "NPlot"
!                     AssemblyName = "NPlot"
!                     HintPath = "bin\Debug\NPlot.dll"
                  />
              </References>
***************
*** 201,205 ****
                  <File
                      RelPath = "QuotesEditor\QuotesChart.cs"
!                     SubType = "Code"
                      BuildAction = "Compile"
                  />
--- 201,205 ----
                  <File
                      RelPath = "QuotesEditor\QuotesChart.cs"
!                     SubType = "UserControl"
                      BuildAction = "Compile"
                  />
***************
*** 236,240 ****
                  <File
                      RelPath = "QuotesEditor\VisualValidationChart.cs"
!                     SubType = "Code"
                      BuildAction = "Compile"
                  />
--- 236,240 ----
                  <File
                      RelPath = "QuotesEditor\VisualValidationChart.cs"
!                     SubType = "UserControl"
                      BuildAction = "Compile"
                  />
***************
*** 251,255 ****
                  <File
                      RelPath = "QuotesEditor\CloseToClose\CloseToCloseChart.cs"
!                     SubType = "Code"
                      BuildAction = "Compile"
                  />
--- 251,255 ----
                  <File
                      RelPath = "QuotesEditor\CloseToClose\CloseToCloseChart.cs"
!                     SubType = "UserControl"
                      BuildAction = "Compile"
                  />
***************
*** 281,285 ****
                  <File
                      RelPath = "QuotesEditor\RangeToRange\RangeToRangeChart.cs"
!                     SubType = "Code"
                      BuildAction = "Compile"
                  />
--- 281,285 ----
                  <File
                      RelPath = "QuotesEditor\RangeToRange\RangeToRangeChart.cs"
!                     SubType = "UserControl"
                      BuildAction = "Compile"
                  />

[Quantproject-developers] QuantDownloader/Downloader/QuotesEditor VisualValidationTabPage.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv28720/Downloader/QuotesEditor

Modified Files:
	VisualValidationTabPage.cs 
Log Message:
A new graphic library version has been used.

Index: VisualValidationTabPage.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/VisualValidationTabPage.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** VisualValidationTabPage.cs	28 Mar 2004 22:03:02 -0000	1.2
--- VisualValidationTabPage.cs	29 Mar 2005 14:59:25 -0000	1.3
***************
*** 36,40 ****
  //			this.VisualValidationDataGrid.MouseUp +=
  //				new MouseEventHandler( this.initializeVisualValidationDataGrid_mouseUp );
- 			this.Controls.Add( this.VisualValidationDataGrid );
  		}
      #endregion
--- 36,39 ----
***************
*** 69,72 ****
--- 68,72 ----
  		{
  			this.VisualValidationDataGrid.DataSource = null;
+ 			this.Controls.Add( this.VisualValidationDataGrid );
  		}
  

[Quantproject-developers] QuantDownloader/Downloader/QuotesEditor/CloseToClose CloseToCloseChart.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/CloseToClose
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27687/Downloader/QuotesEditor/CloseToClose

Modified Files:
	CloseToCloseChart.cs 
Log Message:
A new graphic library version has been used.

Index: CloseToCloseChart.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/CloseToClose/CloseToCloseChart.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** CloseToCloseChart.cs	27 Aug 2004 21:41:24 -0000	1.5
--- CloseToCloseChart.cs	29 Mar 2005 14:57:31 -0000	1.6
***************
*** 22,27 ****
  using System;
  using System.Drawing;
! using scpl;
! using scpl.Windows;
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
--- 22,27 ----
  using System;
  using System.Drawing;
! using NPlot;
! using NPlot.Windows;
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;

[Quantproject-developers] QuantDownloader/Downloader/QuotesEditor QuotesEditor.cs,1.9,1.10 QuotesChart.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27687/Downloader/QuotesEditor

Modified Files:
	QuotesEditor.cs QuotesChart.cs 
Log Message:
A new graphic library version has been used.

Index: QuotesChart.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/QuotesChart.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** QuotesChart.cs	27 Aug 2004 21:41:24 -0000	1.4
--- QuotesChart.cs	29 Mar 2005 14:57:31 -0000	1.5
***************
*** 23,28 ****
  using System;
  using System.Drawing;
! using scpl;
! using scpl.Windows;
  using QuantProject.ADT.Histories;
  using QuantProject.Data.DataProviders;
--- 23,28 ----
  using System;
  using System.Drawing;
! using NPlot;
! using NPlot.Windows;
  using QuantProject.ADT.Histories;
  using QuantProject.Data.DataProviders;

Index: QuotesEditor.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuotesEditor/QuotesEditor.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** QuotesEditor.cs	27 Aug 2004 21:41:24 -0000	1.9
--- QuotesEditor.cs	29 Mar 2005 14:57:30 -0000	1.10
***************
*** 5,9 ****
  using System.ComponentModel;
  using System.Windows.Forms;
! using scpl;
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
--- 5,9 ----
  using System.ComponentModel;
  using System.Windows.Forms;
! using NPlot;
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;

Re: [Quantproject-developers] QuantProject/b3_Data Data.prjx,1.2,1.3

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

At 09:58 AM 3/29/2005 +0200, you wrote:

>Cio=E8: il Tortoise mi colorava di rosso 'sti file, ma con il diff del=20
>WinCvs non mi veniva segnalata alcuna differenza rispetto ai file del=20
>repository

A me e' sempre successo di avere in WinCvs dei file "rossi" che poi, ad un=
=20
diff, risultavano uguali. Non ci avevo dato troppo peso, visto che in=20
Italia tutto e' rosso...
Pensavo si trattasse di problemi di date: cioe', pensavo che, per qualche=20
motivo, il file in locale avesse una data posteriore a quello remoto e=20
quindi fosse segnalato in rosso, ma poi, ad un confronto, risultassero=
 uguali.
Fammi sapere (oggi sono a casa) se invece dipende da differenze tra=20
Tortoise e WinCvs.

>(a parte il Data.prjx, il file di progetto di #develop, in cui qualcosina=
=20
>=E8 diversa - mi sa che =E8 stato l'ide stesso di #develop, a mia insaputa,=
 a=20
>cambiare il file).




>Credo di aver capito il perch=E9 di 'sta menata: cmq, cercher=F2 di=20
>spiegartelo per telefono.
>
>
> > >Index: Data.prjx
> > >=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
> > >RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Data.prjx,v
> > >retrieving revision 1.2
> > >retrieving revision 1.3
> > >diff -C2 -d -r1.2 -r1.3
> > >*** Data.prjx   23 Mar 2005 21:24:16 -0000      1.2
> > >--- Data.prjx   28 Mar 2005 18:09:23 -0000      1.3
> > >***************
> > >*** 31,34 ****
> > >--- 31,35 ----
> > >       <File name=3D".\Selectors\SelectorByAverageRawOpenPrice.cs"
> > > subtype=3D"Code" buildaction=3D"Compile" dependson=3D"" data=3D"" />
> > >       <File name=3D".\Selectors\TickerSelector.cs" subtype=3D"Code"
> > > buildaction=3D"Compile" dependson=3D"" data=3D"" />
> > >+     <File
> > >name=3D".\QuantProject.Applications.Downloader.TickerSelectors.TickerSe=
le=20
> ctorForm.resources"
> > >subtype=3D"Code" buildaction=3D"EmbedAsResource" dependson=3D"" data=3D=
"" />
> > >     </Contents>
> > >     <References>
> > >
> > >
> > >
> > >-------------------------------------------------------
> > >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.
> > >http://ads.osdn.com/?ad_id=3D6595&alloc_id=3D14396&op=3Dclick
> > >_______________________________________________
> > >Quantproject-developers mailing list
> > >Qua...@li...
> > >https://lists.sourceforge.net/lists/listinfo/quantproject-developers
> >
> >
> >
> > -------------------------------------------------------
> > 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.
> > http://ads.osdn.com/?ad_id=3D6595&alloc_id=3D14396&op=3Dclick
> > _______________________________________________
> > Quantproject-developers mailing list
> > Qua...@li...
> > https://lists.sourceforge.net/lists/listinfo/quantproject-developers
> >
>
>
>
>____________________________________________________________
>6X velocizzare la tua navigazione a 56k? 6X Web Accelerator di Libero!
>Scaricalo su INTERNET GRATIS 6X http://www.libero.it
>
>
>
>
>-------------------------------------------------------
>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

Re: [Quantproject-developers] QuantProject/b3_Data Data.prjx,1.2,1.3

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

> At 06:09 PM 3/28/2005 +0000, you wrote:
> >Modified Files:
> >       =
  Data.prjx
> >Log Message:
> >Tortoise flags these files as changed, b=
ut WinCvs diff program doesn't 
> >reveal any change ...
> 
> Cosa sig=
nifica? Hai fatto un commit da WinCvs perche' dal Tortoise non tornava?=0D
=

Cio=E8: il Tortoise mi colorava di rosso 'sti file, ma con il diff del =
WinCvs non mi veniva segnalata alcuna differenza rispetto ai file del rep=
ository (a parte il Data.prjx, il file di progetto di #develop, in cui qu=
alcosina =E8 diversa - mi sa che =E8 stato l'ide stesso di #develop, a mi=
a insaputa, a cambiare il file).

Credo di aver capito il perch=E9 di '=
sta menata: cmq, cercher=F2 di spiegartelo per telefono.
 
 
> >Index:=
 Data.prjx
> >=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
> >RC=
S file: /cvsroot/quantproject/QuantProject/b3_Data/Data.prjx,v
> >retrie=
ving revision 1.2
> >retrieving revision 1.3
> >diff -C2 -d -r1.2 -r1.3=

> >*** Data.prjx   23 Mar 2005 21:24:16 -0000      1.2
> >--- Data.prj=
x   28 Mar 2005 18:09:23 -0000      1.3
> >***************
> >*** 31,34=
 ****
> >--- 31,35 ----
> >       <File name=3D".\Selectors\SelectorByA=
verageRawOpenPrice.cs" 
> > subtype=3D"Code" buildaction=3D"Compile" dep=
endson=3D"" data=3D"" />
> >       <File name=3D".\Selectors\TickerSelec=
tor.cs" subtype=3D"Code" 
> > buildaction=3D"Compile" dependson=3D"" dat=
a=3D"" />
> >+     <File 
> >name=3D".\QuantProject.Applications.Downlo=
ader.TickerSelectors.TickerSelectorForm.resources" 
> >subtype=3D"Code" =
buildaction=3D"EmbedAsResource" dependson=3D"" data=3D"" />
> >     </Co=
ntents>
> >     <References>
> >
> >
> >
> >------------------------=
-------------------------------
> >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.
> >http://ads.osdn.com/?ad_id=3D6595&alloc_id=3D14396&op=
=3Dclick
> >_______________________________________________
> >Quantpro=
ject-developers mailing list
> >Qua...@li...=
e.net
> >https://lists.sourceforge.net/lists/listinfo/quantproject-devel=
opers
> 
> 
> 
> ----------------------------------------------------=
---
> SF email is sponsored by - The IT Product Guide
> Read honest & c=
andid reviews on hundreds of IT Products from real users.
> Discover whi=
ch products truly live up to the hype. Start reading now.
> http://ads.o=
sdn.com/?ad_id=3D6595&alloc_id=3D14396&op=3Dclick
> ____________________=
___________________________
> Quantproject-developers mailing list
> Qu=
ant...@li...
> https://lists.sourceforge.=
net/lists/listinfo/quantproject-developers
> =0A=0A=0A=0A_______________=
_____________________________________________=0A6X velocizzare la tua nav=
igazione a 56k? 6X Web Accelerator di Libero!=0AScaricalo su INTERNET GRA=
TIS 6X http://www.libero.it=0A

Re: [Quantproject-developers] QuantProject/b3_Data Data.prjx,1.2,1.3

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

At 06:09 PM 3/28/2005 +0000, you wrote:
>Modified Files:
>         Data.prjx
>Log Message:
>Tortoise flags these files as changed, but WinCvs diff program doesn't 
>reveal any change ...

Cosa significa? Hai fatto un commit da WinCvs perche' dal Tortoise non tornava?





>Index: Data.prjx
>===================================================================
>RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Data.prjx,v
>retrieving revision 1.2
>retrieving revision 1.3
>diff -C2 -d -r1.2 -r1.3
>*** Data.prjx   23 Mar 2005 21:24:16 -0000      1.2
>--- Data.prjx   28 Mar 2005 18:09:23 -0000      1.3
>***************
>*** 31,34 ****
>--- 31,35 ----
>       <File name=".\Selectors\SelectorByAverageRawOpenPrice.cs" 
> subtype="Code" buildaction="Compile" dependson="" data="" />
>       <File name=".\Selectors\TickerSelector.cs" subtype="Code" 
> buildaction="Compile" dependson="" data="" />
>+     <File 
>name=".\QuantProject.Applications.Downloader.TickerSelectors.TickerSelectorForm.resources" 
>subtype="Code" buildaction="EmbedAsResource" dependson="" data="" />
>     </Contents>
>     <References>
>
>
>
>-------------------------------------------------------
>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.
>http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click
>_______________________________________________
>Quantproject-developers mailing list
>Qua...@li...
>https://lists.sourceforge.net/lists/listinfo/quantproject-developers