quantproject-developers

[Quantproject-developers] QuantProject QuantProject.suo,1.47,1.48

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

Update of /cvsroot/quantproject/QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8083

Modified Files:
	QuantProject.suo 
Log Message:
- Commission concept has been introduced
- EndOfDayTransaction(s) are used instead of TimedTransaction(s)

Index: QuantProject.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v
retrieving revision 1.47
retrieving revision 1.48
diff -C2 -d -r1.47 -r1.48
Binary files /tmp/cvsWjZjv1 and /tmp/cvsS2O7gB differ

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting Account.cs,1.13,1.14

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7934/b4_Business/a1_Financial/a2_Accounting

Modified Files:
	Account.cs 
Log Message:
- Commission concept has been introduced
- EndOfDayTransaction(s) are used instead of TimedTransaction(s)

Index: Account.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/Account.cs,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** Account.cs	9 Jan 2005 19:39:51 -0000	1.13
--- Account.cs	6 Feb 2005 18:26:32 -0000	1.14
***************
*** 35,38 ****
--- 35,39 ----
  using QuantProject.Business.Financial.Accounting.Reporting;
  using QuantProject.Business.Financial.Accounting.Transactions;
+ using QuantProject.Business.Financial.Accounting.Commissions;
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Financial.Ordering;
***************
*** 193,201 ****
      private void updateCash( Transaction transaction )
      {
!       cashAmount += transaction.CashFlow();
      }
  
!     public void Add( TimedTransaction transaction )
      {
        this.Transactions.Add( transaction );
        this.updateCash( transaction );
--- 194,207 ----
      private void updateCash( Transaction transaction )
      {
!       cashAmount += transaction.CashFlow() - transaction.Commission.Value;
      }
  
! 		protected virtual Commission getCommission( Transaction transaction )
! 		{
! 			return new Commission( transaction );
! 		}
!     public void Add( EndOfDayTransaction transaction )
      {
+ 			transaction.Commission = this.getCommission( transaction );
        this.Transactions.Add( transaction );
        this.updateCash( transaction );
***************
*** 203,214 ****
        //this.accountReport.AddRecord( this );
      }
! 		public void Add( EndOfDayTransaction transaction )
! 		{
! 			this.Transactions.Add( transaction );
! 			this.updateCash( transaction );
! 			this.Portfolio.Update( transaction );
! 			//this.accountReport.AddRecord( this );
! 		}
! 
  
  //		public double GetMarketValue( EndOfDayDateTime endOfDayDateTime )
--- 209,220 ----
        //this.accountReport.AddRecord( this );
      }
! //		public void Add( Transaction transaction )
! //		{
! //			this.Transactions.Add( transaction );
! //			this.updateCash( transaction );
! //			this.Portfolio.Update( transaction );
! //			//this.accountReport.AddRecord( this );
! //		}
! //
  
  //		public double GetMarketValue( EndOfDayDateTime endOfDayDateTime )

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting Transaction.cs,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7202/b4_Business/a1_Financial/a2_Accounting

Modified Files:
	Transaction.cs 
Log Message:
The Commission property has been added

Index: Transaction.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/Transaction.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** Transaction.cs	13 Oct 2003 21:58:42 -0000	1.1.1.1
--- Transaction.cs	6 Feb 2005 18:24:05 -0000	1.2
***************
*** 23,26 ****
--- 23,27 ----
  using System;
  using QuantProject.Business.Financial.Instruments;
+ using QuantProject.Business.Financial.Accounting.Commissions;
  
  namespace QuantProject.Business.Financial.Accounting
***************
*** 37,40 ****
--- 38,42 ----
      private long quantity; 
      private double instrumentPrice;
+ 		private Commission commission;
  
      public TransactionType Type
***************
*** 70,74 ****
      }
  
!     public double InstrumentPrice
      {
        get { return instrumentPrice; }
--- 72,88 ----
      }
  
! 		public Commission Commission
! 		{
! 			get
! 			{
! 				return this.commission;
! 			}
! 			set
! 			{
! 				this.commission = value;
! 			}
! 		}
! 
! 		public double InstrumentPrice
      {
        get { return instrumentPrice; }

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/Transactions TransactionHistory.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/Transactions
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7036/b4_Business/a1_Financial/a2_Accounting/Transactions

Modified Files:
	TransactionHistory.cs 
Log Message:
EndOfDayTransaction(s) are used instead of TimedTransaction(s)

Index: TransactionHistory.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/Transactions/TransactionHistory.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** TransactionHistory.cs	29 Nov 2004 14:49:19 -0000	1.1
--- TransactionHistory.cs	6 Feb 2005 18:23:30 -0000	1.2
***************
*** 66,73 ****
      }
  
! 		public void Add( TimedTransaction transaction )
! 		{
! 			base.MultiAdd( transaction.ExtendedDateTime.DateTime , transaction );
! 		}
  
  		public void Add( EndOfDayTransaction transaction )
--- 66,73 ----
      }
  
! //		public void Add( TimedTransaction transaction )
! //		{
! //			base.MultiAdd( transaction.ExtendedDateTime.DateTime , transaction );
! //		}
  
  		public void Add( EndOfDayTransaction transaction )

[Quantproject-developers] QuantProject/b4_Business/a3_Testing Tester.cs,1.7,1.8

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7036/b4_Business/a3_Testing

Modified Files:
	Tester.cs 
Log Message:
EndOfDayTransaction(s) are used instead of TimedTransaction(s)

Index: Tester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing/Tester.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** Tester.cs	9 Jan 2005 23:48:58 -0000	1.7
--- Tester.cs	6 Feb 2005 18:23:30 -0000	1.8
***************
*** 27,30 ****
--- 27,31 ----
  using QuantProject.ADT.Histories;
  using QuantProject.ADT.Optimizing;
+ using QuantProject.Business.Financial.Accounting.Transactions;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Ordering;
***************
*** 88,92 ****
        foreach (Order order in orders )
        {
!         TimedTransaction transaction = this.OrderManager.GetTransaction( order ,
  					dataStreamer );
          this.Account.Add( transaction );
--- 89,93 ----
        foreach (Order order in orders )
        {
!         EndOfDayTransaction transaction = this.OrderManager.GetTransaction( order ,
  					dataStreamer );
          this.Account.Add( transaction );

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering OrderManager.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6465/b4_Business/a1_Financial/a3_Ordering

Modified Files:
	OrderManager.cs 
Log Message:
EndOfDayTransaction(s) are used instead of TimedTransaction(s)

Index: OrderManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/OrderManager.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** OrderManager.cs	9 Jan 2005 23:28:30 -0000	1.4
--- OrderManager.cs	6 Feb 2005 18:20:22 -0000	1.5
***************
*** 75,87 ****
      }
  
!     public TimedTransaction GetTransaction( Order order ,
  			IDataStreamer dataStreamer )
      {
        double instrumentPrice = dataStreamer.GetCurrentBid(
  				order.Instrument.Key );
!       TimedTransaction transaction = new TimedTransaction(
          getTransactionType( order ) , order.Instrument ,
          order.Quantity , instrumentPrice ,
!         order.EndOfDayDateTime.GetNearestExtendedDateTime() );
        return transaction;
      }
--- 75,87 ----
      }
  
!     public EndOfDayTransaction GetTransaction( Order order ,
  			IDataStreamer dataStreamer )
      {
        double instrumentPrice = dataStreamer.GetCurrentBid(
  				order.Instrument.Key );
!       EndOfDayTransaction transaction = new EndOfDayTransaction(
          getTransactionType( order ) , order.Instrument ,
          order.Quantity , instrumentPrice ,
!         order.EndOfDayDateTime );
        return transaction;
      }

[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientCTCPortfolio.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6114/b7_Scripts/TickerSelectionTesting

Modified Files:
	RunEfficientCTCPortfolio.cs 
Log Message:
A couple of lines have been commented, to avoid warnings

Index: RunEfficientCTCPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTCPortfolio.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunEfficientCTCPortfolio.cs	4 Feb 2005 00:13:28 -0000	1.2
--- RunEfficientCTCPortfolio.cs	6 Feb 2005 18:19:10 -0000	1.3
***************
*** 63,67 ****
      private EndOfDayDateTime startDateTime;
      private EndOfDayDateTime endDateTime;
!     private int numIntervalDays;// number of days for the equity line graph
  		private IHistoricalQuoteProvider historicalQuoteProvider =
  			new HistoricalAdjustedQuoteProvider();
--- 63,67 ----
      private EndOfDayDateTime startDateTime;
      private EndOfDayDateTime endDateTime;
! //    private int numIntervalDays;// number of days for the equity line graph
  		private IHistoricalQuoteProvider historicalQuoteProvider =
  			new HistoricalAdjustedQuoteProvider();
***************
*** 84,88 ****
        this.endDateTime = new EndOfDayDateTime(
          new DateTime( 2000 , 1 , 20 ) , EndOfDaySpecificTime.MarketClose );
!       this.numIntervalDays = 3; //for report
  		}
      #region Run
--- 84,88 ----
        this.endDateTime = new EndOfDayDateTime(
          new DateTime( 2000 , 1 , 20 ) , EndOfDaySpecificTime.MarketClose );
! //      this.numIntervalDays = 3; //for report
  		}
      #region Run

[Quantproject-developers] QuantProject/b91_QuantProject Main.cs,1.8,1.9

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5962/b91_QuantProject

Modified Files:
	Main.cs 
Log Message:
Removed a try/catch for debugging purposes (talk to Millo to decide
about this).

Index: Main.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** Main.cs	4 Feb 2005 00:20:39 -0000	1.8
--- Main.cs	6 Feb 2005 18:18:08 -0000	1.9
***************
*** 30,35 ****
  //using QuantProject.ADT.Optimizing.Genetic;
  
! using QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios;
! 
  using QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank;
  using QuantProject.Scripts.CallingReportsForRunnedScripts;
--- 30,34 ----
  //using QuantProject.ADT.Optimizing.Genetic;
  
! using QuantProject.Scripts.SimpleTesting;
  using QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank;
  using QuantProject.Scripts.CallingReportsForRunnedScripts;
***************
*** 302,315 ****
      private void menuItemRun_Click(object sender, System.EventArgs e)
      {
!       try
!       {//call here your scripts
  	//new RunWalkForwardOneRank().Run();			
!         new RunEfficientCTCPorfolio().Run();
!       }
!       catch ( Exception ex )
!       {
!         string notUsed = ex.ToString();
!         //in this way qP shouldn't stop if running a single script fails ...
!       }
      }
  
--- 301,315 ----
      private void menuItemRun_Click(object sender, System.EventArgs e)
      {
! //      try
! //      {//call here your scripts
  	//new RunWalkForwardOneRank().Run();			
!         // new RunEfficientCTCPorfolio().Run();
! 				new RunOneRank().Run();
! //      }
! //      catch ( Exception ex )
! //      {
! //        string notUsed = ex.ToString();
! //        //in this way qP shouldn't stop if running a single script fails ...
! //      }
      }
  

[Quantproject-developers] QuantProject/b7_Scripts b7_Scripts.csproj,1.20,1.21

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5169/b7_Scripts

Modified Files:
	b7_Scripts.csproj 
Log Message:
- EndOfDayOneRank and TsOneRank are not used anymore.
- RunOneRank has been added to the project.

Index: b7_Scripts.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/b7_Scripts.csproj,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** b7_Scripts.csproj	4 Feb 2005 00:07:56 -0000	1.20
--- b7_Scripts.csproj	6 Feb 2005 18:13:05 -0000	1.21
***************
*** 134,142 ****
                  />
                  <File
-                     RelPath = "SimpleTesting\OneRank\EndOfDayOneRank.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
                      RelPath = "SimpleTesting\OneRank\OneRank.cs"
                      SubType = "Code"
--- 134,137 ----
***************
*** 144,148 ****
                  />
                  <File
!                     RelPath = "SimpleTesting\OneRank\TsOneRank.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
--- 139,143 ----
                  />
                  <File
!                     RelPath = "SimpleTesting\OneRank\RunOneRank.cs"
                      SubType = "Code"
                      BuildAction = "Compile"

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank RunOneRank.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4792

Added Files:
	RunOneRank.cs 
Log Message:
Script to test the One Rank strategy on a single ticker

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

OneRank.cs
Copyright (C) 2003 
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;

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


namespace QuantProject.Scripts.SimpleTesting
{
	/// <summary>
	/// Script to test the One Rank strategy on a single ticker
	/// </summary>
	public class RunOneRank : Script
	{
		private DateTime startDateTime = new DateTime( 2000 , 1 , 1 );
		private DateTime endDateTime = new DateTime( 2000 , 12 , 31 );
		private Account account;
		private IHistoricalQuoteProvider historicalQuoteProvider =
			new HistoricalAdjustedQuoteProvider();
		/// <summary>
		/// Script to test the One Rank strategy on a single ticker
		/// </summary>
		public RunOneRank()
		{
			HistoricalEndOfDayTimer historicalEndOfDayTimer =
				new IndexBasedEndOfDayTimer(
				new EndOfDayDateTime( this.startDateTime ,
				EndOfDaySpecificTime.MarketOpen ) , "MSFT" );
			this.account = new Account( "MSFT" , historicalEndOfDayTimer ,
				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
				this.historicalQuoteProvider ) ,
				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
				this.historicalQuoteProvider ) );
			OneRank oneRank = new OneRank( account ,
				this.endDateTime );
			Report report = new Report( this.account , this.historicalQuoteProvider );
			report.Show( "WFT One Rank" , 1 ,
			new EndOfDayDateTime( this.endDateTime , EndOfDaySpecificTime.MarketClose ) ,
			"MSFT" );
		}
	}
}

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank EndOfDayOneRank.cs,1.2,NONE TsOneRank.cs,1.2,NONE

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4628

Removed Files:
	EndOfDayOneRank.cs TsOneRank.cs 
Log Message:
EndOfDayOneRank and TsOneRank are not used anymore

--- TsOneRank.cs DELETED ---

--- EndOfDayOneRank.cs DELETED ---

[Quantproject-developers] QuantProject/b4_Business b4_Business.csproj,1.18,1.19

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4158/b4_Business

Modified Files:
	b4_Business.csproj 
Log Message:
The a1_Financial\a2_Accounting\Commissions\Commission.cs file
has been added.

Index: b4_Business.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/b4_Business.csproj,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** b4_Business.csproj	20 Jan 2005 01:11:32 -0000	1.18
--- b4_Business.csproj	6 Feb 2005 18:07:34 -0000	1.19
***************
*** 298,301 ****
--- 298,306 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\Commissions\Commission.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a2_Accounting\h5_Reporting\AccountReport.cs"
                      SubType = "Code"

[Quantproject-developers] Re: [Quantproject-developers] QuantProject/b7_Scripts/CallingReportsForRunnedScripts ShowReportFromFile.cs,NONE,1.1

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

Tanto per cambiare... questo, l'update, non me lo tira giu'.

Posso chiederti se hai usato il Tortoise? Mi sbagliero', ma c'e' qualche 
incompabilita'.

At 12:07 AM 2/4/2005 +0000, you wrote:
>Update of 
>/cvsroot/quantproject/QuantProject/b7_Scripts/CallingReportsForRunnedScripts
>In directory 
>sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6108/b7_Scripts/CallingReportsForRunnedScripts
>
>Added Files:
>         ShowReportFromFile.cs
>Log Message:
>Added ShowReportFromFile class to view report from file (containing at the 
>moment only serialized account).
>The Class Position in scripts project is just temporary
>
>--- NEW FILE: ShowReportFromFile.cs ---
>/*
>QuantProject - Quantitative Finance Library
>
>ShowReportFromFile.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 QuantProject.Scripts;
>using QuantProject.Business.Timing;
>using QuantProject.Business.Financial.Accounting;
>using QuantProject.Business.DataProviders;
>using QuantProject.ADT.FileManaging;
>using QuantProject.Presentation.Reporting.WindowsForm;
>
>
>namespace QuantProject.Scripts.CallingReportsForRunnedScripts
>{
>         public class ShowReportFromFile
>         {
>                 public ShowReportFromFile()
>                 {
>
>                 }
>
>
>                 public static void ShowReportFromSerializedAccount(string 
> serializedAccountFullPath)
>                 {
>                         try
>                         {
>                                 Account account =
> 
>(Account)ObjectArchiver.Extract(serializedAccountFullPath);
>
>                                 Report report = new Report(account, new 
> HistoricalAdjustedQuoteProvider());
>                                 report.Show("CtcPortfolio",3,
>                                              new EndOfDayDateTime(new 
> DateTime(2000,1,20), EndOfDaySpecificTime.MarketClose), "^MIBTEL");
>
>                         }
>                         catch(System.Exception ex)
>                         {
> 
>System.Windows.Forms.MessageBox.Show(ex.ToString());
>                         }
>                 }
>         }
>}
>
>
>
>-------------------------------------------------------
>This SF.Net email is sponsored by: IntelliVIEW -- Interactive Reporting
>Tool for open source databases. Create drag-&-drop reports. Save time
>by over 75%! Publish reports on the web. Export to DOC, XLS, RTF, etc.
>Download a FREE copy at http://www.intelliview.com/go/osdn_nl
>_______________________________________________
>Quantproject-developers mailing list
>Qua...@li...
>https://lists.sourceforge.net/lists/listinfo/quantproject-developers

[Quantproject-developers] Re: [Quantproject-developers] QuantProject/b7_Scripts/CallingReportsForRunnedScripts - New directory

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

Ciao Millo,

magari sbaglio, ma mi sa che "runned" non esista... :-)

At 11:59 PM 2/3/2005 +0000, you wrote:
>Update of 
>/cvsroot/quantproject/QuantProject/b7_Scripts/CallingReportsForRunnedScripts
>In directory 
>sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv3600/CallingReportsForRunnedScripts
>
>Log Message:
>Directory 
>/cvsroot/quantproject/QuantProject/b7_Scripts/CallingReportsForRunnedScripts 
>added to the repository
>
>
>
>
>-------------------------------------------------------
>This SF.Net email is sponsored by: IntelliVIEW -- Interactive Reporting
>Tool for open source databases. Create drag-&-drop reports. Save time
>by over 75%! Publish reports on the web. Export to DOC, XLS, RTF, etc.
>Download a FREE copy at http://www.intelliview.com/go/osdn_nl
>_______________________________________________
>Quantproject-developers mailing list
>Qua...@li...
>https://lists.sourceforge.net/lists/listinfo/quantproject-developers

[Quantproject-developers] QuantProject/b91_QuantProject Main.cs,1.7,1.8

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9557/b91_QuantProject

Modified Files:
	Main.cs 
Log Message:
The main method now runs a form from which it is now possible to choose what to do from a main menu.
The main menu now contains at "BackTest" item:
- "run" sub-item, to run user's scripts;
- "savedTests"-->AccountViewer sub-item, to view saved (serialized) accounts (work is in progress); 
- "savedTests"-->ShowReportFromAccount sub-item, to run a Report using a saved (serialized) account.

Index: Main.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** Main.cs	3 Feb 2005 00:30:39 -0000	1.7
--- Main.cs	4 Feb 2005 00:20:39 -0000	1.8
***************
*** 28,32 ****
--- 28,39 ----
  using QuantProject.Scripts;
  using QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios;
+ //using QuantProject.ADT.Optimizing.Genetic;
+ 
+ using QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios;
+ 
  using QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank;
+ using QuantProject.Scripts.CallingReportsForRunnedScripts;
+ 
+ 
  
  namespace QuantProject.Principale
***************
*** 48,55 ****
      private System.Windows.Forms.MenuItem menuItem10;
      private System.Windows.Forms.MenuItem menuItem11;
-     private System.Windows.Forms.MenuItem menuItem12;
      private System.Windows.Forms.MenuItem menuItem13;
      private System.Windows.Forms.MenuItem menuItem14;
      private System.Windows.Forms.MenuItem menuItem9;
  		/// <summary>
  		/// Required designer variable.
--- 55,65 ----
      private System.Windows.Forms.MenuItem menuItem10;
      private System.Windows.Forms.MenuItem menuItem11;
      private System.Windows.Forms.MenuItem menuItem13;
      private System.Windows.Forms.MenuItem menuItem14;
      private System.Windows.Forms.MenuItem menuItem9;
+     private System.Windows.Forms.MenuItem menuItemRun;
+     private System.Windows.Forms.MenuItem menuItemSavedTests;
+     private System.Windows.Forms.MenuItem menuItemAccountViewer;
+     private System.Windows.Forms.MenuItem menuItemShowReportFromAccount;
  		/// <summary>
  		/// Required designer variable.
***************
*** 96,100 ****
        this.menuItem9 = new System.Windows.Forms.MenuItem();
        this.menuItem11 = new System.Windows.Forms.MenuItem();
!       this.menuItem12 = new System.Windows.Forms.MenuItem();
        this.menuItem13 = new System.Windows.Forms.MenuItem();
        this.menuItem14 = new System.Windows.Forms.MenuItem();
--- 106,112 ----
        this.menuItem9 = new System.Windows.Forms.MenuItem();
        this.menuItem11 = new System.Windows.Forms.MenuItem();
!       this.menuItemRun = new System.Windows.Forms.MenuItem();
!       this.menuItemSavedTests = new System.Windows.Forms.MenuItem();
!       this.menuItemAccountViewer = new System.Windows.Forms.MenuItem();
        this.menuItem13 = new System.Windows.Forms.MenuItem();
        this.menuItem14 = new System.Windows.Forms.MenuItem();
***************
*** 106,109 ****
--- 118,122 ----
        this.menuItem6 = new System.Windows.Forms.MenuItem();
        this.menuItem7 = new System.Windows.Forms.MenuItem();
+       this.menuItemShowReportFromAccount = new System.Windows.Forms.MenuItem();
        // 
        // mainMenu1
***************
*** 138,149 ****
        this.menuItem11.Index = 1;
        this.menuItem11.MenuItems.AddRange(new System.Windows.Forms.MenuItem[] {
!                                                                                this.menuItem12});
        this.menuItem11.Text = "BackTest";
        // 
!       // menuItem12
        // 
!       this.menuItem12.Index = 0;
!       this.menuItem12.Text = "Go";
!       this.menuItem12.Click += new System.EventHandler(this.menuItem12_Click);
        // 
        // menuItem13
--- 151,177 ----
        this.menuItem11.Index = 1;
        this.menuItem11.MenuItems.AddRange(new System.Windows.Forms.MenuItem[] {
!                                                                                this.menuItemRun,
!                                                                                this.menuItemSavedTests});
        this.menuItem11.Text = "BackTest";
        // 
!       // menuItemRun
        // 
!       this.menuItemRun.Index = 0;
!       this.menuItemRun.Text = "Run";
!       this.menuItemRun.Click += new System.EventHandler(this.menuItemRun_Click);
!       // 
!       // menuItemSavedTests
!       // 
!       this.menuItemSavedTests.Index = 1;
!       this.menuItemSavedTests.MenuItems.AddRange(new System.Windows.Forms.MenuItem[] {
!                                                                                        this.menuItemAccountViewer,
!                                                                                        this.menuItemShowReportFromAccount});
!       this.menuItemSavedTests.Text = "Saved Tests";
!       // 
!       // menuItemAccountViewer
!       // 
!       this.menuItemAccountViewer.Index = 0;
!       this.menuItemAccountViewer.Text = "Account viewer";
!       this.menuItemAccountViewer.Click += new System.EventHandler(this.menuItemAccountViewer_Click);
        // 
        // menuItem13
***************
*** 195,198 ****
--- 223,232 ----
        this.menuItem7.Text = "";
        // 
+       // menuItemShowReportFromAccount
+       // 
+       this.menuItemShowReportFromAccount.Index = 1;
+       this.menuItemShowReportFromAccount.Text = "Show report from account";
+       this.menuItemShowReportFromAccount.Click += new System.EventHandler(this.menuItemShowReportFromAccount_Click);
+       // 
        // Principale
        // 
***************
*** 201,205 ****
        this.Menu = this.mainMenu1;
        this.Name = "Principale";
!       this.Text = "Principale";
  
      }
--- 235,239 ----
        this.Menu = this.mainMenu1;
        this.Name = "Principale";
!       this.Text = "Main";
  
      }
***************
*** 212,219 ****
      }
  
-     private void menuItem12_Click(object sender, System.EventArgs e)
-     {
-     }
- 
      private void menuItem10_Click(object sender, System.EventArgs e)
      {
--- 246,249 ----
***************
*** 226,237 ****
        //try
        {
! //        new RunMSFTsimpleTest().Run();
  //		new RunMSFTsimpleTest_2().Run();
  				//new RunOneRankWithExcelReport().Run();
! //				new RunOneRankWithWindowsReport().Run();
  				//new RunMSFTwalkForward().Run();
          //new RunMultiTestOneRank().Run();
  				//new RunEfficientCTOPorfolio().Run();
! 				new RunWalkForwardOneRank().Run();
        } 
        //catch ( Exception ex )
--- 256,282 ----
        //try
        {
!         //new RunMSFTsimpleTest().Run();
  //		new RunMSFTsimpleTest_2().Run();
  				//new RunOneRankWithExcelReport().Run();
! 
! 				//new RunOneRankWithWindowsReport().Run();
!         //new RunBestTwoIndipendent().Run();
!         //Principale.geneticOptimizerTest();
!         //new RunEfficientCTOPorfolio().Run();
!         //new RunEfficientCTCPorfolio().Run();
! 				//new RunEfficientPorfolio().Run();
!         Application.Run(new Principale());
!       //  new RunMSFTwalkForward().Run();
! 
! 	//		new RunOneRankWithWindowsReport().Run();
  				//new RunMSFTwalkForward().Run();
+ 
          //new RunMultiTestOneRank().Run();
+ 
+ 				//new RunWalkForwardOneRank().Run();
+ 
  				//new RunEfficientCTOPorfolio().Run();
! 				//new RunWalkForwardOneRank().Run();
! 
        } 
        //catch ( Exception ex )
***************
*** 240,248 ****
        }
      }
! 
      private void menuItem14_Click(object sender, System.EventArgs e)
      {
      }
  
  	}
  }
--- 285,328 ----
        }
      }
!     /*
!     private static void geneticOptimizerTest()
!     {
!       IGenomeManager genomeManagerTest = new GenomeManagerTest(5,1,10);     
!       GeneticOptimizer GO = new GeneticOptimizer(genomeManagerTest);
!       GO.KeepOnRunningUntilConvergenceIsReached = true;
!       GO.Run(true);
!       System.Console.WriteLine("\n\nThe best solution found is: " + (string)GO.BestGenome.Meaning +
!                                 " with {0} generations", GO.GenerationCounter);
!     }
!     */
      private void menuItem14_Click(object sender, System.EventArgs e)
      {
      }
  
+     private void menuItemRun_Click(object sender, System.EventArgs e)
+     {
+       try
+       {//call here your scripts
+ 	//new RunWalkForwardOneRank().Run();			
+         new RunEfficientCTCPorfolio().Run();
+       }
+       catch ( Exception ex )
+       {
+         string notUsed = ex.ToString();
+         //in this way qP shouldn't stop if running a single script fails ...
+       }
+     }
+ 
+     private void menuItemAccountViewer_Click(object sender, System.EventArgs e)
+     {
+       AccountViewer accountViewer = new AccountViewer();
+       accountViewer.Show();
+     }
+ 
+     private void menuItemShowReportFromAccount_Click(object sender, System.EventArgs e)
+     {
+       ShowReportFromFile.ShowReportFromSerializedAccount("C:\\CtcPortfolio.qP");
+     }
+ 
  	}
  }

[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientCTCPortfolio.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7733/b7_Scripts/TickerSelectionTesting

Modified Files:
	RunEfficientCTCPortfolio.cs 
Log Message:
Updated script

Index: RunEfficientCTCPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTCPortfolio.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunEfficientCTCPortfolio.cs	30 Jan 2005 19:53:12 -0000	1.1
--- RunEfficientCTCPortfolio.cs	4 Feb 2005 00:13:28 -0000	1.2
***************
*** 81,87 ****
        this.reportTable = new ReportTable( "Summary_Reports" );
        this.startDateTime = new EndOfDayDateTime(
!         new DateTime( 2003 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
        this.endDateTime = new EndOfDayDateTime(
!         new DateTime( 2003 , 1 , 31 ) , EndOfDaySpecificTime.MarketClose );
        this.numIntervalDays = 3; //for report
  		}
--- 81,87 ----
        this.reportTable = new ReportTable( "Summary_Reports" );
        this.startDateTime = new EndOfDayDateTime(
!         new DateTime( 2000 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
        this.endDateTime = new EndOfDayDateTime(
!         new DateTime( 2000 , 1 , 20 ) , EndOfDaySpecificTime.MarketClose );
        this.numIntervalDays = 3; //for report
  		}
***************
*** 161,166 ****
          this.endOfDayTimer.Stop();
          report = new Report( this.account , this.historicalQuoteProvider );
!         report.Show("CTC_Portfolio" , this.numIntervalDays , this.endDateTime , "^MIBTEL" );
!         //ObjectArchiver.Archive(this.account, "CtcPortfolioAccount.qP","C:\\");
  
        }
--- 161,166 ----
          this.endOfDayTimer.Stop();
          report = new Report( this.account , this.historicalQuoteProvider );
!         //report.Show("CTC_Portfolio" , this.numIntervalDays , this.endDateTime , "^MIBTEL" );
!         ObjectArchiver.Archive(this.account,"C:\\CtcPortfolio.qP");
  
        }

[Quantproject-developers] QuantProject/b3_Data/DataTables Quotes.cs,1.11,1.12

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7384/b3_Data/DataTables

Modified Files:
	Quotes.cs 
Log Message:
Added new constructor in order to achieve deserialization

Index: Quotes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Quotes.cs,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** Quotes.cs	30 Jan 2005 19:57:37 -0000	1.11
--- Quotes.cs	4 Feb 2005 00:12:25 -0000	1.12
***************
*** 7,10 ****
--- 7,11 ----
  using QuantProject.DataAccess;
  using QuantProject.DataAccess.Tables;
+ using System.Runtime.Serialization;
  
  namespace QuantProject.Data.DataTables
***************
*** 49,52 ****
--- 50,57 ----
  				QuantProject.DataAccess.Tables.Quotes.GetEndDate( ticker ) );
  		}
+     public Quotes(SerializationInfo info, StreamingContext context)
+       : base(info, context)
+     {
+     }
  		private void fillDataTable( string ticker , DateTime startDate , DateTime endDate )
  		{

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting Portfolio.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7384/b4_Business/a1_Financial/a2_Accounting

Modified Files:
	Portfolio.cs 
Log Message:
Added new constructor in order to achieve deserialization

Index: Portfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/Portfolio.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** Portfolio.cs	9 Jan 2005 23:35:47 -0000	1.5
--- Portfolio.cs	4 Feb 2005 00:12:25 -0000	1.6
***************
*** 22,25 ****
--- 22,26 ----
  
  using System;
+ using System.Runtime.Serialization;
  using System.Collections;
  using System.Diagnostics;
***************
*** 41,44 ****
--- 42,49 ----
      {
      }
+     public Portfolio(SerializationInfo info, StreamingContext context)
+       : base(info, context)
+     {
+     }
  
      public Position GetPosition( Instrument instrument )

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalEndOfDayDataStreamer.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6857/b4_Business/a07_DataProviders

Modified Files:
	HistoricalEndOfDayDataStreamer.cs 
Log Message:
Added [field:NonSerialized] attribute to event in order to achieve deserialization

Index: HistoricalEndOfDayDataStreamer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders/HistoricalEndOfDayDataStreamer.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** HistoricalEndOfDayDataStreamer.cs	30 Jan 2005 19:57:38 -0000	1.4
--- HistoricalEndOfDayDataStreamer.cs	4 Feb 2005 00:10:25 -0000	1.5
***************
*** 106,110 ****
  				this.tickers.Add( ticker , 1 );
  		}
! 
  		public event NewQuoteEventHandler NewQuote;
  
--- 106,110 ----
  				this.tickers.Add( ticker , 1 );
  		}
!     [field:NonSerialized]
  		public event NewQuoteEventHandler NewQuote;
  

[Quantproject-developers] QuantProject/b5_Presentation b5_Presentation.csproj,1.18,1.19

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6857/b5_Presentation

Modified Files:
	b5_Presentation.csproj 
Log Message:
Added [field:NonSerialized] attribute to event in order to achieve deserialization

Index: b5_Presentation.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/b5_Presentation.csproj,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** b5_Presentation.csproj	3 Feb 2005 00:30:39 -0000	1.18
--- b5_Presentation.csproj	4 Feb 2005 00:10:26 -0000	1.19
***************
*** 188,191 ****
--- 188,196 ----
                  />
                  <File
+                     RelPath = "Reporting\WindowsForm\Report.resx"
+                     DependentUpon = "Report.cs"
+                     BuildAction = "EmbeddedResource"
+                 />
+                 <File
                      RelPath = "Reporting\WindowsForm\ReportGrid.cs"
                      SubType = "Component"

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering HistoricalEndOfDayOrderExecutor.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6857/b4_Business/a1_Financial/a3_Ordering

Modified Files:
	HistoricalEndOfDayOrderExecutor.cs 
Log Message:
Added [field:NonSerialized] attribute to event in order to achieve deserialization

Index: HistoricalEndOfDayOrderExecutor.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/HistoricalEndOfDayOrderExecutor.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** HistoricalEndOfDayOrderExecutor.cs	30 Jan 2005 19:57:38 -0000	1.4
--- HistoricalEndOfDayOrderExecutor.cs	4 Feb 2005 00:10:25 -0000	1.5
***************
*** 48,52 ****
  			this.historicalQuoteProvider = historicalQuoteProvider;
  		}
! 
  		public event OrderFilledEventHandler OrderFilled;
  
--- 48,52 ----
  			this.historicalQuoteProvider = historicalQuoteProvider;
  		}
!     [field:NonSerialized]
  		public event OrderFilledEventHandler OrderFilled;
  

[Quantproject-developers] QuantProject/b4_Business/a05_Timing HistoricalEndOfDayTimer.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6857/b4_Business/a05_Timing

Modified Files:
	HistoricalEndOfDayTimer.cs 
Log Message:
Added [field:NonSerialized] attribute to event in order to achieve deserialization

Index: HistoricalEndOfDayTimer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a05_Timing/HistoricalEndOfDayTimer.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** HistoricalEndOfDayTimer.cs	30 Jan 2005 19:57:38 -0000	1.6
--- HistoricalEndOfDayTimer.cs	4 Feb 2005 00:10:24 -0000	1.7
***************
*** 53,61 ****
  //			set	{	this.endDateTime = value;	}
  //		}
! 
  		public event MarketOpenEventHandler MarketOpen;
! 		public event FiveMinutesBeforeMarketCloseEventHandler FiveMinutesBeforeMarketClose;
! 		public event MarketCloseEventHandler MarketClose;
! 		public event OneHourAfterMarketCloseEventHandler OneHourAfterMarketClose;
  
  		public HistoricalEndOfDayTimer( EndOfDayDateTime startDateTime )
--- 53,64 ----
  //			set	{	this.endDateTime = value;	}
  //		}
!     [field:NonSerialized]
  		public event MarketOpenEventHandler MarketOpen;
! 		[field:NonSerialized]
!     public event FiveMinutesBeforeMarketCloseEventHandler FiveMinutesBeforeMarketClose;
! 		[field:NonSerialized]
!     public event MarketCloseEventHandler MarketClose;
! 		[field:NonSerialized]
!     public event OneHourAfterMarketCloseEventHandler OneHourAfterMarketClose;
  
  		public HistoricalEndOfDayTimer( EndOfDayDateTime startDateTime )

[Quantproject-developers] QuantProject/b7_Scripts b7_Scripts.csproj,1.19,1.20

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6108/b7_Scripts

Modified Files:
	b7_Scripts.csproj 
Log Message:
Added ShowReportFromFile class to view report from file (containing at the moment only serialized account).
The Class Position in scripts project is just temporary

Index: b7_Scripts.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/b7_Scripts.csproj,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** b7_Scripts.csproj	30 Jan 2005 19:53:13 -0000	1.19
--- b7_Scripts.csproj	4 Feb 2005 00:07:56 -0000	1.20
***************
*** 117,120 ****
--- 117,125 ----
                      BuildAction = "Compile"
                  />
+                 <File
+                     RelPath = "CallingReportsForRunnedScripts\ShowReportFromFile.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
                  <Folder RelPath = "MultiTesting\MultiTestOneRank\" />
                  <File

[Quantproject-developers] QuantProject/b7_Scripts/CallingReportsForRunnedScripts ShowReportFromFile.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/CallingReportsForRunnedScripts
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv6108/b7_Scripts/CallingReportsForRunnedScripts

Added Files:
	ShowReportFromFile.cs 
Log Message:
Added ShowReportFromFile class to view report from file (containing at the moment only serialized account).
The Class Position in scripts project is just temporary

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

ShowReportFromFile.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 QuantProject.Scripts;
using QuantProject.Business.Timing;
using QuantProject.Business.Financial.Accounting;
using QuantProject.Business.DataProviders;
using QuantProject.ADT.FileManaging;
using QuantProject.Presentation.Reporting.WindowsForm;


namespace QuantProject.Scripts.CallingReportsForRunnedScripts
{
	public class ShowReportFromFile
	{
		public ShowReportFromFile()
		{
			
		}

		
		public static void ShowReportFromSerializedAccount(string serializedAccountFullPath)
		{
			try
			{
				Account account = 
						(Account)ObjectArchiver.Extract(serializedAccountFullPath);
				
				Report report = new Report(account, new HistoricalAdjustedQuoteProvider());
				report.Show("CtcPortfolio",3,
				             new EndOfDayDateTime(new DateTime(2000,1,20), EndOfDaySpecificTime.MarketClose), "^MIBTEL");
				                                                               
			}
			catch(System.Exception ex)
			{
				System.Windows.Forms.MessageBox.Show(ex.ToString());
			}
		}
	}			
}

[Quantproject-developers] QuantProject/b1_ADT/FileManaging ObjectArchiver.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/FileManaging
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4618/b1_ADT/FileManaging

Modified Files:
	ObjectArchiver.cs 
Log Message:
Fixed bugs and simplified code

Index: ObjectArchiver.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/FileManaging/ObjectArchiver.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ObjectArchiver.cs	30 Jan 2005 19:55:36 -0000	1.1
--- ObjectArchiver.cs	4 Feb 2005 00:02:53 -0000	1.2
***************
*** 34,110 ****
    public class ObjectArchiver
    {
!    	private static Stream stream;
!   	private static BinaryFormatter formatter;
!     private static Object archive;
!   	private static string fileName;
!   	private static string directoryPath;
    	
     	
      public static void Archive(Object objectToArchive, 
!                         			 	string fileName,
!                         				string directoryPath)
      {
!         	
!     	try
!     	{
! 			  ObjectArchiver.archive = objectToArchive;
!     		ObjectArchiver.setDiskPosition(fileName, directoryPath);
!     		ObjectArchiver.setVariables();
! 				ObjectArchiver.formatter.Serialize(ObjectArchiver.stream,
! 				                                   objectToArchive);
!     	}
!     	catch(Exception ex)
!     	{
!     		System.Windows.Forms.MessageBox.Show(ex.ToString());
!     	}
!     	
!     	finally
!     	{
!     		ObjectArchiver.stream.Close();
      	}
!     	
!     	      
!     }
!    
!     private static void setDiskPosition(string fileName,
!                         	 	     				string directoryPath)
!     {
!     	ObjectArchiver.fileName = fileName;
!     	ObjectArchiver.directoryPath = directoryPath;
!       
!     }
!     private static void setVariables()
!     {
!     	ObjectArchiver.stream = new FileStream(
!     	                             ObjectArchiver.directoryPath +
!     	                             ObjectArchiver.fileName,
!     	                             FileMode.Create,
!     	                             FileAccess.Write,
!     	                             FileShare.None);
!     	ObjectArchiver.formatter = new BinaryFormatter();
!       
      }
!    
!     public static object Extract(string fileName,
!                         				 string directoryPath)
      {
!     	try
!     	{
!     		ObjectArchiver.setDiskPosition(fileName, directoryPath);
!     		ObjectArchiver.setVariables();
!       	return ObjectArchiver.formatter.Deserialize(ObjectArchiver.stream);
!     	}
!     	catch(Exception ex)
!     	{
!     		System.Windows.Forms.MessageBox.Show(ex.ToString());
!     		return new Object(); //just to avoid compiling error
!     		//throw new Exception("Extracting object failed!");
!     	}
!     	finally
!     	{
!     		ObjectArchiver.stream.Close();
!     	}
      }
- 	
    }
    
--- 34,82 ----
    public class ObjectArchiver
    {
!     private static Stream stream;
!     private static BinaryFormatter formatter =
!       new BinaryFormatter();
    	
     	
      public static void Archive(Object objectToArchive, 
!       string fullPath)
      {
!       try
!       {
!         ObjectArchiver.stream = new FileStream(
!           fullPath,
!           FileMode.Create,
!           FileAccess.Write,
!           FileShare.None);
! 				
!         ObjectArchiver.formatter.Serialize(ObjectArchiver.stream,
!         	                                   objectToArchive);
      	}
!       finally
!       {
!         ObjectArchiver.stream.Close();
!       }
      }
!     
!     
!     public static object Extract(string fullPath)
      {
!       object returnValue = null;
!     	
!       try
!       {
!         ObjectArchiver.stream = new FileStream(
!           fullPath,
!           FileMode.Open,
!           FileAccess.Read,
!           FileShare.None);
!         returnValue = ObjectArchiver.formatter.Deserialize(stream);
!       }
!       finally
!       {
!         ObjectArchiver.stream.Close();
!       }
!       return returnValue;
      }
    }