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From: Marco M. <mi...@us...> - 2005-03-28 18:11:58
|
Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv12562/b3_Data/Selectors Modified Files: SelectionType.cs Log Message: Added new SelectionType, for the new ITickerSelector object: SelectorByAverageRawOpenPrice has been added Index: SelectionType.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectionType.cs,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** SelectionType.cs 27 Feb 2005 19:56:07 -0000 1.8 --- SelectionType.cs 28 Mar 2005 18:11:42 -0000 1.9 *************** *** 39,43 **** CloseToOpenLinearCorrelation, CloseToCloseLinearCorrelation, ! QuotedAtEachMarketDay } ! } \ No newline at end of file --- 39,44 ---- CloseToOpenLinearCorrelation, CloseToCloseLinearCorrelation, ! QuotedAtEachMarketDay, ! AverageRawOpenPrice } ! } |
|
From: Marco M. <mi...@us...> - 2005-03-28 18:09:34
|
Update of /cvsroot/quantproject/QuantProject/b3_Data In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11814/b3_Data Modified Files: Data.prjx Log Message: Tortoise flags these files as changed, but WinCvs diff program doesn't reveal any change ... 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> |
|
From: Marco M. <mi...@us...> - 2005-03-28 18:05:15
|
Update of /cvsroot/quantproject/QuantProject/b91_QuantProject In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9574/b91_QuantProject Modified Files: QuantProject.prjx Log Message: Moved AccountViewer from QuantProject to Presentation Index: QuantProject.prjx =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/QuantProject.prjx,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** QuantProject.prjx 17 Mar 2005 18:45:04 -0000 1.1 --- QuantProject.prjx 28 Mar 2005 18:05:05 -0000 1.2 *************** *** 1,5 **** <Project name="b91_QuantProject" standardNamespace="QuantProject" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> - <File name=".\AccountViewer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataSet1.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Main.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> --- 1,4 ---- |
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From: Marco M. <mi...@us...> - 2005-03-28 18:05:15
|
Update of /cvsroot/quantproject/QuantProject/b5_Presentation In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9574/b5_Presentation Modified Files: Presentation.prjx Log Message: Moved AccountViewer from QuantProject to Presentation Index: Presentation.prjx =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Presentation.prjx,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Presentation.prjx 17 Mar 2005 18:45:03 -0000 1.1 --- Presentation.prjx 28 Mar 2005 18:05:04 -0000 1.2 *************** *** 14,17 **** --- 14,18 ---- <File name=".\Reporting\WindowsForm\ReportTabControl.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\SummaryTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> + <File name=".\Reporting\WindowsForm\AccountViewer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> |
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From: Marco M. <mi...@us...> - 2005-03-27 20:08:00
|
Update of /cvsroot/quantproject/QuantDownloader/Downloader In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv15089/Downloader Modified Files: Downloader.csproj QuantDownloader.prjx Log Message: Added visual interface for new ITickerSelector object SelectorByAverageRawOpenPrice Index: QuantDownloader.prjx =================================================================== RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/QuantDownloader.prjx,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** QuantDownloader.prjx 22 Mar 2005 19:28:10 -0000 1.1 --- QuantDownloader.prjx 27 Mar 2005 20:07:52 -0000 1.2 *************** *** 37,40 **** --- 37,41 ---- <File name=".\app.config" subtype="Code" buildaction="Nothing" dependson="" data="" /> <File name=".\App.ico" subtype="Code" buildaction="Nothing" dependson="" data="" /> + <File name=".\QuantProject.Applications.Downloader.TickerSelectors.TickerSelectorForm.resources" subtype="Code" buildaction="EmbedAsResource" dependson="" data="" /> </Contents> <References> Index: Downloader.csproj =================================================================== RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/Downloader.csproj,v retrieving revision 1.28 retrieving revision 1.29 diff -C2 -d -r1.28 -r1.29 *** Downloader.csproj 20 Jan 2005 19:19:03 -0000 1.28 --- Downloader.csproj 27 Mar 2005 20:07:51 -0000 1.29 *************** *** 201,205 **** <File RelPath = "QuotesEditor\QuotesChart.cs" ! SubType = "UserControl" BuildAction = "Compile" /> --- 201,205 ---- <File RelPath = "QuotesEditor\QuotesChart.cs" ! SubType = "Code" BuildAction = "Compile" /> *************** *** 236,240 **** <File RelPath = "QuotesEditor\VisualValidationChart.cs" ! SubType = "UserControl" BuildAction = "Compile" /> --- 236,240 ---- <File RelPath = "QuotesEditor\VisualValidationChart.cs" ! SubType = "Code" BuildAction = "Compile" /> *************** *** 251,255 **** <File RelPath = "QuotesEditor\CloseToClose\CloseToCloseChart.cs" ! SubType = "UserControl" BuildAction = "Compile" /> --- 251,255 ---- <File RelPath = "QuotesEditor\CloseToClose\CloseToCloseChart.cs" ! SubType = "Code" BuildAction = "Compile" /> *************** *** 281,285 **** <File RelPath = "QuotesEditor\RangeToRange\RangeToRangeChart.cs" ! SubType = "UserControl" BuildAction = "Compile" /> --- 281,285 ---- <File RelPath = "QuotesEditor\RangeToRange\RangeToRangeChart.cs" ! SubType = "Code" BuildAction = "Compile" /> |
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From: Marco M. <mi...@us...> - 2005-03-27 20:07:14
|
Update of /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv14617/Downloader/TickerSelectors Modified Files: TickerSelectorForm.cs Log Message: Added visual interface for new ITickerSelector object SelectorByAverageRawOpenPrice Index: TickerSelectorForm.cs =================================================================== RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerSelectorForm.cs,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** TickerSelectorForm.cs 8 Mar 2005 19:13:49 -0000 1.10 --- TickerSelectorForm.cs 27 Mar 2005 20:07:04 -0000 1.11 *************** *** 40,63 **** public class TickerSelectorForm : System.Windows.Forms.Form, ITickerSelector { - private System.Windows.Forms.ToolTip toolTip1; - private System.Windows.Forms.DataGrid dataGrid1; private System.ComponentModel.IContainer components; private System.Windows.Forms.Panel panel2; ! private System.Windows.Forms.Splitter splitter1; ! private System.Windows.Forms.DateTimePicker dateTimePickerFirstDate; ! private System.Windows.Forms.DateTimePicker dateTimePickerLastDate; ! private System.Windows.Forms.Label label5; ! private System.Windows.Forms.Label label7; ! private System.Windows.Forms.Button buttonSelectTickers; ! private System.Windows.Forms.GroupBox groupBoxSelectionRule; ! private System.Windows.Forms.TextBox textBoxGroupID; ! private System.Windows.Forms.Label label1; ! private System.Windows.Forms.Label label2; ! private System.Windows.Forms.ComboBox comboBoxAvailableSelectionRules; ! private System.Windows.Forms.TextBox textBoxMaxNumOfReturnedTickers; ! private System.Windows.Forms.Label label3; ! private System.Windows.Forms.CheckBox checkBoxASCMode; ! private System.Windows.Forms.TextBox textBoxMarketIndex; ! private System.Windows.Forms.Label labelMarketIndexKey; private DataTable tableOfSelectedTickers; --- 40,71 ---- public class TickerSelectorForm : System.Windows.Forms.Form, ITickerSelector { private System.ComponentModel.IContainer components; + private System.Windows.Forms.TextBox textBoxMinPrice; + private System.Windows.Forms.TextBox textBoxMinStdDev; + private System.Windows.Forms.Label labelMinPrice; + private System.Windows.Forms.Button buttonSelectTickers; + private System.Windows.Forms.CheckBox checkBoxASCMode; + private System.Windows.Forms.GroupBox groupBoxSelectionRule; + private System.Windows.Forms.DateTimePicker dateTimePickerFirstDate; + private System.Windows.Forms.DataGrid dataGrid1; + private System.Windows.Forms.DateTimePicker dateTimePickerLastDate; + private System.Windows.Forms.TextBox textBoxMarketIndex; + private System.Windows.Forms.ToolTip toolTip1; + private System.Windows.Forms.Label labelMarketIndexKey; + private System.Windows.Forms.Label label2; + private System.Windows.Forms.Label label1; + private System.Windows.Forms.TextBox textBoxGroupID; + private System.Windows.Forms.TextBox textBoxMaxStdDev; + private System.Windows.Forms.ComboBox comboBoxAvailableSelectionRules; + private System.Windows.Forms.Label label3; + private System.Windows.Forms.Label labelMinStdDev; private System.Windows.Forms.Panel panel2; ! private System.Windows.Forms.TextBox textBoxMaxNumOfReturnedTickers; ! private System.Windows.Forms.Label label7; ! private System.Windows.Forms.Label labelMaxStdDev; ! private System.Windows.Forms.Label label5; ! private System.Windows.Forms.Label labelMaxPrice; ! private System.Windows.Forms.TextBox textBoxMaxPrice; ! private System.Windows.Forms.Splitter splitter1; private DataTable tableOfSelectedTickers; *************** *** 79,82 **** --- 87,91 ---- this.comboBoxAvailableSelectionRules.Items.Add("AverageCloseToOpenPerformance"); this.comboBoxAvailableSelectionRules.Items.Add("QuotedAtEachMarketDay"); + this.comboBoxAvailableSelectionRules.Items.Add("AverageRawOpenPrice"); } *************** *** 113,330 **** /// do not modify the content with the editor /// </summary> ! private void InitializeComponent() ! { ! this.components = new System.ComponentModel.Container(); ! this.toolTip1 = new System.Windows.Forms.ToolTip(this.components); ! this.dataGrid1 = new System.Windows.Forms.DataGrid(); ! this.buttonSelectTickers = new System.Windows.Forms.Button(); ! this.panel2 = new System.Windows.Forms.Panel(); ! this.groupBoxSelectionRule = new System.Windows.Forms.GroupBox(); ! this.checkBoxASCMode = new System.Windows.Forms.CheckBox(); ! this.label3 = new System.Windows.Forms.Label(); ! this.comboBoxAvailableSelectionRules = new System.Windows.Forms.ComboBox(); ! this.label2 = new System.Windows.Forms.Label(); ! this.textBoxMaxNumOfReturnedTickers = new System.Windows.Forms.TextBox(); ! this.label1 = new System.Windows.Forms.Label(); ! this.textBoxGroupID = new System.Windows.Forms.TextBox(); ! this.label7 = new System.Windows.Forms.Label(); ! this.label5 = new System.Windows.Forms.Label(); ! this.dateTimePickerLastDate = new System.Windows.Forms.DateTimePicker(); ! this.dateTimePickerFirstDate = new System.Windows.Forms.DateTimePicker(); ! this.splitter1 = new System.Windows.Forms.Splitter(); ! this.textBoxMarketIndex = new System.Windows.Forms.TextBox(); ! this.labelMarketIndexKey = new System.Windows.Forms.Label(); ! ((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).BeginInit(); ! this.panel2.SuspendLayout(); ! this.groupBoxSelectionRule.SuspendLayout(); ! this.SuspendLayout(); ! // ! // dataGrid1 ! // ! this.dataGrid1.BorderStyle = System.Windows.Forms.BorderStyle.None; ! this.dataGrid1.DataMember = ""; ! this.dataGrid1.Dock = System.Windows.Forms.DockStyle.Left; ! this.dataGrid1.Font = new System.Drawing.Font("Microsoft Sans Serif", 8.25F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point, ((System.Byte)(0))); ! this.dataGrid1.HeaderForeColor = System.Drawing.SystemColors.ControlText; ! this.dataGrid1.Name = "dataGrid1"; ! this.dataGrid1.Size = new System.Drawing.Size(432, 478); ! this.dataGrid1.TabIndex = 2; ! // ! // buttonSelectTickers ! // ! this.buttonSelectTickers.Location = new System.Drawing.Point(136, 256); ! this.buttonSelectTickers.Name = "buttonSelectTickers"; ! this.buttonSelectTickers.Size = new System.Drawing.Size(104, 24); ! this.buttonSelectTickers.TabIndex = 3; ! this.buttonSelectTickers.Text = "Select Tickers"; ! this.buttonSelectTickers.Click += new System.EventHandler(this.buttonSelectTickers_Click); ! // ! // panel2 ! // ! this.panel2.Controls.AddRange(new System.Windows.Forms.Control[] { ! this.groupBoxSelectionRule, ! this.buttonSelectTickers}); ! this.panel2.Dock = System.Windows.Forms.DockStyle.Fill; ! this.panel2.ForeColor = System.Drawing.SystemColors.ControlText; ! this.panel2.Location = new System.Drawing.Point(432, 0); ! this.panel2.Name = "panel2"; ! this.panel2.Size = new System.Drawing.Size(392, 478); ! this.panel2.TabIndex = 7; ! // ! // groupBoxSelectionRule ! // ! this.groupBoxSelectionRule.Controls.AddRange(new System.Windows.Forms.Control[] { ! this.labelMarketIndexKey, ! this.textBoxMarketIndex, ! this.checkBoxASCMode, ! this.label3, ! this.comboBoxAvailableSelectionRules, ! this.label2, ! this.textBoxMaxNumOfReturnedTickers, ! this.label1, ! this.textBoxGroupID, ! this.label7, ! this.label5, ! this.dateTimePickerLastDate, ! this.dateTimePickerFirstDate}); ! this.groupBoxSelectionRule.Location = new System.Drawing.Point(8, 16); ! this.groupBoxSelectionRule.Name = "groupBoxSelectionRule"; ! this.groupBoxSelectionRule.Size = new System.Drawing.Size(376, 216); ! this.groupBoxSelectionRule.TabIndex = 14; ! this.groupBoxSelectionRule.TabStop = false; ! this.groupBoxSelectionRule.Text = "Single Selection rule"; ! // ! // checkBoxASCMode ! // ! this.checkBoxASCMode.Location = new System.Drawing.Point(176, 144); ! this.checkBoxASCMode.Name = "checkBoxASCMode"; ! this.checkBoxASCMode.Size = new System.Drawing.Size(152, 24); ! this.checkBoxASCMode.TabIndex = 27; ! this.checkBoxASCMode.Text = "Order by ASC mode"; ! // ! // label3 ! // ! this.label3.Location = new System.Drawing.Point(48, 112); ! this.label3.Name = "label3"; ! this.label3.Size = new System.Drawing.Size(120, 16); ! this.label3.TabIndex = 26; ! this.label3.Text = "Choose selection rule"; ! // ! // comboBoxAvailableSelectionRules ! // ! this.comboBoxAvailableSelectionRules.Location = new System.Drawing.Point(176, 112); ! this.comboBoxAvailableSelectionRules.Name = "comboBoxAvailableSelectionRules"; ! this.comboBoxAvailableSelectionRules.Size = new System.Drawing.Size(176, 21); ! this.comboBoxAvailableSelectionRules.TabIndex = 25; ! this.comboBoxAvailableSelectionRules.Text = "comboBox1"; ! this.comboBoxAvailableSelectionRules.SelectedValueChanged += new System.EventHandler(this.comboBoxAvailableSelectionRules_SelectedValueChanged); ! // ! // label2 ! // ! this.label2.Location = new System.Drawing.Point(160, 64); ! this.label2.Name = "label2"; ! this.label2.Size = new System.Drawing.Size(152, 24); ! this.label2.TabIndex = 24; ! this.label2.Text = "Max Num of returned tickers"; ! // ! // textBoxMaxNumOfReturnedTickers ! // ! this.textBoxMaxNumOfReturnedTickers.Location = new System.Drawing.Point(312, 64); ! this.textBoxMaxNumOfReturnedTickers.Name = "textBoxMaxNumOfReturnedTickers"; ! this.textBoxMaxNumOfReturnedTickers.Size = new System.Drawing.Size(48, 20); ! this.textBoxMaxNumOfReturnedTickers.TabIndex = 23; ! this.textBoxMaxNumOfReturnedTickers.Text = ""; ! // ! // label1 ! // ! this.label1.Location = new System.Drawing.Point(8, 64); ! this.label1.Name = "label1"; ! this.label1.Size = new System.Drawing.Size(64, 16); ! this.label1.TabIndex = 22; ! this.label1.Text = "GroupID"; ! // ! // textBoxGroupID ! // ! this.textBoxGroupID.Location = new System.Drawing.Point(72, 64); ! this.textBoxGroupID.Name = "textBoxGroupID"; ! this.textBoxGroupID.Size = new System.Drawing.Size(88, 20); ! this.textBoxGroupID.TabIndex = 21; ! this.textBoxGroupID.Text = ""; ! // ! // label7 ! // ! this.label7.Location = new System.Drawing.Point(168, 24); ! this.label7.Name = "label7"; ! this.label7.Size = new System.Drawing.Size(64, 16); ! this.label7.TabIndex = 20; ! this.label7.Text = "Last Date"; ! // ! // label5 ! // ! this.label5.Location = new System.Drawing.Point(8, 24); ! this.label5.Name = "label5"; ! this.label5.Size = new System.Drawing.Size(64, 16); ! this.label5.TabIndex = 18; ! this.label5.Text = "First Date"; ! // ! // dateTimePickerLastDate ! // ! this.dateTimePickerLastDate.Format = System.Windows.Forms.DateTimePickerFormat.Short; ! this.dateTimePickerLastDate.Location = new System.Drawing.Point(240, 24); ! this.dateTimePickerLastDate.Name = "dateTimePickerLastDate"; ! this.dateTimePickerLastDate.Size = new System.Drawing.Size(88, 20); ! this.dateTimePickerLastDate.TabIndex = 15; ! // ! // dateTimePickerFirstDate ! // ! this.dateTimePickerFirstDate.Format = System.Windows.Forms.DateTimePickerFormat.Short; ! this.dateTimePickerFirstDate.Location = new System.Drawing.Point(72, 24); ! this.dateTimePickerFirstDate.Name = "dateTimePickerFirstDate"; ! this.dateTimePickerFirstDate.Size = new System.Drawing.Size(88, 20); ! this.dateTimePickerFirstDate.TabIndex = 13; ! // ! // splitter1 ! // ! this.splitter1.BackColor = System.Drawing.SystemColors.Highlight; ! this.splitter1.Location = new System.Drawing.Point(432, 0); ! this.splitter1.Name = "splitter1"; ! this.splitter1.Size = new System.Drawing.Size(3, 478); ! this.splitter1.TabIndex = 8; ! this.splitter1.TabStop = false; ! // ! // textBoxMarketIndex ! // ! this.textBoxMarketIndex.Location = new System.Drawing.Point(176, 176); ! this.textBoxMarketIndex.Name = "textBoxMarketIndex"; ! this.textBoxMarketIndex.Size = new System.Drawing.Size(88, 20); ! this.textBoxMarketIndex.TabIndex = 28; ! this.textBoxMarketIndex.Text = ""; ! this.textBoxMarketIndex.Visible = false; ! // ! // labelMarketIndexKey ! // ! this.labelMarketIndexKey.Location = new System.Drawing.Point(72, 176); ! this.labelMarketIndexKey.Name = "labelMarketIndexKey"; ! this.labelMarketIndexKey.Size = new System.Drawing.Size(96, 23); ! this.labelMarketIndexKey.TabIndex = 29; ! this.labelMarketIndexKey.Text = "Market index key:"; ! this.labelMarketIndexKey.Visible = false; ! // ! // TickerSelectorForm ! // ! this.AutoScaleBaseSize = new System.Drawing.Size(5, 13); ! this.ClientSize = new System.Drawing.Size(824, 478); ! this.Controls.AddRange(new System.Windows.Forms.Control[] { ! this.splitter1, ! this.panel2, ! this.dataGrid1}); ! this.Name = "TickerSelectorForm"; ! this.Text = "Ticker Selector"; ! ((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).EndInit(); ! this.panel2.ResumeLayout(false); ! this.groupBoxSelectionRule.ResumeLayout(false); ! this.ResumeLayout(false); ! ! } #endregion --- 122,423 ---- /// do not modify the content with the editor /// </summary> ! private void InitializeComponent() { ! this.components = new System.ComponentModel.Container(); ! this.splitter1 = new System.Windows.Forms.Splitter(); ! this.textBoxMaxPrice = new System.Windows.Forms.TextBox(); ! this.labelMaxPrice = new System.Windows.Forms.Label(); ! this.label5 = new System.Windows.Forms.Label(); ! this.labelMaxStdDev = new System.Windows.Forms.Label(); ! this.label7 = new System.Windows.Forms.Label(); ! this.textBoxMaxNumOfReturnedTickers = new System.Windows.Forms.TextBox(); ! this.panel2 = new System.Windows.Forms.Panel(); ! this.labelMinStdDev = new System.Windows.Forms.Label(); ! this.label3 = new System.Windows.Forms.Label(); ! this.comboBoxAvailableSelectionRules = new System.Windows.Forms.ComboBox(); ! this.textBoxMaxStdDev = new System.Windows.Forms.TextBox(); ! this.textBoxGroupID = new System.Windows.Forms.TextBox(); ! this.label1 = new System.Windows.Forms.Label(); ! this.label2 = new System.Windows.Forms.Label(); ! this.labelMarketIndexKey = new System.Windows.Forms.Label(); ! this.toolTip1 = new System.Windows.Forms.ToolTip(this.components); ! this.textBoxMarketIndex = new System.Windows.Forms.TextBox(); ! this.dateTimePickerLastDate = new System.Windows.Forms.DateTimePicker(); ! this.dataGrid1 = new System.Windows.Forms.DataGrid(); ! this.dateTimePickerFirstDate = new System.Windows.Forms.DateTimePicker(); ! this.groupBoxSelectionRule = new System.Windows.Forms.GroupBox(); ! this.checkBoxASCMode = new System.Windows.Forms.CheckBox(); ! this.buttonSelectTickers = new System.Windows.Forms.Button(); ! this.labelMinPrice = new System.Windows.Forms.Label(); ! this.textBoxMinStdDev = new System.Windows.Forms.TextBox(); ! this.textBoxMinPrice = new System.Windows.Forms.TextBox(); ! this.panel2.SuspendLayout(); ! ((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).BeginInit(); ! this.groupBoxSelectionRule.SuspendLayout(); ! this.SuspendLayout(); ! // ! // splitter1 ! // ! this.splitter1.BackColor = System.Drawing.SystemColors.Highlight; ! this.splitter1.Location = new System.Drawing.Point(432, 0); ! this.splitter1.Name = "splitter1"; ! this.splitter1.Size = new System.Drawing.Size(3, 478); ! this.splitter1.TabIndex = 8; ! this.splitter1.TabStop = false; ! // ! // textBoxMaxPrice ! // ! this.textBoxMaxPrice.Location = new System.Drawing.Point(72, 200); ! this.textBoxMaxPrice.Name = "textBoxMaxPrice"; ! this.textBoxMaxPrice.Size = new System.Drawing.Size(56, 20); ! this.textBoxMaxPrice.TabIndex = 32; ! this.textBoxMaxPrice.Text = ""; ! this.textBoxMaxPrice.Visible = false; ! // ! // labelMaxPrice ! // ! this.labelMaxPrice.Location = new System.Drawing.Point(16, 200); ! this.labelMaxPrice.Name = "labelMaxPrice"; ! this.labelMaxPrice.Size = new System.Drawing.Size(56, 23); ! this.labelMaxPrice.TabIndex = 33; ! this.labelMaxPrice.Text = "Max Price"; ! this.labelMaxPrice.Visible = false; ! // ! // label5 ! // ! this.label5.Location = new System.Drawing.Point(8, 24); ! this.label5.Name = "label5"; ! this.label5.Size = new System.Drawing.Size(64, 16); ! this.label5.TabIndex = 18; ! this.label5.Text = "First Date"; ! // ! // labelMaxStdDev ! // ! this.labelMaxStdDev.Location = new System.Drawing.Point(152, 200); ! this.labelMaxStdDev.Name = "labelMaxStdDev"; ! this.labelMaxStdDev.Size = new System.Drawing.Size(80, 23); ! this.labelMaxStdDev.TabIndex = 37; ! this.labelMaxStdDev.Text = "Max Std Dev"; ! this.labelMaxStdDev.Visible = false; ! // ! // label7 ! // ! this.label7.Location = new System.Drawing.Point(168, 24); ! this.label7.Name = "label7"; ! this.label7.Size = new System.Drawing.Size(64, 16); ! this.label7.TabIndex = 20; ! this.label7.Text = "Last Date"; ! // ! // textBoxMaxNumOfReturnedTickers ! // ! this.textBoxMaxNumOfReturnedTickers.Location = new System.Drawing.Point(312, 64); ! this.textBoxMaxNumOfReturnedTickers.Name = "textBoxMaxNumOfReturnedTickers"; ! this.textBoxMaxNumOfReturnedTickers.Size = new System.Drawing.Size(48, 20); ! this.textBoxMaxNumOfReturnedTickers.TabIndex = 23; ! this.textBoxMaxNumOfReturnedTickers.Text = ""; ! // ! // panel2 ! // ! this.panel2.Controls.Add(this.groupBoxSelectionRule); ! this.panel2.Controls.Add(this.buttonSelectTickers); ! this.panel2.Dock = System.Windows.Forms.DockStyle.Fill; ! this.panel2.ForeColor = System.Drawing.SystemColors.ControlText; ! this.panel2.Location = new System.Drawing.Point(432, 0); ! this.panel2.Name = "panel2"; ! this.panel2.Size = new System.Drawing.Size(372, 478); ! this.panel2.TabIndex = 7; ! // ! // labelMinStdDev ! // ! this.labelMinStdDev.Location = new System.Drawing.Point(152, 152); ! this.labelMinStdDev.Name = "labelMinStdDev"; ! this.labelMinStdDev.Size = new System.Drawing.Size(72, 23); ! this.labelMinStdDev.TabIndex = 35; ! this.labelMinStdDev.Text = "Min Std Dev"; ! this.labelMinStdDev.Visible = false; ! // ! // label3 ! // ! this.label3.Location = new System.Drawing.Point(16, 96); ! this.label3.Name = "label3"; ! this.label3.Size = new System.Drawing.Size(120, 16); ! this.label3.TabIndex = 26; ! this.label3.Text = "Choose selection rule"; ! // ! // comboBoxAvailableSelectionRules ! // ! this.comboBoxAvailableSelectionRules.Location = new System.Drawing.Point(8, 120); ! this.comboBoxAvailableSelectionRules.Name = "comboBoxAvailableSelectionRules"; ! this.comboBoxAvailableSelectionRules.Size = new System.Drawing.Size(176, 21); ! this.comboBoxAvailableSelectionRules.TabIndex = 25; ! this.comboBoxAvailableSelectionRules.Text = "comboBox1"; ! this.comboBoxAvailableSelectionRules.SelectedValueChanged += new System.EventHandler(this.comboBoxAvailableSelectionRules_SelectedValueChanged); ! // ! // textBoxMaxStdDev ! // ! this.textBoxMaxStdDev.Location = new System.Drawing.Point(232, 200); ! this.textBoxMaxStdDev.Name = "textBoxMaxStdDev"; ! this.textBoxMaxStdDev.Size = new System.Drawing.Size(56, 20); ! this.textBoxMaxStdDev.TabIndex = 36; ! this.textBoxMaxStdDev.Text = ""; ! this.textBoxMaxStdDev.Visible = false; ! // ! // textBoxGroupID ! // ! this.textBoxGroupID.Location = new System.Drawing.Point(72, 64); ! this.textBoxGroupID.Name = "textBoxGroupID"; ! this.textBoxGroupID.Size = new System.Drawing.Size(88, 20); ! this.textBoxGroupID.TabIndex = 21; ! this.textBoxGroupID.Text = ""; ! // ! // label1 ! // ! this.label1.Location = new System.Drawing.Point(8, 64); ! this.label1.Name = "label1"; ! this.label1.Size = new System.Drawing.Size(64, 16); ! this.label1.TabIndex = 22; ! this.label1.Text = "GroupID"; ! // ! // label2 ! // ! this.label2.Location = new System.Drawing.Point(160, 64); ! this.label2.Name = "label2"; ! this.label2.Size = new System.Drawing.Size(152, 24); ! this.label2.TabIndex = 24; ! this.label2.Text = "Max Num of returned tickers"; ! // ! // labelMarketIndexKey ! // ! this.labelMarketIndexKey.Location = new System.Drawing.Point(88, 176); ! this.labelMarketIndexKey.Name = "labelMarketIndexKey"; ! this.labelMarketIndexKey.Size = new System.Drawing.Size(96, 23); ! this.labelMarketIndexKey.TabIndex = 29; ! this.labelMarketIndexKey.Text = "Market index key:"; ! this.labelMarketIndexKey.Visible = false; ! // ! // textBoxMarketIndex ! // ! this.textBoxMarketIndex.Location = new System.Drawing.Point(192, 176); ! this.textBoxMarketIndex.Name = "textBoxMarketIndex"; ! this.textBoxMarketIndex.Size = new System.Drawing.Size(88, 20); ! this.textBoxMarketIndex.TabIndex = 28; ! this.textBoxMarketIndex.Text = ""; ! this.textBoxMarketIndex.Visible = false; ! // ! // dateTimePickerLastDate ! // ! this.dateTimePickerLastDate.Format = System.Windows.Forms.DateTimePickerFormat.Short; ! this.dateTimePickerLastDate.Location = new System.Drawing.Point(240, 24); ! this.dateTimePickerLastDate.Name = "dateTimePickerLastDate"; ! this.dateTimePickerLastDate.Size = new System.Drawing.Size(88, 20); ! this.dateTimePickerLastDate.TabIndex = 15; ! // ! // dataGrid1 ! // ! this.dataGrid1.BorderStyle = System.Windows.Forms.BorderStyle.None; ! this.dataGrid1.DataMember = ""; ! this.dataGrid1.Dock = System.Windows.Forms.DockStyle.Left; ! this.dataGrid1.Font = new System.Drawing.Font("Microsoft Sans Serif", 8.25F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point, ((System.Byte)(0))); ! this.dataGrid1.HeaderForeColor = System.Drawing.SystemColors.ControlText; ! this.dataGrid1.Location = new System.Drawing.Point(0, 0); ! this.dataGrid1.Name = "dataGrid1"; ! this.dataGrid1.Size = new System.Drawing.Size(432, 478); ! this.dataGrid1.TabIndex = 2; ! // ! // dateTimePickerFirstDate ! // ! this.dateTimePickerFirstDate.Format = System.Windows.Forms.DateTimePickerFormat.Short; ! this.dateTimePickerFirstDate.Location = new System.Drawing.Point(72, 24); ! this.dateTimePickerFirstDate.Name = "dateTimePickerFirstDate"; ! this.dateTimePickerFirstDate.Size = new System.Drawing.Size(88, 20); ! this.dateTimePickerFirstDate.TabIndex = 13; ! // ! // groupBoxSelectionRule ! // ! this.groupBoxSelectionRule.Controls.Add(this.labelMaxStdDev); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMaxStdDev); ! this.groupBoxSelectionRule.Controls.Add(this.labelMinStdDev); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMinStdDev); ! this.groupBoxSelectionRule.Controls.Add(this.labelMaxPrice); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMaxPrice); ! this.groupBoxSelectionRule.Controls.Add(this.labelMinPrice); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMinPrice); ! this.groupBoxSelectionRule.Controls.Add(this.labelMarketIndexKey); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMarketIndex); ! this.groupBoxSelectionRule.Controls.Add(this.checkBoxASCMode); ! this.groupBoxSelectionRule.Controls.Add(this.label3); ! this.groupBoxSelectionRule.Controls.Add(this.comboBoxAvailableSelectionRules); ! this.groupBoxSelectionRule.Controls.Add(this.label2); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMaxNumOfReturnedTickers); ! this.groupBoxSelectionRule.Controls.Add(this.label1); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxGroupID); ! this.groupBoxSelectionRule.Controls.Add(this.label7); ! this.groupBoxSelectionRule.Controls.Add(this.label5); ! this.groupBoxSelectionRule.Controls.Add(this.dateTimePickerLastDate); ! this.groupBoxSelectionRule.Controls.Add(this.dateTimePickerFirstDate); ! this.groupBoxSelectionRule.Location = new System.Drawing.Point(8, 16); ! this.groupBoxSelectionRule.Name = "groupBoxSelectionRule"; ! this.groupBoxSelectionRule.Size = new System.Drawing.Size(376, 248); ! this.groupBoxSelectionRule.TabIndex = 14; ! this.groupBoxSelectionRule.TabStop = false; ! this.groupBoxSelectionRule.Text = "Single Selection rule"; ! // ! // checkBoxASCMode ! // ! this.checkBoxASCMode.Location = new System.Drawing.Point(200, 120); ! this.checkBoxASCMode.Name = "checkBoxASCMode"; ! this.checkBoxASCMode.Size = new System.Drawing.Size(152, 24); ! this.checkBoxASCMode.TabIndex = 27; ! this.checkBoxASCMode.Text = "Order by ASC mode"; ! // ! // buttonSelectTickers ! // ! this.buttonSelectTickers.Location = new System.Drawing.Point(136, 272); ! this.buttonSelectTickers.Name = "buttonSelectTickers"; ! this.buttonSelectTickers.Size = new System.Drawing.Size(104, 24); ! this.buttonSelectTickers.TabIndex = 3; ! this.buttonSelectTickers.Text = "Select Tickers"; ! this.buttonSelectTickers.Click += new System.EventHandler(this.buttonSelectTickers_Click); ! // ! // labelMinPrice ! // ! this.labelMinPrice.Location = new System.Drawing.Point(16, 152); ! this.labelMinPrice.Name = "labelMinPrice"; ! this.labelMinPrice.Size = new System.Drawing.Size(56, 23); ! this.labelMinPrice.TabIndex = 31; ! this.labelMinPrice.Text = "Min Price"; ! this.labelMinPrice.Visible = false; ! // ! // textBoxMinStdDev ! // ! this.textBoxMinStdDev.Location = new System.Drawing.Point(232, 152); ! this.textBoxMinStdDev.Name = "textBoxMinStdDev"; ! this.textBoxMinStdDev.Size = new System.Drawing.Size(56, 20); ! this.textBoxMinStdDev.TabIndex = 34; ! this.textBoxMinStdDev.Text = ""; ! this.textBoxMinStdDev.Visible = false; ! // ! // textBoxMinPrice ! // ! this.textBoxMinPrice.Location = new System.Drawing.Point(72, 152); ! this.textBoxMinPrice.Name = "textBoxMinPrice"; ! this.textBoxMinPrice.Size = new System.Drawing.Size(56, 20); ! this.textBoxMinPrice.TabIndex = 30; ! this.textBoxMinPrice.Text = ""; ! this.textBoxMinPrice.Visible = false; ! // ! // TickerSelectorForm ! // ! this.AutoScaleBaseSize = new System.Drawing.Size(5, 13); ! this.ClientSize = new System.Drawing.Size(804, 478); ! this.Controls.Add(this.splitter1); ! this.Controls.Add(this.panel2); ! this.Controls.Add(this.dataGrid1); ! this.Name = "TickerSelectorForm"; ! this.Text = "Ticker Selector"; ! this.panel2.ResumeLayout(false); ! ((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).EndInit(); ! this.groupBoxSelectionRule.ResumeLayout(false); ! this.ResumeLayout(false); ! } #endregion *************** *** 473,493 **** this.textBoxMarketIndex.Text); } return returnValue; } private void comboBoxAvailableSelectionRules_SelectedValueChanged(object sender, System.EventArgs e) { if(this.comboBoxAvailableSelectionRules.Text == "QuotedAtEachMarketDay") { ! this.checkBoxASCMode.Enabled = false; ! this.labelMarketIndexKey.Visible = true; ! this.textBoxMarketIndex.Visible = true; } else { - this.checkBoxASCMode.Enabled = true; - this.labelMarketIndexKey.Visible = false; this.textBoxMarketIndex.Text = ""; ! this.textBoxMarketIndex.Visible = false; } } --- 566,618 ---- this.textBoxMarketIndex.Text); } + else if (this.comboBoxAvailableSelectionRules.Text == "AverageRawOpenPrice") + { + if(this.textBoxGroupID.Text != "") + returnValue = new SelectorByAverageRawOpenPrice(this.textBoxGroupID.Text, + 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; } + private void setVisibilityForControls_QuotedAtEachMarketDay(bool showControls) + { + this.checkBoxASCMode.Enabled = showControls==false; + this.labelMarketIndexKey.Visible = showControls; + this.textBoxMarketIndex.Visible = showControls; + } + private void setVisibilityForControls_AverageRawOpenPrice(bool showControls) + { + this.labelMinPrice.Visible = showControls; + this.labelMaxPrice.Visible = showControls; + this.textBoxMaxPrice.Visible = showControls; + this.textBoxMinPrice.Visible = showControls; + + this.labelMinStdDev.Visible = showControls; + this.labelMaxStdDev.Visible = showControls; + this.textBoxMinStdDev.Visible = showControls; + this.textBoxMaxStdDev.Visible = showControls; + + } private void comboBoxAvailableSelectionRules_SelectedValueChanged(object sender, System.EventArgs e) { if(this.comboBoxAvailableSelectionRules.Text == "QuotedAtEachMarketDay") { ! this.setVisibilityForControls_QuotedAtEachMarketDay(true); ! } ! else if(this.comboBoxAvailableSelectionRules.Text == "AverageRawOpenPrice") ! { ! this.textBoxMarketIndex.Text = ""; ! this.setVisibilityForControls_QuotedAtEachMarketDay(false); ! this.setVisibilityForControls_AverageRawOpenPrice(true); } else { this.textBoxMarketIndex.Text = ""; ! this.setVisibilityForControls_QuotedAtEachMarketDay(false); ! this.setVisibilityForControls_AverageRawOpenPrice(false); } } |
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From: Marco M. <mi...@us...> - 2005-03-23 21:36:57
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23583/b7_Scripts/TickerSelectionTesting Modified Files: EndOfDayTimerHandlerCTO.cs GenomeManagerForEfficientCTOPortfolio.cs RunEfficientCTOPortfolio.cs Log Message: Efficient Open to Close script has been modified (but not tested completely ...): now selection takes place only for tickers with a given open price level Index: EndOfDayTimerHandlerCTO.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTO.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** EndOfDayTimerHandlerCTO.cs 27 Feb 2005 19:56:08 -0000 1.4 --- EndOfDayTimerHandlerCTO.cs 23 Mar 2005 21:35:32 -0000 1.5 *************** *** 58,61 **** --- 58,63 ---- private ArrayList orders; + private string benchmark; + public int NumberOfEligibleTickers { *************** *** 71,75 **** int numberOfTickersToBeChosen, int numDaysForLiquidity, Account account, int generationNumberForGeneticOptimizer, ! int populationSizeForGeneticOptimizer) { this.tickerGroupID = tickerGroupID; --- 73,78 ---- int numberOfTickersToBeChosen, int numDaysForLiquidity, Account account, int generationNumberForGeneticOptimizer, ! int populationSizeForGeneticOptimizer, ! string benchmark) { this.tickerGroupID = tickerGroupID; *************** *** 80,83 **** --- 83,87 ---- this.generationNumberForGeneticOptimizer = generationNumberForGeneticOptimizer; this.populationSizeForGeneticOptimizer = populationSizeForGeneticOptimizer; + this.benchmark = benchmark; this.orders = new ArrayList(); this.chosenTickers = new string[numberOfTickersToBeChosen]; *************** *** 94,98 **** long quantity = Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) ); ! Order order = new Order( OrderType.MarketSellShort, new Instrument( ticker ) , quantity ); this.orders.Add(order); } --- 98,102 ---- long quantity = Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) ); ! Order order = new Order( OrderType.MarketBuy, new Instrument( ticker ) , quantity ); this.orders.Add(order); } *************** *** 126,130 **** { if(this.orders.Count == 0 && this.account.Transactions.Count == 0) ! this.account.AddCash(30000); this.marketOpenEventHandler_orderChosenTickers(); --- 130,134 ---- { if(this.orders.Count == 0 && this.account.Transactions.Count == 0) ! this.account.AddCash(15000); this.marketOpenEventHandler_orderChosenTickers(); *************** *** 172,176 **** private DataTable getSetOfTickersToBeOptimized(DateTime currentDate) { ! SelectorByLiquidity mostLiquid = new SelectorByLiquidity(this.tickerGroupID, false, currentDate.AddDays(-this.numDaysForLiquidity), currentDate, this.numberOfEligibleTickers); this.eligibleTickers = mostLiquid.GetTableOfSelectedTickers(); --- 176,185 ---- private DataTable getSetOfTickersToBeOptimized(DateTime currentDate) { ! SelectorByAverageRawOpenPrice selectorByOpenPrice = ! 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, currentDate.AddDays(-this.numDaysForLiquidity), currentDate, this.numberOfEligibleTickers); this.eligibleTickers = mostLiquid.GetTableOfSelectedTickers(); *************** *** 178,182 **** new SelectorByQuotationAtEachMarketDay( this.eligibleTickers, false, currentDate.AddDays(-this.numDaysForLiquidity), ! currentDate, this.numberOfEligibleTickers, "^MIBTEL"); return quotedInEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(); } --- 187,191 ---- new SelectorByQuotationAtEachMarketDay( this.eligibleTickers, false, currentDate.AddDays(-this.numDaysForLiquidity), ! currentDate, this.numberOfEligibleTickers, this.benchmark); return quotedInEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(); } Index: GenomeManagerForEfficientCTOPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientCTOPortfolio.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** GenomeManagerForEfficientCTOPortfolio.cs 27 Feb 2005 19:56:08 -0000 1.5 --- GenomeManagerForEfficientCTOPortfolio.cs 23 Mar 2005 21:35:36 -0000 1.6 *************** *** 106,113 **** NormalDistribution normal = new NormalDistribution(portfolioRateOfReturn, Math.Sqrt(portfolioVariance)); //for long portfolio ! //returnValue = normal.GetProbability(this.targetPerformance*0.75,this.targetPerformance*1.25); //for short portfolio ! returnValue = normal.GetProbability(-this.targetPerformance*1.25,-this.targetPerformance*0.75); ! //returnValue = 1 - normal.GetProbability(this.targetPerformance); return returnValue; } --- 106,112 ---- NormalDistribution normal = new NormalDistribution(portfolioRateOfReturn, Math.Sqrt(portfolioVariance)); //for long portfolio ! returnValue = normal.GetProbability(this.targetPerformance*0.75,this.targetPerformance*1.25); //for short portfolio ! //returnValue = normal.GetProbability(-this.targetPerformance*1.25,-this.targetPerformance*0.75); return returnValue; } Index: RunEfficientCTOPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTOPortfolio.cs,v retrieving revision 1.15 retrieving revision 1.16 diff -C2 -d -r1.15 -r1.16 *** RunEfficientCTOPortfolio.cs 13 Mar 2005 20:28:54 -0000 1.15 --- RunEfficientCTOPortfolio.cs 23 Mar 2005 21:35:37 -0000 1.16 *************** *** 84,92 **** private IEndOfDayTimer endOfDayTimer; ! public RunEfficientCTOPorfolio(string tickerGroupID, int numberOfEligibleTickers, int numberOfTickersToBeChosen, int numDaysForLiquidity, int generationNumberForGeneticOptimizer, ! int populationSizeForGeneticOptimizer) { //this.progressBarForm = new ProgressBarForm(); --- 84,96 ---- private IEndOfDayTimer endOfDayTimer; ! ! private string benchmark; ! ! public RunEfficientCTOPorfolio(string tickerGroupID, int numberOfEligibleTickers, int numberOfTickersToBeChosen, int numDaysForLiquidity, int generationNumberForGeneticOptimizer, ! int populationSizeForGeneticOptimizer, string benchmark, ! DateTime startDate, DateTime endDate) { //this.progressBarForm = new ProgressBarForm(); *************** *** 99,105 **** this.reportTable = new ReportTable( "Summary_Reports" ); this.startDateTime = new EndOfDayDateTime( ! new DateTime( 2004 , 10 , 1 ) , EndOfDaySpecificTime.FiveMinutesBeforeMarketClose ); this.endDateTime = new EndOfDayDateTime( ! new DateTime( 2004 , 10 , 11 ) , EndOfDaySpecificTime.OneHourAfterMarketClose ); //this.numIntervalDays = 3; } --- 103,110 ---- this.reportTable = new ReportTable( "Summary_Reports" ); this.startDateTime = new EndOfDayDateTime( ! startDate, EndOfDaySpecificTime.FiveMinutesBeforeMarketClose ); this.endDateTime = new EndOfDayDateTime( ! endDate, EndOfDaySpecificTime.OneHourAfterMarketClose ); ! this.benchmark = benchmark; //this.numIntervalDays = 3; } *************** *** 132,136 **** { this.endOfDayTimer = ! new IndexBasedEndOfDayTimer( this.startDateTime, "^MIBTEL" ); } private void run_initializeAccount() --- 137,141 ---- { this.endOfDayTimer = ! new IndexBasedEndOfDayTimer( this.startDateTime, this.benchmark ); } private void run_initializeAccount() *************** *** 140,144 **** this.historicalQuoteProvider ) , new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer , ! this.historicalQuoteProvider )); } --- 145,149 ---- this.historicalQuoteProvider ) , new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer , ! this.historicalQuoteProvider ), new IBCommissionManager()); } *************** *** 151,155 **** this.account, this.generationNumberForGeneticOptimizer, ! this.populationSizeForGeneticOptimizer); --- 156,161 ---- this.account, this.generationNumberForGeneticOptimizer, ! this.populationSizeForGeneticOptimizer, ! this.benchmark); *************** *** 207,211 **** this.endOfDayTimer.Stop(); //report = new Report( this.account , this.historicalQuoteProvider ); ! //report.Show("CTO_Portfolio" , this.numIntervalDays , this.endDateTime , "^MIBTEL" ); string name = "From"+this.numberOfEligibleTickers + "LiqDays" + this.numDaysForLiquidity + "Portfolio" + --- 213,217 ---- this.endOfDayTimer.Stop(); //report = new Report( this.account , this.historicalQuoteProvider ); ! //report.Show("CTO_Portfolio" , this.numIntervalDays , this.endDateTime , this.benchmark ); string name = "From"+this.numberOfEligibleTickers + "LiqDays" + this.numDaysForLiquidity + "Portfolio" + *************** *** 213,222 **** this.generationNumberForGeneticOptimizer + "PopSize" + this.populationSizeForGeneticOptimizer; ! //AccountReport accountReport = this.account.CreateReport(name,1,this.endDateTime,"^MIBTEL", ! // new HistoricalAdjustedQuoteProvider()); ! //ObjectArchiver.Archive(accountReport, ! // System.Configuration.ConfigurationSettings.AppSettings["ReportsArchive"] + ! // "\\OpenCloseScripts\\" + ! // name + ".rep"); ObjectArchiver.Archive(this.account, --- 219,228 ---- this.generationNumberForGeneticOptimizer + "PopSize" + this.populationSizeForGeneticOptimizer; ! AccountReport accountReport = this.account.CreateReport(name,1,this.endDateTime,this.benchmark, ! new HistoricalAdjustedQuoteProvider()); ! ObjectArchiver.Archive(accountReport, ! System.Configuration.ConfigurationSettings.AppSettings["ReportsArchive"] + ! "\\OpenCloseScripts\\" + ! name + ".rep"); ObjectArchiver.Archive(this.account, |
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From: Marco M. <mi...@us...> - 2005-03-23 21:36:32
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Update of /cvsroot/quantproject/QuantProject/b91_QuantProject In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23583/b91_QuantProject Modified Files: Main.cs Log Message: Efficient Open to Close script has been modified (but not tested completely ...): now selection takes place only for tickers with a given open price level Index: Main.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v retrieving revision 1.13 retrieving revision 1.14 diff -C2 -d -r1.13 -r1.14 *** Main.cs 12 Mar 2005 23:58:02 -0000 1.13 --- Main.cs 23 Mar 2005 21:35:38 -0000 1.14 *************** *** 324,331 **** // {//call here your scripts //new RunWalkForwardOneRank().Run(); ! // new RunEfficientCTCPorfolio().Run(); //new RunOneRank().Run(); ! new RunEfficientCTOPorfolio("STOCKMI",80,4,45,2,1000).Run(); ! new RunEfficientCTOPorfolio("STOCKMI",80,4,45,2,2500).Run(); // } // catch ( Exception ex ) --- 324,333 ---- // {//call here your scripts //new RunWalkForwardOneRank().Run(); ! //new RunOneRank().Run(); ! new RunEfficientCTOPorfolio("Test2",100,5,45, 1, 3000, "^SPX", ! new DateTime(2004,10,1), ! new DateTime(2004,10,15)).Run(); ! // } // catch ( Exception ex ) *************** *** 368,378 **** //call here your scripts //new RunWalkForwardOneRank().Run(); ! //new RunEfficientCTCPorfolio().Run(); ! ! //new RunEfficientCTOPorfolio("STOCKMI",100,5,30,10,2500).Run(); ! //new RunEfficientCTOPorfolio("STOCKMI",100,5,60,10,2500).Run(); ! //new RunEfficientCTOPorfolio("STOCKMI",100,5,5,1000).Run(); ! //new RunEfficientCTOPorfolio("STOCKMI",70,5,10,2500).Run(); ! //new RunEfficientCTOPorfolio("STOCKMI",100,5,10,2500).Run(); } --- 370,374 ---- //call here your scripts //new RunWalkForwardOneRank().Run(); ! } |
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From: Marco M. <mi...@us...> - 2005-03-23 21:36:17
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Update of /cvsroot/quantproject/QuantProject In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23583 Modified Files: QuantProject.suo Log Message: Efficient Open to Close script has been modified (but not tested completely ...): now selection takes place only for tickers with a given open price level Index: QuantProject.suo =================================================================== RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v retrieving revision 1.50 retrieving revision 1.51 diff -C2 -d -r1.50 -r1.51 Binary files /tmp/cvsmltP4G and /tmp/cvs0wqMte differ |
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From: Marco M. <mi...@us...> - 2005-03-23 21:29:52
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Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21391/b3_Data/DataTables Modified Files: Quotes.cs Log Message: Added new methods used by SelectorByAverageRawOpenPrice object. Some work has to be done yet ... Index: Quotes.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** Quotes.cs 4 Feb 2005 00:12:25 -0000 1.12 --- Quotes.cs 23 Mar 2005 21:28:46 -0000 1.13 *************** *** 286,291 **** --- 286,331 ---- } + /// <summary> + /// returns tickers with the average raw open price + /// belonging to the specified range within the given set of tickers + /// </summary> + public static DataTable GetTickersByAverageRawOpenPrice( bool orderByASC, + DataTable setOfTickers, + DateTime firstQuoteDate, + DateTime lastQuoteDate, + long maxNumOfReturnedTickers, + double minPrice, double maxPrice) + { + if(!setOfTickers.Columns.Contains("AverageRawOpenPrice")) + setOfTickers.Columns.Add("AverageRawOpenPrice", System.Type.GetType("System.Double")); + if(!setOfTickers.Columns.Contains("RawOpenPriceStdDev")) + setOfTickers.Columns.Add("RawOpenPriceStdDev",System.Type.GetType("System.Double")); + foreach(DataRow row in setOfTickers.Rows) + { + row["AverageRawOpenPrice"] = + QuantProject.DataAccess.Tables.Quotes.GetAverageRawOpenPrice((string)row[0], + firstQuoteDate, + lastQuoteDate); + row["RawOpenPriceStdDev"] = + QuantProject.DataAccess.Tables.Quotes.GetRawOpenPriceStdDeviation((string)row[0], + firstQuoteDate, + lastQuoteDate); + } + getTickersByAverageRawOpenPrice_deleteRows(setOfTickers); + DataTable returnValue = ExtendedDataTable.CopyAndSort(setOfTickers,"AverageRawOpenPrice", orderByASC); + ExtendedDataTable.DeleteRows(returnValue, maxNumOfReturnedTickers); + return returnValue; + } + private static void getTickersByAverageRawOpenPrice_deleteRows( DataTable tempTicker) + { + int numRows = tempTicker.Rows.Count; + for(int i = 0; i<numRows; i++) + { + ; + ///TODO: + } + } private History history; |
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From: Marco M. <mi...@us...> - 2005-03-23 21:29:29
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Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21391/b2_DataAccess/Tables Modified Files: Quotes.cs Log Message: Added new methods used by SelectorByAverageRawOpenPrice object. Some work has to be done yet ... Index: Quotes.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Quotes.cs,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** Quotes.cs 8 Jan 2005 11:49:39 -0000 1.21 --- Quotes.cs 23 Mar 2005 21:28:42 -0000 1.22 *************** *** 562,565 **** --- 562,594 ---- /// <summary> + /// returns tickers ordered by average raw open price level, + /// with a given standard deviation, in a given time interval + /// </summary> + public static DataTable GetTickersByRawOpenPrice( bool orderInASCMode, string groupID, + DateTime firstQuoteDate, + DateTime lastQuoteDate, + long maxNumOfReturnedTickers, double minPrice, + double maxPrice, double minStdDeviation, + double maxStdDeviation) + { + string sql = "SELECT TOP " + maxNumOfReturnedTickers + " quotes.quTicker, tickers.tiCompanyName, " + + "Avg(quotes.quOpen) AS AverageRawOpenPrice, StDev(quotes.quOpen) AS StdDevRawOpenPrice " + + "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " + + "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " + + "WHERE quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " + + "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " + + "AND " + "tickers_tickerGroups.ttTgId='" + groupID + "' " + + "GROUP BY quotes.quTicker, tickers.tiCompanyName " + + "HAVING Avg(quotes.quOpen) BETWEEN " + minPrice + " AND " + maxPrice + " " + + "AND StDev(quotes.quOpen) BETWEEN " + minStdDeviation + " AND " + maxStdDeviation + " " + + "ORDER BY Avg(quotes.quOpen)"; + string sortDirection = " DESC"; + if(orderInASCMode) + sortDirection = " ASC"; + sql = sql + sortDirection; + return SqlExecutor.GetDataTable( sql ); + } + + /// <summary> /// returns the average traded value for the given ticker in the specified interval /// </summary> *************** *** 680,685 **** } ! #region GetHashValue private string getHashValue_getQuoteString_getRowString_getSingleValueString( Object value ) --- 709,762 ---- } + /// <summary> + /// returns the average raw open price for the given ticker, + /// at the specified time interval + /// </summary> + public static double GetAverageRawOpenPrice( string ticker, + DateTime firstQuoteDate, + DateTime lastQuoteDate) + + { + DataTable dt; + string sql = "SELECT quotes.quTicker, tickers.tiCompanyName, " + + "Avg(quotes.quOpen) AS AverageRawOpenPrice " + + "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " + + "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " + + "WHERE quotes.quTicker ='" + ticker + + "' AND quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " + + "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " + + "GROUP BY quotes.quTicker, tickers.tiCompanyName"; + dt = SqlExecutor.GetDataTable( sql ); + if(dt.Rows.Count==0) + return 0; + else + return (double)dt.Rows[0]["AverageRawOpenPrice"]; + } ! /// <summary> ! /// returns raw open price's standard deviation for the given ticker, ! /// at the specified time interval ! /// </summary> ! public static double GetRawOpenPriceStdDeviation( string ticker, ! DateTime firstQuoteDate, ! DateTime lastQuoteDate) ! ! { ! DataTable dt; ! string sql = "SELECT quotes.quTicker, tickers.tiCompanyName, " + ! "StDev(quotes.quOpen) AS RawOpenPriceStdDev " + ! "FROM (quotes INNER JOIN tickers ON quotes.quTicker=tickers.tiTicker) " + ! "INNER JOIN tickers_tickerGroups ON tickers.tiTicker=tickers_tickerGroups.ttTiId " + ! "WHERE quotes.quTicker ='" + ticker + ! "' AND quotes.quDate Between " + SQLBuilder.GetDateConstant(firstQuoteDate) + " " + ! "AND " + SQLBuilder.GetDateConstant(lastQuoteDate) + " " + ! "GROUP BY quotes.quTicker, tickers.tiCompanyName"; ! dt = SqlExecutor.GetDataTable( sql ); ! if(dt.Rows.Count==0) ! return 0; ! else ! return (double)dt.Rows[0]["RawOpenPriceStdDev"]; ! } ! #region GetHashValue private string getHashValue_getQuoteString_getRowString_getSingleValueString( Object value ) |
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From: Marco M. <mi...@us...> - 2005-03-23 21:25:18
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Update of /cvsroot/quantproject/QuantProject/b3_Data In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19529/b3_Data Modified Files: Data.prjx b3_Data.csproj Log Message: Added new ITickerSelector object for advanced selection of tickers: with SelectorByAverageRawOpenPrice it is now possible to choose tickers by average raw open price level. Index: Data.prjx =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Data.prjx,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** Data.prjx 17 Mar 2005 18:45:02 -0000 1.1 --- Data.prjx 23 Mar 2005 21:24:16 -0000 1.2 *************** *** 29,32 **** --- 29,33 ---- <File name=".\Selectors\SelectorByOpenToCloseVolatility.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByQuotationAtEachMarketDay.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> + <File name=".\Selectors\SelectorByAverageRawOpenPrice.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\TickerSelector.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> Index: b3_Data.csproj =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/b3_Data.csproj,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** b3_Data.csproj 27 Feb 2005 19:56:08 -0000 1.23 --- b3_Data.csproj 23 Mar 2005 21:24:19 -0000 1.24 *************** *** 144,148 **** <File RelPath = "ExtendedDataTable.cs" ! SubType = "Component" BuildAction = "Compile" /> --- 144,148 ---- <File RelPath = "ExtendedDataTable.cs" ! SubType = "Code" BuildAction = "Compile" /> *************** *** 248,251 **** --- 248,256 ---- /> <File + RelPath = "Selectors\SelectorByAverageRawOpenPrice.cs" + SubType = "Code" + BuildAction = "Compile" + /> + <File RelPath = "Selectors\SelectorByCloseToCloseLinearCorrelation.cs" SubType = "Code" |
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From: Marco M. <mi...@us...> - 2005-03-23 21:24:33
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Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19529/b3_Data/Selectors Added Files: SelectorByAverageRawOpenPrice.cs Log Message: Added new ITickerSelector object for advanced selection of tickers: with SelectorByAverageRawOpenPrice it is now possible to choose tickers by average raw open price level. --- NEW FILE: SelectorByAverageRawOpenPrice.cs --- /* QuantProject - Quantitative Finance Library SelectorByAverageRawOpenPrice.cs Copyright (C) 2003 Marco Milletti 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.Collections; using System.Data; using System.Windows.Forms; using QuantProject.DataAccess.Tables; using QuantProject.Data.DataTables; namespace QuantProject.Data.Selectors { /// <summary> /// Class for selection of tickers for which average raw open price /// and raw open price's standard deviation /// belong to a specified ranges, in a given time interval. /// </summary> public class SelectorByAverageRawOpenPrice : TickerSelector, ITickerSelector { private double minPrice; private double maxPrice; private double minStdDeviation; private double maxStdDeviation; public SelectorByAverageRawOpenPrice(DataTable setOfTickersToBeSelected, bool orderInASCmode, DateTime firstQuoteDate, DateTime lastQuoteDate, long maxNumOfReturnedTickers, double minPrice, double maxPrice, double minStdDeviation, double maxStdDeviation): base(setOfTickersToBeSelected, orderInASCmode, firstQuoteDate, lastQuoteDate, maxNumOfReturnedTickers) { this.minPrice = minPrice; this.maxPrice = maxPrice; this.minStdDeviation = minStdDeviation; this.maxStdDeviation = maxStdDeviation; } public SelectorByAverageRawOpenPrice(string groupID, bool orderInASCmode, DateTime firstQuoteDate, DateTime lastQuoteDate, long maxNumOfReturnedTickers, double minPrice, double maxPrice, double minStdDeviation, double maxStdDeviation): base(groupID, orderInASCmode, firstQuoteDate, lastQuoteDate, maxNumOfReturnedTickers) { this.minPrice = minPrice; this.maxPrice = maxPrice; this.minStdDeviation = minStdDeviation; this.maxStdDeviation = maxStdDeviation; } public DataTable GetTableOfSelectedTickers() { if(this.setOfTickersToBeSelected == null) return QuantProject.DataAccess.Tables.Quotes.GetTickersByRawOpenPrice(this.isOrderedInASCMode, this.groupID, this.firstQuoteDate, this.lastQuoteDate, this.maxNumOfReturnedTickers, this.minPrice, this.maxPrice, this.minStdDeviation, this.maxStdDeviation); else return new DataTable(); } public void SelectAllTickers() { ; } } } |
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From: Marco M. <mi...@us...> - 2005-03-22 19:28:36
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Update of /cvsroot/quantproject/QuantDownloader/Downloader In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv2002/Downloader Added Files: QuantDownloader.prjx Log Message: Added Sharp Develop files. Now also QuantDownloader is available also with SharpDevelop. --- NEW FILE: QuantDownloader.prjx --- <Project name="QuantDownloader" standardNamespace="QuantProject.Applications.Downloader" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataBaseImporter.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataSet1.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Main.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TestDownloadedData.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerDownloader.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WebDownloader.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\QuotesChart.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\QuotesEditor.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\ValidationDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\ValidationGridTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\ValidationTabControl.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\ValidationTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\VisualValidationChart.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\VisualValidationDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\VisualValidationTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\CloseToClose\CloseToCloseChart.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\CloseToClose\CloseToCloseDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\CloseToClose\CloseToCloseTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\OHLC\OHLCdataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\OHLC\OHLCtabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\OHLC\OHLCuserControl.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\RangeToRange\RangeToRangeChart.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\RangeToRange\RangeToRangeDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\RangeToRange\RangeToRangeTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\GroupEditor.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\TickerGroupsListViewMenu.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\TickerGroupsViewer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\TickerSelectorForm.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\TickerViewer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\TickerViewerMenu.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Validate\ValidateDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Validate\ValidateForm.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\app.config" subtype="Code" buildaction="Nothing" dependson="" data="" /> <File name=".\App.ico" subtype="Code" buildaction="Nothing" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b1_ADT" localcopy="True" /> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b3_Data" localcopy="True" /> <Reference type="Project" refto="b4_Business" localcopy="True" /> <Reference type="Project" refto="b5_Presentation" localcopy="True" /> <Reference type="Assembly" refto="..\..\scpl.dll" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <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="QuantDownloader" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <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="QuantDownloader" 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="QuantDownloader" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> |
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From: Marco M. <mi...@us...> - 2005-03-22 19:28:21
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Update of /cvsroot/quantproject/QuantDownloader In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv2002 Added Files: QuantDownloader.cmbx Log Message: Added Sharp Develop files. Now also QuantDownloader is available also with SharpDevelop. --- NEW FILE: QuantDownloader.cmbx --- <Combine fileversion="1.0" name="QuantDownloader" description=""> <StartMode startupentry="QuantDownloader" single="True"> <Execute entry="QuantDownloader" type="None" /> <Execute entry="b1_ADT" type="None" /> <Execute entry="b2_DataAccess" type="None" /> <Execute entry="b3_Data" type="None" /> <Execute entry="b4_Business" type="None" /> <Execute entry="b5_Presentation" type="None" /> </StartMode> <Entries> <Entry filename=".\Downloader\QuantDownloader.prjx" /> <Entry filename="..\QuantProject\b1_ADT\ADT.prjx" /> <Entry filename="..\QuantProject\b2_DataAccess\DataAccess.prjx" /> <Entry filename="..\QuantProject\b3_Data\Data.prjx" /> <Entry filename="..\QuantProject\b4_Business\Business.prjx" /> <Entry filename="..\QuantProject\b5_Presentation\Presentation.prjx" /> </Entries> <Configurations active="Debug"> <Configuration name="Release"> <Entry name="QuantDownloader" configurationname="Debug" build="False" /> <Entry name="b1_ADT" configurationname="Debug" build="False" /> <Entry name="b2_DataAccess" configurationname="Debug" build="False" /> <Entry name="b3_Data" configurationname="Debug" build="False" /> <Entry name="b4_Business" configurationname="Debug" build="False" /> <Entry name="b5_Presentation" configurationname="Debug" build="False" /> </Configuration> <Configuration name="Debug"> <Entry name="QuantDownloader" configurationname="Debug" build="False" /> <Entry name="b1_ADT" configurationname="Debug" build="False" /> <Entry name="b2_DataAccess" configurationname="Debug" build="False" /> <Entry name="b3_Data" configurationname="Debug" build="False" /> <Entry name="b4_Business" configurationname="Debug" build="False" /> <Entry name="b5_Presentation" configurationname="Debug" build="False" /> </Configuration> </Configurations> </Combine> |
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From: Glauco S. <gla...@us...> - 2005-03-20 18:31:08
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23877/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows Modified Files: SummaryRow.cs Log Message: Now, when a Summary row is null, zero is returned. This is done to avoid run time errors when no round trade is found. Index: SummaryRow.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/SummaryRow.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** SummaryRow.cs 15 Feb 2005 19:09:04 -0000 1.2 --- SummaryRow.cs 20 Mar 2005 18:30:58 -0000 1.3 *************** *** 15,24 **** { get { return rowDescription; } ! // set { rowDescription = value; } } public object Value { ! get { return rowValue; } ! // set { rowValue = value; } } --- 15,32 ---- { get { return rowDescription; } ! set { rowDescription = value; } } public object Value { ! get ! { ! object returnValue; ! if ( this.rowValue != null ) ! returnValue = this.rowValue; ! else ! returnValue = 0; ! return returnValue; ! } ! set { rowValue = value; } } |
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From: Glauco S. <gla...@us...> - 2005-03-20 18:31:08
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23877/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Modified Files: Summary.cs Log Message: Now, when a Summary row is null, zero is returned. This is done to avoid run time errors when no round trade is found. Index: Summary.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** Summary.cs 15 Feb 2005 19:09:05 -0000 1.12 --- Summary.cs 20 Mar 2005 18:30:59 -0000 1.13 *************** *** 58,107 **** public double MaxEquityDrawDown { ! get { return (double)this.maxEquityDrawDown.rowValue; } } public double TotalNumberOfTrades { ! get { return (int)this.totalNumberOfTrades.rowValue; } } public int NumberWinningTrades { ! get { return (int)this.numberWinningTrades.rowValue; } } public double AverageTradePercentageReturn { ! get { return (double)this.averageTradePercentageReturn.rowValue; } } public double LargestWinningTradePercentage { ! get { return (double)this.largestWinningTradePercentage.rowValue; } } public double LargestLosingTradePercentage { ! get { return (double)this.largestLosingTradePercentage.rowValue; } } public double NumberWinningLongTrades { ! get { return (int)this.numberWinningLongTrades.rowValue; } } public double AverageLongTradePercentageReturn { ! get { return (double)this.averageLongTradePercentageReturn.rowValue; } } public double NumberWinningShortTrades { ! get { return (int)this.numberWinningShortTrades.rowValue; } } public double TotalNumberOfLongTrades { ! get { return (int)this.totalNumberOfLongTrades.rowValue; } } public double TotalNumberOfShortTrades { ! get { return (int)this.totalNumberOfShortTrades.rowValue; } } public double TotalCommissionAmount { ! get { return (double)this.totalCommissionAmount.rowValue; } } --- 58,107 ---- public double MaxEquityDrawDown { ! get { return Convert.ToDouble( this.maxEquityDrawDown.Value ); } } public double TotalNumberOfTrades { ! get { return (int)this.totalNumberOfTrades.Value; } } public int NumberWinningTrades { ! get { return (int)this.numberWinningTrades.Value; } } public double AverageTradePercentageReturn { ! get { return Convert.ToDouble( this.averageTradePercentageReturn.Value ); } } public double LargestWinningTradePercentage { ! get { return Convert.ToDouble( this.largestWinningTradePercentage.Value ); } } public double LargestLosingTradePercentage { ! get { return Convert.ToDouble( this.largestLosingTradePercentage.Value ); } } public double NumberWinningLongTrades { ! get { return (int)this.numberWinningLongTrades.Value; } } public double AverageLongTradePercentageReturn { ! get { return Convert.ToDouble( this.averageLongTradePercentageReturn.Value ); } } public double NumberWinningShortTrades { ! get { return (int)this.numberWinningShortTrades.Value; } } public double TotalNumberOfLongTrades { ! get { return (int)this.totalNumberOfLongTrades.Value; } } public double TotalNumberOfShortTrades { ! get { return (int)this.totalNumberOfShortTrades.Value; } } public double TotalCommissionAmount { ! get { return Convert.ToDouble( this.totalCommissionAmount.Value ); } } *************** *** 189,192 **** --- 189,194 ---- private void getSummary() { + if ( this.accountReport.Equity.DataTable.Rows.Count == 0 ) + throw new Exception( "A Summary computation has been requested, but the equity line is empty" ); this.totalPnl = (double)this.accountReport.Equity.DataTable.Rows[ this.accountReport.Equity.DataTable.Rows.Count - 1 ][ "PnL" ]; |
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From: Marco M. <mi...@us...> - 2005-03-17 18:45:22
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Update of /cvsroot/quantproject/QuantProject/b91_QuantProject In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23687/b91_QuantProject Added Files: QuantProject.prjx Log Message: Added Sharp Develop files. Now QuantProject is available also with SharpDevelop. --- NEW FILE: QuantProject.prjx --- <Project name="b91_QuantProject" standardNamespace="QuantProject" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AccountViewer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataSet1.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Main.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TestDownloadedData.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\app.config" subtype="Code" buildaction="Nothing" dependson="" data="" /> <File name=".\App.ico" subtype="Code" buildaction="Nothing" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b1_ADT" localcopy="True" /> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b3_Data" localcopy="True" /> <Reference type="Project" refto="b4_Business" localcopy="True" /> <Reference type="Project" refto="b5_Presentation" localcopy="True" /> <Reference type="Project" refto="b7_Scripts" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <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> <Configurations active="Debug"> <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> </Configurations> </Project> |
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From: Marco M. <mi...@us...> - 2005-03-17 18:45:21
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Update of /cvsroot/quantproject/QuantProject/b4_Business In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23687/b4_Business Added Files: Business.prjx Log Message: Added Sharp Develop files. Now QuantProject is available also with SharpDevelop. --- NEW FILE: Business.prjx --- <Project name="b4_Business" standardNamespace="Business" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\IValidator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\SospiciousDataRowEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\ValidateDataTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\ValidationWarnings.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\Validator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\Validators\CloseToCloseValidator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\Validators\MultiValidator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\Validators\OHLCvalidator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\Validators\RangeToRangeValidator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\EndOfDayDateTime.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\EndOfDaySpecificTime.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\EndOfDayTimingEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\HistoricalEndOfDayTimer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\IEndOfDayTimer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\IndexBasedEndOfDayTimer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a07_DataProviders\HistoricalAdjustedQuoteProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a07_DataProviders\HistoricalEndOfDayDataStreamer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a07_DataProviders\HistoricalRawQuoteProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a07_DataProviders\IHistoricalQuoteProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a1_Instruments\Instrument.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a1_Instruments\Instruments.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a1_Instruments\QuoteCache.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Account.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\AccountReportRecord.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Accounts.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Portfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Position.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\TimedTransaction.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Transaction.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\TransactionType.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\Commission.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\IBCommission.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\IBCommissionManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\ICommissionManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\ZeroCommission.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\ZeroCommissionManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\AccountReport.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\ReportTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AnnualSystemPercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AverageLongTradePercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AverageShortTradePercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AverageTradePercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\BuyAndHoldPercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\LargestLosingTradePercentage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\LargestWinningTradePercentage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\MaxEquityDrawDown.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningLongTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningShortTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\ReturnOnAccount.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\SummaryRow.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalCommissionAmount.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNetProfit.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNumberOfLongTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNumberOfShortTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNumberOfTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\Tables\Equity.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\Tables\RoundTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\Tables\Summary.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\Tables\Transactions.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Transactions\EndOfDayTransaction.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Transactions\TransactionHistory.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\HistoricalEndOfDayOrderExecutor.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\IOrderExecutor.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\Order.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\OrderFilledEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\OrderManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\Orders.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\OrderStatus.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\OrderType.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\AccountStrategy.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\Signal.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\Signals.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\TradingSystem.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\TradingSystems.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\BackTester.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\Tester.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\TestResults.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\TestWindow.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\TestWindows.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\WalkForwardTester.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a4_Scripting\Script.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b1_ADT" localcopy="True" /> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b3_Data" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.VBIDE.dll" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.Excel.dll" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.Office.dll" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Business" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Business" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantProject.Business" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> |
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From: Marco M. <mi...@us...> - 2005-03-17 18:45:21
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23687/b7_Scripts Added Files: Scripts.prjx Log Message: Added Sharp Develop files. Now QuantProject is available also with SharpDevelop. --- NEW FILE: Scripts.prjx --- <Project name="b7_Scripts" standardNamespace="Scripts" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\MyTradingSystem.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\CallingReportsForRunScripts\ShowReportFromFile.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\MultiTesting\MultiTestOneRank\" subtype="Code" buildaction="Nothing" dependson="" data="" /> <File name=".\SimpleTesting\MSFTsimpleTest\TsMSFTsimpleTest.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SimpleTesting\MSFTSimpleTest_2\TsMSFTsimpleTest_2.cs" subtype="Code" buildaction="Nothing" dependson="" data="" /> <File name=".\SimpleTesting\OneRank\OneRank.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SimpleTesting\OneRank\RunOneRank.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SimpleTesting\ShortTest\EndOfDayTimerHandler.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SimpleTesting\ShortTest\RunShortTest.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerCTC.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerCTO.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeManagerForEfficientCTCPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeManagerForEfficientCTOPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeManagerForEfficientPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunEfficientCTCPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunEfficientCTOPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\MSFTwalkForward\TsMSFTwalkForward.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\BestPerformingTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\ChosenTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\ComparableAccount.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\EligibleTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\EndOfDayTimerHandler.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\ProgressBarForm.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\RunWalkForwardOneRank.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b1_ADT" localcopy="True" /> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b3_Data" localcopy="True" /> <Reference type="Project" refto="b4_Business" localcopy="True" /> <Reference type="Project" refto="b5_Presentation" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <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="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="Scripts" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <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="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="Scripts" 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="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="Scripts" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> |
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From: Marco M. <mi...@us...> - 2005-03-17 18:45:21
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Update of /cvsroot/quantproject/QuantProject/b5_Presentation In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23687/b5_Presentation Added Files: Presentation.prjx Log Message: Added Sharp Develop files. Now QuantProject is available also with SharpDevelop. --- NEW FILE: Presentation.prjx --- <Project name="b5_Presentation" standardNamespace="Presentation" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\FormatProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Charting\CharPlot.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Charting\Chart.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\Console\ConsoleManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\MicrosoftExcel\ExcelManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\EquityChartTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\Report.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\ReportGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\ReportGridTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\ReportShower.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\ReportTabControl.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\SummaryTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> <Reference type="Assembly" refto="..\..\scpl.dll" localcopy="True" /> <Reference type="Project" refto="b1_ADT" localcopy="True" /> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b3_Data" localcopy="True" /> <Reference type="Project" refto="b4_Business" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.VBIDE.dll" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.Excel.dll" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.Office.dll" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Presentation" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Presentation" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantProject.Presentation" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> |
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From: Marco M. <mi...@us...> - 2005-03-17 18:45:20
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Update of /cvsroot/quantproject/QuantProject/b3_Data In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23687/b3_Data Added Files: Data.prjx Log Message: Added Sharp Develop files. Now QuantProject is available also with SharpDevelop. --- NEW FILE: Data.prjx --- <Project name="b3_Data" standardNamespace="Data" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ExtendedDataTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\FilterBuilder.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\HistoricalDataProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\IDataStreamer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\NewExtendedDateTimeEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\NewQuoteEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\Quote.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\Timer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\GroupQuotes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\Quotes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\TickerDataTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\Tickers_tickerGroups.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\ValidatedTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\VisuallyValidatedQuotes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\ITickerReceiver.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\ITickerRemover.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\ITickerSelector.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectionType.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByAbsolutePerformance.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByAverageCloseToClosePerformance.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByAverageOpenToClosePerformance.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByCloseToCloseLinearCorrelation.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByCloseToCloseVolatility.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByLiquidity.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByOpenToCloseLinearCorrelation.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByOpenToCloseVolatility.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByQuotationAtEachMarketDay.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\TickerSelector.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b1_ADT" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Data" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Data" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantProject.Data" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> |
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From: Marco M. <mi...@us...> - 2005-03-17 18:45:16
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Update of /cvsroot/quantproject/QuantProject/b2_DataAccess In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23687/b2_DataAccess Added Files: DataAccess.prjx Log Message: Added Sharp Develop files. Now QuantProject is available also with SharpDevelop. --- NEW FILE: DataAccess.prjx --- <Project name="b2_DataAccess" standardNamespace="DataAccess" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ConnectionProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataBase.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataBaseLocator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataBaseVersionManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\OleDbSingleTableAdapter.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuoteField.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SQLBuilder.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SqlExecutor.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ValidationTypes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\FaultyTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\Quotes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\TickerGroups.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\Tickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\Tickers_tickerGroups.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\ValidatedTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\VisuallyValidatedQuotes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b1_ADT" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.DataAccess" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.DataAccess" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantProject.DataAccess" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> |
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From: Marco M. <mi...@us...> - 2005-03-17 18:45:16
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Update of /cvsroot/quantproject/QuantProject/b1_ADT In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23687/b1_ADT Added Files: ADT.prjx Log Message: Added Sharp Develop files. Now QuantProject is available also with SharpDevelop. --- NEW FILE: ADT.prjx --- <Project name="b1_ADT" standardNamespace="ADT" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AdvancedSortedList.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\BarComponent.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ConstantsProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ExtendedDataTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ExtendedDateTime.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\HashProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\IProgressNotifier.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Keyed.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\NewProgressEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\RecursiveHashTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\FileManaging\ObjectArchiver.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Histories\History.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Optimizable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Parameter.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Parameters.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\GeneticOptimizer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\Genome.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\GenomeComparer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\GenomeManagement.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\GenomeManagerTest.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\IGenomeManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\BasicFunctions.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\CalculusApproximation.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\Function.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\IPdfDefiner.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\NormalDistribution.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References /> <DeploymentInformation target="" script="" strategy="File" /> <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="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.ADT" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <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="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.ADT" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantProject.ADT" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> |
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From: Marco M. <mi...@us...> - 2005-03-17 18:45:16
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Update of /cvsroot/quantproject/QuantProject In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23687 Added Files: QuantProject.cmbx Log Message: Added Sharp Develop files. Now QuantProject is available also with SharpDevelop. --- NEW FILE: QuantProject.cmbx --- <Combine fileversion="1.0" name="QuantProject" description=""> <StartMode startupentry="b91_QuantProject" single="True"> <Execute entry="b1_ADT" type="None" /> <Execute entry="b4_Business" type="None" /> <Execute entry="b5_Presentation" type="None" /> <Execute entry="b91_QuantProject" type="None" /> <Execute entry="b7_Scripts" type="None" /> </StartMode> <Entries> <Entry filename=".\b1_ADT\ADT.prjx" /> <Entry filename=".\b2_DataAccess\DataAccess.prjx" /> <Entry filename=".\b3_Data\Data.prjx" /> <Entry filename=".\b4_Business\Business.prjx" /> <Entry filename=".\b5_Presentation\Presentation.prjx" /> <Entry filename=".\b91_QuantProject\QuantProject.prjx" /> <Entry filename=".\b7_Scripts\Scripts.prjx" /> </Entries> <Configurations active="Debug"> <Configuration name="Release"> <Entry name="b1_ADT" configurationname="Debug" build="False" /> <Entry name="b4_Business" configurationname="Debug" build="False" /> <Entry name="b5_Presentation" configurationname="Debug" build="False" /> <Entry name="b91_QuantProject" configurationname="Debug" build="False" /> <Entry name="b7_Scripts" configurationname="Debug" build="False" /> </Configuration> <Configuration name="Debug"> <Entry name="b1_ADT" configurationname="Debug" build="False" /> <Entry name="b4_Business" configurationname="Debug" build="False" /> <Entry name="b5_Presentation" configurationname="Debug" build="False" /> <Entry name="b91_QuantProject" configurationname="Debug" build="False" /> <Entry name="b7_Scripts" configurationname="Debug" build="False" /> </Configuration> </Configurations> </Combine> |
