quantproject-developers

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a1_Instruments QuoteCache.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a1_Instruments
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv15367/b4_Business/a1_Financial/a1_Instruments

Modified Files:
	QuoteCache.cs 
Log Message:
The SetCache method has been removed

Index: QuoteCache.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a1_Instruments/QuoteCache.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** QuoteCache.cs	23 Aug 2004 22:36:47 -0000	1.2
--- QuoteCache.cs	9 Jan 2005 23:42:02 -0000	1.3
***************
*** 49,59 ****
      }
  
!     public static void SetCache( DateTime startDateTime , DateTime endDateTime )
!     {
!       foreach ( Object[] array in quoteIdentifierList )
!         HistoricalDataProvider.Add( ((Instrument) array[ 0 ]).Key , (BarComponent) array[ 1 ] );
!       HistoricalDataProvider.SetCachedHistories(
!         startDateTime , endDateTime );
!     }
  
      public static History GetOpenHistory( string instrumentKey )
--- 49,59 ----
      }
  
! //    public static void SetCache( DateTime startDateTime , DateTime endDateTime )
! //    {
! //      foreach ( Object[] array in quoteIdentifierList )
! //        HistoricalDataProvider.Add( ((Instrument) array[ 0 ]).Key , (BarComponent) array[ 1 ] );
! //      HistoricalDataProvider.SetCachedHistories(
! //        startDateTime , endDateTime );
! //    }
  
      public static History GetOpenHistory( string instrumentKey )

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting Portfolio.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv13908/b4_Business/a1_Financial/a2_Accounting

Modified Files:
	Portfolio.cs 
Log Message:
- the IHistoricalQuoteProvider "concept" has been introduced
- the GetMarketValue method uses an IDataStreamer now

Index: Portfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/Portfolio.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Portfolio.cs	29 Dec 2004 17:11:57 -0000	1.4
--- Portfolio.cs	9 Jan 2005 23:35:47 -0000	1.5
***************
*** 25,30 ****
--- 25,32 ----
  using System.Diagnostics;
  using QuantProject.ADT;
+ using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Timing;
+ using QuantProject.Data.DataProviders;
  
  namespace QuantProject.Business.Financial.Accounting
***************
*** 126,137 ****
      #endregion
  
! 		public double GetMarketValue( EndOfDayDateTime endOfDayDateTime )
  		{
  			double totalValue = 0;
  			foreach (Position position in this.Values)
! 				totalValue += position.Instrument.GetMarketValue( endOfDayDateTime ) * position.Quantity;
  			return totalValue;
  		}
- 
  		public override string ToString()
      {
--- 128,148 ----
      #endregion
  
! 		public double GetMarketValue( EndOfDayDateTime endOfDayDateTime ,
! 			IHistoricalQuoteProvider historicalQuoteProvider )
  		{
  			double totalValue = 0;
  			foreach (Position position in this.Values)
! 				totalValue += historicalQuoteProvider.GetMarketValue(
! 					position.Instrument.Key , endOfDayDateTime ) * position.Quantity;
! 			return totalValue;
! 		}
! 		public double GetMarketValue( IDataStreamer dataStreamer )
! 		{
! 			double totalValue = 0;
! 			foreach (Position position in this.Values)
! 				totalValue += dataStreamer.GetCurrentBid(
! 					position.Instrument.Key ) * position.Quantity;
  			return totalValue;
  		}
  		public override string ToString()
      {

[Quantproject-developers] QuantProject/b2_DataAccess QuoteField.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv13229/b2_DataAccess

Added Files:
	QuoteField.cs 
Log Message:
Fields for the Quote table

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

QuoteField.cs
Copyright (C) 2003 
Glauco Siliprandi

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

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

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

using System;

namespace QuantProject.DataAccess
{
	/// <summary>
	/// Fields for the Quote table
	/// </summary>
	public enum QuoteField
	{
		Open,
    High,
    Low,
    Close,
		Volume,
		AdjustedClose,
    AdjustedCloseToCloseRatio
	}
}

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalAdjustedQuoteProvider.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv12780/b4_Business/a07_DataProviders

Added Files:
	HistoricalAdjustedQuoteProvider.cs 
Log Message:
Returns historical adjusted quotes

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

HistoricalAdjustedQuoteProvider.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.Timing;
using QuantProject.Data.DataProviders;

namespace QuantProject.Business.DataProviders
{
	/// <summary>
	/// Returns historical adjusted quotes
	/// </summary>
	public class HistoricalAdjustedQuoteProvider : IHistoricalQuoteProvider
	{
		public HistoricalAdjustedQuoteProvider()
		{
		}
		public double GetMarketValue( string instrumentKey ,
			EndOfDayDateTime endOfDayDateTime )
		{
			return HistoricalDataProvider.GetAdjustedMarketValue( instrumentKey ,
				endOfDayDateTime.GetNearestExtendedDateTime() );
		}
	}
}

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalRawQuoteProvider.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv12537/b4_Business/a07_DataProviders

Added Files:
	HistoricalRawQuoteProvider.cs 
Log Message:
Returns historical raw quotes

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

HistoricalRawQuoteProvider.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.Timing;
using QuantProject.Data.DataProviders;

namespace QuantProject.Business.DataProviders
{
	/// <summary>
	/// Returns historical raw quotes
	/// </summary>
	public class HistoricalRawQuoteProvider : IHistoricalQuoteProvider
	{
		public HistoricalRawQuoteProvider()
		{
		}
		public double GetMarketValue( string instrumentKey ,
			EndOfDayDateTime endOfDayDateTime )
		{
			return HistoricalDataProvider.GetRawMarketValue( instrumentKey ,
				endOfDayDateTime.GetNearestExtendedDateTime() );
		}
	}
}

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders IHistoricalQuoteProvider.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv12071/b4_Business/a07_DataProviders

Added Files:
	IHistoricalQuoteProvider.cs 
Log Message:
Interface to be implemented by historical quote providers

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

IHistoricalQuoteProvider.cs
Copyright (C) 2003 
Glauco Siliprandi

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

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

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

using System;
using System.Data;
using QuantProject.ADT;
using QuantProject.ADT.Histories;
using QuantProject.Data.DataTables;
using QuantProject.Business.Timing;

namespace QuantProject.Business.DataProviders
{
	/// <summary>
	/// Interface to be implemented by historical quote providers
	/// </summary>
	public interface IHistoricalQuoteProvider
	{
		/// <summary>
		/// Returns the historical market value for the given instrument at the given time
		/// </summary>
		/// <param name="instrumentKey">instrument identifier</param>
		/// <param name="endOfDayDateTime">end of day date time for the market evaluation</param>
		/// <returns></returns>
    double GetMarketValue( string instrumentKey , EndOfDayDateTime endOfDayDateTime );
	}
}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering OrderManager.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11718/b4_Business/a1_Financial/a3_Ordering

Modified Files:
	OrderManager.cs 
Log Message:
- GetInstrumentPrice has been removed
- IDataStreamer is used now

Index: OrderManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/OrderManager.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** OrderManager.cs	29 Nov 2004 16:15:37 -0000	1.3
--- OrderManager.cs	9 Jan 2005 23:28:30 -0000	1.4
***************
*** 42,50 ****
  		}
  
!     public virtual double GetInstrumentPrice( Order order )
!     {
!       return HistoricalDataProvider.GetMarketValue( order.Instrument.Key ,
! 				order.EndOfDayDateTime.GetNearestExtendedDateTime() );
!     }
      #region "GetTransaction"
  
--- 42,50 ----
  		}
  
! //    public virtual double GetInstrumentPrice( Order order )
! //    {
! //      return HistoricalDataProvider.GetMarketValue( order.Instrument.Key ,
! //				order.EndOfDayDateTime.GetNearestExtendedDateTime() );
! //    }
      #region "GetTransaction"
  
***************
*** 75,84 ****
      }
  
!     public TimedTransaction GetTransaction( Order order )
      {
!       double instrumentPrice = this.GetInstrumentPrice( order  );
        TimedTransaction transaction = new TimedTransaction(
          getTransactionType( order ) , order.Instrument ,
!         order.Quantity , order.Instrument.GetMarketValue( order.EndOfDayDateTime ) ,
          order.EndOfDayDateTime.GetNearestExtendedDateTime() );
        return transaction;
--- 75,86 ----
      }
  
!     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;
***************
*** 86,94 ****
      #endregion
  
!     public TransactionHistory GetTransactions( ArrayList orders )
      {
        TransactionHistory transactionHistory = new TransactionHistory();
        foreach (Order order in orders)
!         transactionHistory.Add( this.GetTransaction( order ) );
        return transactionHistory;
      }
--- 88,98 ----
      #endregion
  
!     public TransactionHistory GetTransactions( ArrayList orders ,
! 			IDataStreamer dataStreamer )
      {
        TransactionHistory transactionHistory = new TransactionHistory();
        foreach (Order order in orders)
!         transactionHistory.Add( this.GetTransaction( order ,
! 					dataStreamer ) );
        return transactionHistory;
      }

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank OneRank.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-serv11190/b7_Scripts/SimpleTesting/OneRank

Modified Files:
	OneRank.cs 
Log Message:
- GetMarketValue has been removed
- GetMaxBuyableQuantity uses an IDataStreamer now

Index: OneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/OneRank.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** OneRank.cs	26 Dec 2004 17:43:53 -0000	1.5
--- OneRank.cs	9 Jan 2005 23:25:44 -0000	1.6
***************
*** 23,31 ****
  using System;
  
! using QuantProject.Data.DataProviders;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Timing;
  
  namespace QuantProject.Scripts.SimpleTesting
--- 23,33 ----
  using System;
  
! using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Timing;
+ using QuantProject.Data.DataProviders;
+ 
  
  namespace QuantProject.Scripts.SimpleTesting
***************
*** 39,43 ****
  
  		private DateTime lastDateTime;
! 
  
  		public static long MaxBuyableShares( string ticker , double cashAmount, IDataStreamer dataStreamer )
--- 41,46 ----
  
  		private DateTime lastDateTime;
! 		private IHistoricalQuoteProvider historicalQuoteProvider =
! 			new HistoricalAdjustedQuoteProvider();
  
  		public static long MaxBuyableShares( string ticker , double cashAmount, IDataStreamer dataStreamer )
***************
*** 63,69 ****
  				EndOfDayDateTime( this.account.EndOfDayTimer.GetCurrentTime().DateTime.AddDays( - 1 ) ,
  				EndOfDaySpecificTime.MarketClose );
! 			double yesterdayMarketValueAtClose = HistoricalDataProvider.GetMarketValue(
! 				this.account.Key ,
! 				yesterdayAtClose.GetNearestExtendedDateTime() );
  			if ( ( todayMarketValueAtClose > yesterdayMarketValueAtClose ) &&
  				( !this.account.Contains( this.account.Key ) ) )
--- 66,71 ----
  				EndOfDayDateTime( this.account.EndOfDayTimer.GetCurrentTime().DateTime.AddDays( - 1 ) ,
  				EndOfDaySpecificTime.MarketClose );
! 			double yesterdayMarketValueAtClose = this.historicalQuoteProvider.GetMarketValue(
! 				this.account.Key , yesterdayAtClose );
  			if ( ( todayMarketValueAtClose > yesterdayMarketValueAtClose ) &&
  				( !this.account.Contains( this.account.Key ) ) )

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a1_Instruments Instrument.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a1_Instruments
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11146/b4_Business/a1_Financial/a1_Instruments

Modified Files:
	Instrument.cs 
Log Message:
- GetMarketValue has been removed
- GetMaxBuyableQuantity uses an IDataStreamer now

Index: Instrument.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a1_Instruments/Instrument.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Instrument.cs	29 Nov 2004 16:10:24 -0000	1.4
--- Instrument.cs	9 Jan 2005 23:25:26 -0000	1.5
***************
*** 43,56 ****
  		}
  
!     public double GetMarketValue( EndOfDayDateTime endOfDayDateTime )
!     {
!       return HistoricalDataProvider.GetMarketValue( this.Key , endOfDayDateTime.DateTime ,
! 				endOfDayDateTime.GetNearestBarComponent() );
!     }
! 
      public long GetMaxBuyableQuantity( double availableAmount ,
!       EndOfDayDateTime endOfDayDateTime )
      {
!       return (long) Math.Floor( availableAmount / this.GetMarketValue( endOfDayDateTime ) );
      }
  
--- 43,56 ----
  		}
  
! //    public double GetMarketValue( EndOfDayDateTime endOfDayDateTime )
! //    {
! //      return HistoricalDataProvider.GetMarketValue( this.Key , endOfDayDateTime.DateTime ,
! //				endOfDayDateTime.GetNearestBarComponent() );
! //    }
! //
      public long GetMaxBuyableQuantity( double availableAmount ,
!       IDataStreamer dataStreamer )
      {
!       return (long) Math.Floor( availableAmount / dataStreamer.GetCurrentBid( this.Key ) );
      }
  

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering HistoricalEndOfDayOrderExecutor.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8783/b4_Business/a1_Financial/a3_Ordering

Modified Files:
	HistoricalEndOfDayOrderExecutor.cs 
Log Message:
- the IHistoricalQuoteProvider "concept" has been introduced

Index: HistoricalEndOfDayOrderExecutor.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/HistoricalEndOfDayOrderExecutor.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** HistoricalEndOfDayOrderExecutor.cs	13 Dec 2004 01:44:42 -0000	1.2
--- HistoricalEndOfDayOrderExecutor.cs	9 Jan 2005 23:15:21 -0000	1.3
***************
*** 25,28 ****
--- 25,29 ----
  
  using QuantProject.Data.DataProviders;
+ using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Accounting.Transactions;
***************
*** 38,45 ****
  	{
  		private IEndOfDayTimer timer;
  
! 		public HistoricalEndOfDayOrderExecutor( IEndOfDayTimer timer )
  		{
  			this.timer = timer;
  		}
  
--- 39,49 ----
  	{
  		private IEndOfDayTimer timer;
+ 		private IHistoricalQuoteProvider historicalQuoteProvider;
  
! 		public HistoricalEndOfDayOrderExecutor( IEndOfDayTimer timer ,
! 			IHistoricalQuoteProvider historicalQuoteProvider )
  		{
  			this.timer = timer;
+ 			this.historicalQuoteProvider = historicalQuoteProvider;
  		}
  
***************
*** 49,55 ****
  		public void Execute( Order order )
  		{
! 			double instrumentPrice = HistoricalDataProvider.GetMarketValue( order.Instrument.Key ,
! 				this.timer.GetCurrentTime().DateTime ,
! 				this.timer.GetCurrentTime().GetNearestBarComponent() );
  			EndOfDayTransaction endOfDayTransaction = new EndOfDayTransaction(
  				TimedTransaction.GetTransactionType( order.Type ) , order.Instrument ,
--- 53,58 ----
  		public void Execute( Order order )
  		{
! 			double instrumentPrice = this.historicalQuoteProvider.GetMarketValue( order.Instrument.Key ,
! 				this.timer.GetCurrentTime() );
  			EndOfDayTransaction endOfDayTransaction = new EndOfDayTransaction(
  				TimedTransaction.GetTransactionType( order.Type ) , order.Instrument ,

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders HistoricalEndOfDayDataStreamer.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8783/b4_Business/a07_DataProviders

Modified Files:
	HistoricalEndOfDayDataStreamer.cs 
Log Message:
- the IHistoricalQuoteProvider "concept" has been introduced

Index: HistoricalEndOfDayDataStreamer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders/HistoricalEndOfDayDataStreamer.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** HistoricalEndOfDayDataStreamer.cs	13 Dec 2004 01:45:17 -0000	1.2
--- HistoricalEndOfDayDataStreamer.cs	9 Jan 2005 23:15:19 -0000	1.3
***************
*** 27,31 ****
  using QuantProject.Data.DataProviders;
  
! namespace QuantProject.Business.Timing
  {
  	/// <summary>
--- 27,31 ----
  using QuantProject.Data.DataProviders;
  
! namespace QuantProject.Business.DataProviders
  {
  	/// <summary>
***************
*** 37,40 ****
--- 37,41 ----
  
  		private IEndOfDayTimer endOfDayTimer;
+ 		private IHistoricalQuoteProvider historicalQuoteProvider;
  
  		private EndOfDayDateTime startDateTime;
***************
*** 53,59 ****
  		}
  
! 		public HistoricalEndOfDayDataStreamer( IEndOfDayTimer endOfDayTimer )
  		{
  			this.endOfDayTimer = endOfDayTimer;
  			this.endOfDayTimer.MarketOpen += new MarketOpenEventHandler(
  				this.marketOpenEventHandler );
--- 54,62 ----
  		}
  
! 		public HistoricalEndOfDayDataStreamer( IEndOfDayTimer endOfDayTimer ,
! 			IHistoricalQuoteProvider historicalQuoteProvider )
  		{
  			this.endOfDayTimer = endOfDayTimer;
+ 			this.historicalQuoteProvider = historicalQuoteProvider;
  			this.endOfDayTimer.MarketOpen += new MarketOpenEventHandler(
  				this.marketOpenEventHandler );
***************
*** 68,73 ****
  		public double GetCurrentBid( string ticker )
  		{
! 			return HistoricalDataProvider.GetMarketValue( ticker ,
! 				this.endOfDayTimer.GetCurrentTime().GetNearestExtendedDateTime() );
  		}
  
--- 71,76 ----
  		public double GetCurrentBid( string ticker )
  		{
! 			return historicalQuoteProvider.GetMarketValue( ticker ,
! 				this.endOfDayTimer.GetCurrentTime() );
  		}
  
***************
*** 79,84 ****
  		public double GetCurrentAsk( string ticker )
  		{
! 			return HistoricalDataProvider.GetMarketValue( ticker ,
! 				this.endOfDayTimer.GetCurrentTime().GetNearestExtendedDateTime() );
  		}
  
--- 82,87 ----
  		public double GetCurrentAsk( string ticker )
  		{
! 			return historicalQuoteProvider.GetMarketValue( ticker ,
! 				this.endOfDayTimer.GetCurrentTime() );
  		}
  

[Quantproject-developers] QuantProject/b3_Data/DataProviders HistoricalDataProvider.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv32071/b3_Data/DataProviders

Modified Files:
	HistoricalDataProvider.cs 
Log Message:
- BarComponent has been replaced by QuoteField
- SetCachedHistories has been removed
- GetMarketValue has been removed
- GetAdjustedMarketValue has been added
- GetRawMarketValue has been added

Index: HistoricalDataProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/HistoricalDataProvider.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** HistoricalDataProvider.cs	15 Dec 2004 23:24:08 -0000	1.5
--- HistoricalDataProvider.cs	9 Jan 2005 22:36:19 -0000	1.6
***************
*** 57,88 ****
      /// <param name="instrument">Instrument to be monitored</param>
      /// <param name="barComponent">Bar component to be monitored (Open, High, Low, Close or Volume)</param>
!     public static void Add( string instrumentKey , BarComponent barComponent )
      {
        if ( !cachedHistories.ContainsKey( instrumentKey ) )
          cachedHistories.Add( instrumentKey , new Hashtable() );
        ((Hashtable) cachedHistories[ instrumentKey ]).Add(
!         barComponent , barComponent );
!     }
! 
!     //public static void
! 
!     public static void SetCachedHistories(
!       DateTime startDateTime , DateTime endDateTime )
!     {
!       ArrayList keyArray = new ArrayList();
!       foreach (string instrumentKey in cachedHistories.Keys)
!         keyArray.Add( instrumentKey );
!       foreach (string instrumentKey in keyArray )
!       {
!         Hashtable barComponents = new Hashtable();
!         foreach (BarComponent barComponent in
!           (( Hashtable )cachedHistories[ instrumentKey ]).Keys )
!           barComponents.Add( barComponent , barComponent );
!         Hashtable histories = DataBase.GetHistories(
!           instrumentKey , barComponents , startDateTime , endDateTime );
!         cachedHistories[ instrumentKey ] = histories;
!       }
      }
  
      public static History GetOpenHistory( string instrumentKey )
      {
--- 57,88 ----
      /// <param name="instrument">Instrument to be monitored</param>
      /// <param name="barComponent">Bar component to be monitored (Open, High, Low, Close or Volume)</param>
!     public static void Add( string instrumentKey , QuoteField quoteField )
      {
        if ( !cachedHistories.ContainsKey( instrumentKey ) )
          cachedHistories.Add( instrumentKey , new Hashtable() );
        ((Hashtable) cachedHistories[ instrumentKey ]).Add(
!         quoteField , quoteField );
      }
  
+ //    //public static void
+ //
+ //    public static void SetCachedHistories(
+ //      DateTime startDateTime , DateTime endDateTime )
+ //    {
+ //      ArrayList keyArray = new ArrayList();
+ //      foreach (string instrumentKey in cachedHistories.Keys)
+ //        keyArray.Add( instrumentKey );
+ //      foreach (string instrumentKey in keyArray )
+ //      {
+ //        Hashtable barComponents = new Hashtable();
+ //        foreach (BarComponent barComponent in
+ //          (( Hashtable )cachedHistories[ instrumentKey ]).Keys )
+ //          barComponents.Add( barComponent , barComponent );
+ //        Hashtable histories = DataBase.GetHistories(
+ //          instrumentKey , barComponents , startDateTime , endDateTime );
+ //        cachedHistories[ instrumentKey ] = histories;
+ //      }
+ //    }
+ //
      public static History GetOpenHistory( string instrumentKey )
      {
***************
*** 91,165 ****
      }
  
! 		private static History getHistory( string instrumentKey , BarComponent barComponent )
  		{
  			if ( ( !cachedHistories.Contains( instrumentKey ) ) ||
! 				( !((Hashtable)cachedHistories[ instrumentKey ]).Contains( barComponent ) ) )
  			{
! 				Add( instrumentKey , barComponent );
! 				((Hashtable)cachedHistories[ instrumentKey ])[ barComponent ] =
! 					DataBase.GetHistory( instrumentKey , barComponent );
  			}
! 			return (History)((Hashtable)cachedHistories[ instrumentKey ])[ barComponent ];
  		}
  
  		public static History GetCloseHistory( string instrumentKey )
  		{
! 			if ( ( !cachedHistories.Contains( instrumentKey ) ) ||
! 				( !((Hashtable)cachedHistories[ instrumentKey ]).Contains( BarComponent.Close ) ) )
! 			{
! 				Add( instrumentKey , BarComponent.Close );
! 				((Hashtable)cachedHistories[ instrumentKey ])[ BarComponent.Close ] =
! 					DataBase.GetHistory( instrumentKey , BarComponent.Close );
! 			}
! 			return (History)((Hashtable)cachedHistories[ instrumentKey ])[
! 				BarComponent.Close ];
  		}
  
  		public static History GetHighHistory( string instrumentKey )
  		{
! 			return getHistory( instrumentKey , BarComponent.High );
  		}
  
  		public static History GetLowHistory( string instrumentKey )
  		{
! 			return getHistory( instrumentKey , BarComponent.Low );
  		}
  
! 		private static void cache( string instrumentKey , BarComponent barComponent )
  		{
  			if ( !cachedHistories.ContainsKey( instrumentKey ) )
  				// no component at all for the instrument instrumentKey has been cached yet
  				cachedHistories.Add( instrumentKey , new Hashtable() );
! 			((Hashtable)cachedHistories[ instrumentKey ]).Add( barComponent ,
! 				DataBase.GetHistory( instrumentKey , barComponent ) );
  		}
! 		public static double GetMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
  		{
  			if ( !cachedHistories.ContainsKey( instrumentKey ) ||
  				!(((Hashtable)cachedHistories[ instrumentKey ]).ContainsKey(
! 				extendedDateTime.BarComponent)) )
  				// the instrument instrumentKey has not been cached yet, for the given bar component
! 				cache( instrumentKey , extendedDateTime.BarComponent );
! 			return Convert.ToDouble(
  				( (History) ((Hashtable)
! 				cachedHistories[ instrumentKey ])[ extendedDateTime.BarComponent ] ).GetByIndex(
! 				( (History) ((Hashtable) cachedHistories[ instrumentKey ])[ extendedDateTime.BarComponent ]
! 				).IndexOfKeyOrPrevious( extendedDateTime.DateTime ) ) );
  		}
  		public static bool WasExchanged( string instrumentKey , ExtendedDateTime extendedDateTime )
  		{
! 			double marketValue = GetMarketValue( instrumentKey , extendedDateTime  ); // forces caching if needed
  			return ( (History) ((Hashtable)
! 				cachedHistories[ instrumentKey ])[ extendedDateTime.BarComponent ] ).ContainsKey(
  				extendedDateTime.DateTime );
  		}
  
- 		public static double GetMarketValue( string instrumentKey , DateTime dateTime ,
- 			BarComponent barComponent )
- 		{
- 			//DateTime dateTime = 
- 			return GetMarketValue( instrumentKey , new ExtendedDateTime( dateTime , barComponent ) );
- 		}
- 
  		/// <summary>
  		/// returns the quotes DataTable for the given ticker
--- 91,219 ----
      }
  
! 		private static History getHistory( string instrumentKey , QuoteField quoteField )
  		{
  			if ( ( !cachedHistories.Contains( instrumentKey ) ) ||
! 				( !((Hashtable)cachedHistories[ instrumentKey ]).Contains( quoteField ) ) )
  			{
! 				Add( instrumentKey , quoteField );
! 				((Hashtable)cachedHistories[ instrumentKey ])[ quoteField ] =
! 					DataBase.GetHistory( instrumentKey , quoteField );
  			}
! 			return (History)((Hashtable)cachedHistories[ instrumentKey ])[ quoteField ];
  		}
  
  		public static History GetCloseHistory( string instrumentKey )
  		{
! 			return getHistory( instrumentKey , QuoteField.Close );
  		}
  
  		public static History GetHighHistory( string instrumentKey )
  		{
! 			return getHistory( instrumentKey , QuoteField.High );
  		}
  
  		public static History GetLowHistory( string instrumentKey )
  		{
! 			return getHistory( instrumentKey , QuoteField.Low );
  		}
  
! 		private static void cache( string instrumentKey , QuoteField quoteField )
  		{
  			if ( !cachedHistories.ContainsKey( instrumentKey ) )
  				// no component at all for the instrument instrumentKey has been cached yet
  				cachedHistories.Add( instrumentKey , new Hashtable() );
! 			((Hashtable)cachedHistories[ instrumentKey ]).Add( quoteField ,
! 				DataBase.GetHistory( instrumentKey , quoteField ) );
  		}
! //		public static double GetMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
! //		{
! //			double returnValue;
! //			if ( !cachedHistories.ContainsKey( instrumentKey ) ||
! //				!(((Hashtable)cachedHistories[ instrumentKey ]).ContainsKey(
! //				extendedDateTime.QuoteField)) )
! //				// the instrument instrumentKey has not been cached yet, for the given bar component
! //				cache( instrumentKey , extendedDateTime.QuoteField );
! //			returnValue = Convert.ToDouble(
! //				( (History) ((Hashtable)
! //				cachedHistories[ instrumentKey ])[ extendedDateTime.QuoteField ] ).GetByIndex(
! //				( (History) ((Hashtable) cachedHistories[ instrumentKey ])[ extendedDateTime.QuoteField ]
! //				).IndexOfKeyOrPrevious( extendedDateTime.DateTime ) ) );
! //			return returnValue;
! //		}
! //		public static double GetMarketValue( string instrumentKey , DateTime dateTime ,
! //			QuoteField barComponent )
! //		{
! //			//DateTime dateTime = 
! //			return GetMarketValue( instrumentKey , new ExtendedDateTime( dateTime , barComponent ) );
! //		}
! //
! 		private static double getQuote( string instrumentKey , DateTime dateTime , QuoteField quoteField )
  		{
+ 			double returnValue;
  			if ( !cachedHistories.ContainsKey( instrumentKey ) ||
  				!(((Hashtable)cachedHistories[ instrumentKey ]).ContainsKey(
! 				quoteField )) )
  				// the instrument instrumentKey has not been cached yet, for the given bar component
! 				cache( instrumentKey , quoteField );
! 			returnValue = Convert.ToDouble(
  				( (History) ((Hashtable)
! 				cachedHistories[ instrumentKey ])[ quoteField ] ).GetByIndex(
! 				( (History) ((Hashtable) cachedHistories[ instrumentKey ])[ quoteField ]
! 				).IndexOfKeyOrPrevious( dateTime ) ) );
! 			return returnValue;
! 		}
! 		/// <summary>
! 		/// Returns the adjusted market value for the given ticker, at the given ExtendedDateTime
! 		/// </summary>
! 		/// <param name="instrumentKey">instrument identifier</param>
! 		/// <param name="extendedDateTime"></param>
! 		/// <returns></returns>
! 		public static double GetAdjustedMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
! 		{
! 			double returnValue;
! 			double adjustedClose = getQuote( instrumentKey ,
! 				extendedDateTime.DateTime , QuoteField.AdjustedClose );
! 			if ( extendedDateTime.BarComponent == BarComponent.Close )
! 				returnValue = adjustedClose;
! 			else
! 				// extendedDateTime.BarComponent is equal to BarComponent.Open
! 			{
! 				double open = getQuote( instrumentKey ,
! 					extendedDateTime.DateTime , QuoteField.Open );
! 				double close = getQuote( instrumentKey ,
! 					extendedDateTime.DateTime , QuoteField.Close );
! 				returnValue = open * adjustedClose / close;
! 			}
! 			return returnValue;
! 		}
! 		/// <summary>
! 		/// Returns the raw market value for the given ticker, at the given ExtendedDateTime
! 		/// </summary>
! 		/// <param name="instrumentKey">instrument identifier</param>
! 		/// <param name="extendedDateTime"></param>
! 		/// <returns></returns>
! 		public static double GetRawMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
! 		{
! 			double returnValue;
! 			if ( extendedDateTime.BarComponent == BarComponent.Close )
! 				returnValue = getQuote( instrumentKey ,
! 					extendedDateTime.DateTime , QuoteField.Close );
! 			else
! 				// extendedDateTime.BarComponent is equal to BarComponent.Open
! 				returnValue = getQuote( instrumentKey ,
! 					extendedDateTime.DateTime , QuoteField.Open );
! 			return returnValue;
  		}
  		public static bool WasExchanged( string instrumentKey , ExtendedDateTime extendedDateTime )
  		{
! 			ExtendedDateTime atClose = new ExtendedDateTime(
! 				extendedDateTime.DateTime , BarComponent.Close );
! 			double marketValue = GetRawMarketValue( instrumentKey ,
! 				atClose ); // forces caching if needed
  			return ( (History) ((Hashtable)
! 				cachedHistories[ instrumentKey ])[ QuoteField.Close ] ).ContainsKey(
  				extendedDateTime.DateTime );
  		}
  
  		/// <summary>
  		/// returns the quotes DataTable for the given ticker

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank EndOfDayOneRank.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv29005/b7_Scripts/SimpleTesting/OneRank

Modified Files:
	EndOfDayOneRank.cs 
Log Message:
- the IHistoricalQuoteProvider "concept" has been introduced

Index: EndOfDayOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/EndOfDayOneRank.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EndOfDayOneRank.cs	29 Nov 2004 14:35:40 -0000	1.1
--- EndOfDayOneRank.cs	9 Jan 2005 22:23:44 -0000	1.2
***************
*** 24,27 ****
--- 24,28 ----
  
  using QuantProject.ADT;
+ using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Financial.Accounting;
***************
*** 39,42 ****
--- 40,45 ----
  		private string ticker;
  		private Account account;
+ 		private IHistoricalQuoteProvider historicalQuoteProvider =
+ 			new HistoricalAdjustedQuoteProvider();
  
  		private void fiveMinutesBeforeMarketCloseHandler(
***************
*** 44,50 ****
  		{
  			if ( this.account.GetMarketValue( this.ticker ) <=
! 				HistoricalDataProvider.GetMarketValue( this.ticker ,
! 				this.account.EndOfDayTimer.GetCurrentTime().DateTime.AddDays( - 1 ) ,
! 				BarComponent.Close ) )
  			{
  				// today's closing value is lower or equal than yesterday's closing value
--- 47,54 ----
  		{
  			if ( this.account.GetMarketValue( this.ticker ) <=
! 				this.historicalQuoteProvider.GetMarketValue( this.ticker ,
! 				new EndOfDayDateTime(
! 					this.account.EndOfDayTimer.GetCurrentTime().DateTime.AddDays( - 1 ) ,
! 				EndOfDaySpecificTime.MarketClose ) ) )
  			{
  				// today's closing value is lower or equal than yesterday's closing value

[Quantproject-developers] QuantProject/b2_DataAccess DataBase.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv28813/b2_DataAccess

Modified Files:
	DataBase.cs 
Log Message:
- BarComponent has been replaced by QuoteField
- the GetHistories method has been removed

Index: DataBase.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/DataBase.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** DataBase.cs	3 Jan 2004 16:13:49 -0000	1.4
--- DataBase.cs	9 Jan 2005 22:22:36 -0000	1.5
***************
*** 47,72 ****
  
      /// <summary>
!     /// Returns the field name corresponding to the bar component
      /// </summary>
!     /// <param name="barComponent">Discriminates among Open, High, Low and Closure</param>
!     /// <returns>Field name corresponding to the bar component</returns>
!     private static string getFieldName( BarComponent barComponent )
      {
        string fieldName = "";
!       switch ( barComponent )
        {
!         case BarComponent.Open:
            fieldName = "quOpen";
            break;
!         case BarComponent.High:
            fieldName = "quHigh";
            break;
!         case BarComponent.Low:
            fieldName = "quLow";
            break;
!         case BarComponent.Close:
!           fieldName = "quAdjustedClose";
!           break;
!         default:
            break;
        }
--- 47,81 ----
  
      /// <summary>
!     /// Returns the field name corresponding to the quote field
      /// </summary>
!     /// <param name="quoteField">Discriminates among Open, High, Low and Closure</param>
!     /// <returns>Field name corresponding to the quote field</returns>
!     private static string getFieldName( QuoteField quoteField )
      {
        string fieldName = "";
!       switch ( quoteField )
        {
!         case QuoteField.Open:
            fieldName = "quOpen";
            break;
!         case QuoteField.High:
            fieldName = "quHigh";
            break;
!         case QuoteField.Low:
            fieldName = "quLow";
            break;
! 				case QuoteField.Close:
! 					fieldName = "quClose";
! 					break;
! 				case QuoteField.AdjustedClose:
! 					fieldName = "quAdjustedClose";
! 					break;
! 				case QuoteField.AdjustedCloseToCloseRatio:
! 					fieldName = "quAdjustedCloseToCloseRatio";
! 					break;
! 				case QuoteField.Volume:
! 					fieldName = "quVolume";
! 					break;
! 				default:
            break;
        }
***************
*** 75,79 ****
  
      #region "GetHistory"
!     private static History getHistory_try( string instrumentKey , BarComponent barComponent )
      {
        History history = new History();
--- 84,88 ----
  
      #region "GetHistory"
!     private static History getHistory_try( string instrumentKey , QuoteField quoteField )
      {
        History history = new History();
***************
*** 83,102 ****
        DataTable dataTable = new DataTable();
        oleDbDataAdapter.Fill( dataTable );
!       history.Import( dataTable , "quDate" , getFieldName( barComponent ) );
        return history;
      }
      /// <summary>
!     /// Returns the full history for the instrument and the specified bar component
      /// </summary>
      /// <param name="instrumentKey">Identifier (ticker) for the instrument whose story
      /// has to be returned</param>
!     /// <param name="barComponent">Discriminates among Open, High, Low and Closure</param>
!     /// <returns>The history for the given instrument and bar component</returns>
!     public static History GetHistory( string instrumentKey , BarComponent barComponent )
      {
        History history;
        try
        {
!         history = getHistory_try( instrumentKey , barComponent );
        }
        catch (Exception ex)
--- 92,111 ----
        DataTable dataTable = new DataTable();
        oleDbDataAdapter.Fill( dataTable );
!       history.Import( dataTable , "quDate" , getFieldName( quoteField ) );
        return history;
      }
      /// <summary>
!     /// Returns the full history for the instrument and the specified quote field
      /// </summary>
      /// <param name="instrumentKey">Identifier (ticker) for the instrument whose story
      /// has to be returned</param>
!     /// <param name="quoteField">Discriminates among Open, High, Low and Closure</param>
!     /// <returns>The history for the given instrument and quote field</returns>
!     public static History GetHistory( string instrumentKey , QuoteField quoteField )
      {
        History history;
        try
        {
!         history = getHistory_try( instrumentKey , quoteField );
        }
        catch (Exception ex)
***************
*** 109,159 ****
      #endregion
  
!     #region "GetHistories"
!     private static Single getHistories_try_getValue( DataRow dataRow , DateTime dateTime ,
!       BarComponent barComponent )
!     {
!       Single returnValue;
!       if ( barComponent == BarComponent.Close )
!         returnValue = (Single)dataRow[ getFieldName( barComponent ) ];
!       else
!         returnValue = (Single)dataRow[ getFieldName( barComponent ) ] *
!           (Single)dataRow[ "quAdjustedClose" ] / (Single)dataRow[ "quClose" ];
!       return returnValue;
!     }
!     private static Hashtable getHistories_try( string instrumentKey , Hashtable barComponents , DateTime startDateTime , DateTime endDateTime )
!     {
!       Hashtable histories = new Hashtable();
!       foreach (BarComponent barComponent in barComponents.Keys)
!         histories.Add( barComponent , new History() );
!       string commandString =
!         "select * from quotes where quTicker='" + instrumentKey + "' and " +
!         "quDate>=" + SQLBuilder.GetDateConstant( startDateTime ) + " and " +
!         "quDate<=" + SQLBuilder.GetDateConstant( endDateTime );
!       OleDbDataAdapter oleDbDataAdapter = new OleDbDataAdapter( commandString , oleDbConnection );
!       DataSet dataSet = new DataSet();
!       oleDbDataAdapter.Fill( dataSet , "history" );
!       foreach ( DataRow dataRow in dataSet.Tables[ "history" ].Rows )
!         foreach ( BarComponent barComponent in barComponents.Keys )
!           ((History) histories[ barComponent ]).Add( (DateTime) dataRow[ "quDate" ] ,
!             getHistories_try_getValue( dataRow , (DateTime) dataRow[ "quDate" ] , barComponent ) );
  //          ((History) histories[ barComponent ]).Add( (DateTime) dataRow[ "quDate" ] ,
! //            dataRow[ getFieldName( barComponent ) ] );
!       return histories;
!     }
!     public static Hashtable GetHistories( string instrumentKey , Hashtable barComponents , DateTime startDateTime , DateTime endDateTime )
!     {
!       Hashtable histories;
!       try
!       {
!         histories = getHistories_try( instrumentKey , barComponents , startDateTime , endDateTime );
!       }
!       catch (Exception ex)
!       {
!         MessageBox.Show( ex.ToString() );
!         histories = null;
!       }
!       return histories;
!     }
!     #endregion
    }
  }
--- 118,168 ----
      #endregion
  
! //    #region "GetHistories"
! //    private static Single getHistories_try_getValue( DataRow dataRow , DateTime dateTime ,
! //      QuoteField quoteField )
! //    {
! //      Single returnValue;
! //      if ( quoteField == QuoteField.cl )
! //        returnValue = (Single)dataRow[ getFieldName( quoteField ) ];
! //      else
! //        returnValue = (Single)dataRow[ getFieldName( quoteField ) ] *
! //          (Single)dataRow[ "quAdjustedClose" ] / (Single)dataRow[ "quClose" ];
! //      return returnValue;
! //    }
! //    private static Hashtable getHistories_try( string instrumentKey , Hashtable barComponents , DateTime startDateTime , DateTime endDateTime )
! //    {
! //      Hashtable histories = new Hashtable();
! //      foreach (BarComponent barComponent in barComponents.Keys)
! //        histories.Add( barComponent , new History() );
! //      string commandString =
! //        "select * from quotes where quTicker='" + instrumentKey + "' and " +
! //        "quDate>=" + SQLBuilder.GetDateConstant( startDateTime ) + " and " +
! //        "quDate<=" + SQLBuilder.GetDateConstant( endDateTime );
! //      OleDbDataAdapter oleDbDataAdapter = new OleDbDataAdapter( commandString , oleDbConnection );
! //      DataSet dataSet = new DataSet();
! //      oleDbDataAdapter.Fill( dataSet , "history" );
! //      foreach ( DataRow dataRow in dataSet.Tables[ "history" ].Rows )
! //        foreach ( BarComponent barComponent in barComponents.Keys )
  //          ((History) histories[ barComponent ]).Add( (DateTime) dataRow[ "quDate" ] ,
! //            getHistories_try_getValue( dataRow , (DateTime) dataRow[ "quDate" ] , barComponent ) );
! ////          ((History) histories[ barComponent ]).Add( (DateTime) dataRow[ "quDate" ] ,
! ////            dataRow[ getFieldName( barComponent ) ] );
! //      return histories;
! //    }
! //    public static Hashtable GetHistories( string instrumentKey , Hashtable barComponents , DateTime startDateTime , DateTime endDateTime )
! //    {
! //      Hashtable histories;
! //      try
! //      {
! //        histories = getHistories_try( instrumentKey , barComponents , startDateTime , endDateTime );
! //      }
! //      catch (Exception ex)
! //      {
! //        MessageBox.Show( ex.ToString() );
! //        histories = null;
! //      }
! //      return histories;
! //    }
! //    #endregion
    }
  }

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

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27497/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	ComparableAccount.cs 
Log Message:
- the IHistoricalQuoteProvider "concept" has been introduced

Index: ComparableAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ComparableAccount.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ComparableAccount.cs	29 Dec 2004 17:07:42 -0000	1.3
--- ComparableAccount.cs	9 Jan 2005 22:17:19 -0000	1.4
***************
*** 22,25 ****
--- 22,26 ----
  using System;
  
+ using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Accounting.Reporting;
***************
*** 37,40 ****
--- 38,44 ----
      private double maxAcceptableDrawDown = 0.3;
  
+ 		private IHistoricalQuoteProvider historicalQuoteProvider =
+ 			new HistoricalAdjustedQuoteProvider();
+ 
  		private AccountReport accountReport;
  
***************
*** 59,63 ****
  			if ( this.accountReport == null )
  				this.accountReport = this.CreateReport( this.Key , 7 ,
! 					this.EndOfDayTimer.GetCurrentTime() , this.Key );
  			if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown )
  				|| ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BuyAndHoldPercentageReturn ) )
--- 63,68 ----
  			if ( this.accountReport == null )
  				this.accountReport = this.CreateReport( this.Key , 7 ,
! 					this.EndOfDayTimer.GetCurrentTime() , this.Key ,
! 					this.historicalQuoteProvider );
  			if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown )
  				|| ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BuyAndHoldPercentageReturn ) )

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

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27292/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	ChosenTickers.cs 
Log Message:
- the IHistoricalQuoteProvider "concept" has been introduced

Index: ChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ChosenTickers.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ChosenTickers.cs	26 Dec 2004 17:39:59 -0000	1.3
--- ChosenTickers.cs	9 Jan 2005 22:16:23 -0000	1.4
***************
*** 23,26 ****
--- 23,27 ----
  using System.Collections;
  
+ using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Timing;
***************
*** 37,40 ****
--- 38,44 ----
  		private int numberTickersToBeChosen;
  
+ 		private IHistoricalQuoteProvider historicalQuoteProvider =
+ 			new HistoricalAdjustedQuoteProvider();
+ 
  		public ChosenTickers( int numberTickersToBeChosen )
  		{
***************
*** 49,55 ****
  				EndOfDayDateTime( account.EndOfDayTimer.GetCurrentTime().DateTime.AddDays( - 1 ) ,
  				EndOfDaySpecificTime.MarketClose );
! 			double yesterdayMarketValueAtClose = HistoricalDataProvider.GetMarketValue(
! 				ticker ,
! 				yesterdayAtClose.GetNearestExtendedDateTime() );
  			if ( todayMarketValueAtClose > yesterdayMarketValueAtClose )
  				// today close is higher than yesterday close
--- 53,59 ----
  				EndOfDayDateTime( account.EndOfDayTimer.GetCurrentTime().DateTime.AddDays( - 1 ) ,
  				EndOfDaySpecificTime.MarketClose );
! 			double yesterdayMarketValueAtClose =
! 					this.historicalQuoteProvider.GetMarketValue( ticker ,
! 				yesterdayAtClose );
  			if ( todayMarketValueAtClose > yesterdayMarketValueAtClose )
  				// today close is higher than yesterday close

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

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26806/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	BuyAndHoldPercentageReturn.cs 
Log Message:
- the IHistoricalQuoteProvider "concept" has been introduced

Index: BuyAndHoldPercentageReturn.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/BuyAndHoldPercentageReturn.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** BuyAndHoldPercentageReturn.cs	29 Nov 2004 15:52:56 -0000	1.2
--- BuyAndHoldPercentageReturn.cs	9 Jan 2005 22:14:36 -0000	1.3
***************
*** 2,5 ****
--- 2,6 ----
  using System.Data;
  using QuantProject.ADT;
+ using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting.Reporting.Tables;
  using QuantProject.Business.Financial.Instruments;
***************
*** 13,29 ****
  	public class BuyAndHoldPercentageReturn : SummaryRow
  	{
! 		public BuyAndHoldPercentageReturn( Summary summary )
  		{
        if ( summary.AccountReport.BuyAndHoldTicker != "" )
        {
          // the report has to compare to a buy and hold benchmark
!         Instrument buyAndHoldInstrument = new Instrument( summary.AccountReport.BuyAndHoldTicker );
!         summary.BuyAndHoldPercentageReturn =
!           ( buyAndHoldInstrument.GetMarketValue(
! 					summary.AccountReport.EndDateTime ) -
!           buyAndHoldInstrument.GetMarketValue(
!           new EndOfDayDateTime( summary.AccountReport.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ) ) /
!           buyAndHoldInstrument.GetMarketValue(
!           new EndOfDayDateTime( summary.AccountReport.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ) * 100;
          this.rowDescription = "Buy & hold % return";
          this.rowValue = summary.BuyAndHoldPercentageReturn;
--- 14,31 ----
  	public class BuyAndHoldPercentageReturn : SummaryRow
  	{
! 		public BuyAndHoldPercentageReturn( Summary summary ,
! 			IHistoricalQuoteProvider historicalQuoteProvider )
  		{
        if ( summary.AccountReport.BuyAndHoldTicker != "" )
        {
          // the report has to compare to a buy and hold benchmark
! 				double beginningMarketValue = historicalQuoteProvider.GetMarketValue(
! 					summary.AccountReport.BuyAndHoldTicker ,
! 					new EndOfDayDateTime( summary.AccountReport.StartDateTime , EndOfDaySpecificTime.MarketOpen ) );
! 				double finalMarketValue = historicalQuoteProvider.GetMarketValue(
! 					summary.AccountReport.BuyAndHoldTicker ,
! 					summary.AccountReport.EndDateTime );
! 				summary.BuyAndHoldPercentageReturn = ( finalMarketValue - beginningMarketValue ) /
! 					beginningMarketValue * 100;
          this.rowDescription = "Buy & hold % return";
          this.rowValue = summary.BuyAndHoldPercentageReturn;

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank BestPerformingTickers.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26489/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	BestPerformingTickers.cs 
Log Message:
- the IHistoricalQuoteProvider "concept" has been introduced

Index: BestPerformingTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/BestPerformingTickers.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** BestPerformingTickers.cs	26 Dec 2004 17:37:34 -0000	1.5
--- BestPerformingTickers.cs	9 Jan 2005 22:13:12 -0000	1.6
***************
*** 24,27 ****
--- 24,28 ----
  
  using QuantProject.ADT;
+ using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Ordering;
***************
*** 40,43 ****
--- 41,47 ----
  		private int numberDaysForPerformanceCalculation;
  
+ 		private IHistoricalQuoteProvider historicalQuoteProvider =
+ 			new HistoricalAdjustedQuoteProvider();
+ 
  		private double calculatedTickers = 0;
  
***************
*** 69,74 ****
  				EndOfDaySpecificTime.MarketOpen ) );
  			ComparableAccount account = new ComparableAccount( ticker , historicalEndOfDayTimer ,
! 				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ) ,
! 				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ) );
  			OneRank oneRank = new OneRank( account ,
  				dateTime.AddDays( this.numberDaysForPerformanceCalculation ) );
--- 73,80 ----
  				EndOfDaySpecificTime.MarketOpen ) );
  			ComparableAccount account = new ComparableAccount( ticker , historicalEndOfDayTimer ,
! 				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
! 					this.historicalQuoteProvider ) ,
! 				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
! 					this.historicalQuoteProvider ) );
  			OneRank oneRank = new OneRank( account ,
  				dateTime.AddDays( this.numberDaysForPerformanceCalculation ) );

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies AccountStrategy.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv25312/b4_Business/a2_Strategies

Modified Files:
	AccountStrategy.cs 
Log Message:
The Class has been moved to a timer based approach

Index: AccountStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/AccountStrategy.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** AccountStrategy.cs	29 Nov 2004 15:49:23 -0000	1.2
--- AccountStrategy.cs	9 Jan 2005 22:08:47 -0000	1.3
***************
*** 27,30 ****
--- 27,31 ----
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Strategies;
+ using QuantProject.Data.DataProviders;
  
  namespace QuantProject.Business.Strategies
***************
*** 49,53 ****
  		}
  
!     public virtual ArrayList GetOrdersForCurrentVirtualOrder( Order virtualOrder )
      {
        ArrayList orders = new ArrayList();
--- 50,55 ----
  		}
  
!     public virtual ArrayList GetOrdersForCurrentVirtualOrder( Order virtualOrder ,
! 			IDataStreamer dataStreamer )
      {
        ArrayList orders = new ArrayList();
***************
*** 65,70 ****
                virtualOrder.Instrument.GetMaxBuyableQuantity(
                  this.account.CashAmount +
!                 this.account.Portfolio.GetMarketValue( virtualOrder.EndOfDayDateTime ) ,
!                 virtualOrder.EndOfDayDateTime ) , virtualOrder.EndOfDayDateTime ) );
            break;
          case OrderType.MarketSell:
--- 67,72 ----
                virtualOrder.Instrument.GetMaxBuyableQuantity(
                  this.account.CashAmount +
!                 this.account.Portfolio.GetMarketValue( this.account.DataStreamer ) ,
!                 this.account.DataStreamer ) , virtualOrder.EndOfDayDateTime ) );
            break;
          case OrderType.MarketSell:
***************
*** 79,84 ****
              virtualOrder.Instrument.GetMaxBuyableQuantity( 
                this.account.CashAmount +
!               this.account.Portfolio.GetMarketValue( virtualOrder.EndOfDayDateTime ) ,
!               virtualOrder.EndOfDayDateTime ) ,
                virtualOrder.EndOfDayDateTime ) );
            break;
--- 81,86 ----
              virtualOrder.Instrument.GetMaxBuyableQuantity( 
                this.account.CashAmount +
!               this.account.Portfolio.GetMarketValue( dataStreamer ) ,
!               dataStreamer ) ,
                virtualOrder.EndOfDayDateTime ) );
            break;
***************
*** 89,93 ****
      }
  
!     public virtual Orders GetOrders( Signal signal )
      {
        // This is the default account strategy. You may wish to override it.
--- 91,95 ----
      }
  
!     public virtual Orders GetOrders( Signal signal , IDataStreamer dataStreamer )
      {
        // This is the default account strategy. You may wish to override it.
***************
*** 100,104 ****
        {
          ArrayList ordersForCurrentVirtualOrder =
!           this.GetOrdersForCurrentVirtualOrder( virtualOrder );
          foreach( Order order in ordersForCurrentVirtualOrder )
            orders.Add( order );
--- 102,106 ----
        {
          ArrayList ordersForCurrentVirtualOrder =
!           this.GetOrdersForCurrentVirtualOrder( virtualOrder , dataStreamer );
          foreach( Order order in ordersForCurrentVirtualOrder )
            orders.Add( order );

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/MSFTwalkForward RunMSFTwalkForward.cs,1.4,NONE

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/MSFTwalkForward
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27154/b7_Scripts/WalkForwardTesting/MSFTwalkForward

Removed Files:
	RunMSFTwalkForward.cs 
Log Message:
These script files have been removed because
they don't work on the new timer/event based approach

--- RunMSFTwalkForward.cs DELETED ---

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank AsOneRank.cs,1.2,NONE RunOneRank.cs,1.4,NONE RunOneRankWithExcelReport.cs,1.3,NONE RunOneRankWithWindowsReport.cs,1.3,NONE

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27154/b7_Scripts/SimpleTesting/OneRank

Removed Files:
	AsOneRank.cs RunOneRank.cs RunOneRankWithExcelReport.cs 
	RunOneRankWithWindowsReport.cs 
Log Message:
These script files have been removed because
they don't work on the new timer/event based approach

--- RunOneRank.cs DELETED ---

--- RunOneRankWithWindowsReport.cs DELETED ---

--- AsOneRank.cs DELETED ---

--- RunOneRankWithExcelReport.cs DELETED ---

[Quantproject-developers] QuantProject/b7_Scripts/MultiTesting/MultiTestOneRank RunMultiTestOneRank.cs,1.3,NONE

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/MultiTesting/MultiTestOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27154/b7_Scripts/MultiTesting/MultiTestOneRank

Removed Files:
	RunMultiTestOneRank.cs 
Log Message:
These script files have been removed because
they don't work on the new timer/event based approach

--- RunMultiTestOneRank.cs DELETED ---

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/MSFTsimpleTest RunMSFTsimpleTest.cs,1.3,NONE

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTsimpleTest
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27154/b7_Scripts/SimpleTesting/MSFTsimpleTest

Removed Files:
	RunMSFTsimpleTest.cs 
Log Message:
These script files have been removed because
they don't work on the new timer/event based approach

--- RunMSFTsimpleTest.cs DELETED ---

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2 AsMSFTsimpleTest_2.cs,1.3,NONE RunMSFTsimpleTest_2.cs,1.5,NONE

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27154/b7_Scripts/SimpleTesting/MSFTSimpleTest_2

Removed Files:
	AsMSFTsimpleTest_2.cs RunMSFTsimpleTest_2.cs 
Log Message:
These script files have been removed because
they don't work on the new timer/event based approach

--- AsMSFTsimpleTest_2.cs DELETED ---

--- RunMSFTsimpleTest_2.cs DELETED ---

[Quantproject-developers] QuantProject/b7_Scripts b7_Scripts.csproj,1.16,1.17

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv25227/b7_Scripts

Modified Files:
	b7_Scripts.csproj 
Log Message:
The following script files have been removed from the project (because
they don't work on the new timer/event based approach):
- RunMultiTestOneRank.cs
- RunMSFTsimpleTest.cs
- AsMSFTsimpleTest_2.cs
- RunMSFTsimpleTest_2.cs
- AsOneRank.cs
- RunOneRank.cs
- RunOneRankWithExcelReport.cs
- RunOneRankWithWindowsReport.cs
- RunMSFTwalkForward.cs

Index: b7_Scripts.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/b7_Scripts.csproj,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** b7_Scripts.csproj	20 Dec 2004 00:09:52 -0000	1.16
--- b7_Scripts.csproj	9 Jan 2005 20:01:55 -0000	1.17
***************
*** 117,130 ****
                      BuildAction = "Compile"
                  />
!                 <File
!                     RelPath = "MultiTesting\MultiTestOneRank\RunMultiTestOneRank.cs"
!                     SubType = "Code"
!                     BuildAction = "Compile"
!                 />
!                 <File
!                     RelPath = "SimpleTesting\MSFTsimpleTest\RunMSFTsimpleTest.cs"
!                     SubType = "Code"
!                     BuildAction = "Compile"
!                 />
                  <File
                      RelPath = "SimpleTesting\MSFTsimpleTest\TsMSFTsimpleTest.cs"
--- 117,121 ----
                      BuildAction = "Compile"
                  />
!                 <Folder RelPath = "MultiTesting\MultiTestOneRank\" />
                  <File
                      RelPath = "SimpleTesting\MSFTsimpleTest\TsMSFTsimpleTest.cs"
***************
*** 133,146 ****
                  />
                  <File
-                     RelPath = "SimpleTesting\MSFTSimpleTest_2\AsMSFTsimpleTest_2.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
-                     RelPath = "SimpleTesting\MSFTSimpleTest_2\RunMSFTsimpleTest_2.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
                      RelPath = "SimpleTesting\MSFTSimpleTest_2\TsMSFTsimpleTest_2.cs"
                      SubType = "Code"
--- 124,127 ----
***************
*** 148,156 ****
                  />
                  <File
-                     RelPath = "SimpleTesting\OneRank\AsOneRank.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
                      RelPath = "SimpleTesting\OneRank\EndOfDayOneRank.cs"
                      SubType = "Code"
--- 129,132 ----
***************
*** 163,181 ****
                  />
                  <File
-                     RelPath = "SimpleTesting\OneRank\RunOneRank.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
-                     RelPath = "SimpleTesting\OneRank\RunOneRankWithExcelReport.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
-                     RelPath = "SimpleTesting\OneRank\RunOneRankWithWindowsReport.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
                      RelPath = "SimpleTesting\OneRank\TsOneRank.cs"
                      SubType = "Code"
--- 139,142 ----
***************
*** 208,216 ****
                  />
                  <File
-                     RelPath = "WalkForwardTesting\MSFTwalkForward\RunMSFTwalkForward.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
                      RelPath = "WalkForwardTesting\MSFTwalkForward\TsMSFTwalkForward.cs"
                      SubType = "Code"
--- 169,172 ----