quantproject-developers

[Quantproject-developers] QuantProject/b1_ADT/Optimizing/Genetic GeneticOptimizer.cs,NONE,1.1 Genome.cs,NONE,1.1 GenomeComparer.cs,NONE,1.1 GenomeManagement.cs,NONE,1.1 GenomeManagerTest.cs,NONE,1.1 IGenomeManager.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19295/b1_ADT/Optimizing/Genetic

Added Files:
	GeneticOptimizer.cs Genome.cs GenomeComparer.cs 
	GenomeManagement.cs GenomeManagerTest.cs IGenomeManager.cs 
Log Message:
Added GeneticOptimizer to the project

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

Genome.cs
Copyright (C) 2003 
Marco Milletti

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

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

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


using System;
using System.Collections;

namespace QuantProject.ADT.Optimizing.Genetic
{
	/// <summary>
	/// Representation of an individual through features
	/// provided by biology
	/// </summary>
  public class Genome 
	{
	  private int[] genes;
    private int minValueForGenes;
    private int maxValueForGenes;
    private int size;
    private double fitness;
    private object meaning;

    IGenomeManager genomeManager;
		
    public double Fitness
    {
      get{return this.fitness;}
      set{this.fitness = value;}
    }

    public object Meaning
    {
      get{return this.meaning;}
      set{this.meaning = value;}
    }

    public int Size
    {
      get{return this.size;}
    }
    
    public int MinValueForGenes
    {
      get{return this.minValueForGenes;}
    }
    
    public int MaxValueForGenes
    {
      get{return this.maxValueForGenes;}
    }

    /// <summary>
    /// It creates a  new genome object initialized by a IGenomeManager
    /// </summary>
    public Genome(IGenomeManager genomeManager)
		{
			this.genomeManager = genomeManager;
			this.size = this.genomeManager.GenomeSize;
    	this.minValueForGenes = this.genomeManager.MinValueForGenes;
    	this.maxValueForGenes = this.genomeManager.MaxValueForGenes;
 			this.genes = new int[ this.size ];
		}
  
  	public void AssignMeaning()
    {
      this.meaning = this.genomeManager.Decode(this);
    }	 

		public void CreateGenes()
		{
			for (int i = 0 ; i < this.size ; i++)
				this.genes[i] = this.genomeManager.GetNewGeneValue(this);
		}
    
    public void CalculateFitness()
    {
      this.fitness = this.genomeManager.GetFitnessValue(this);
    }
    
    public Genome Clone()
    {
      Genome returnValue = new Genome(this.genomeManager);
      returnValue.Fitness = this.Fitness;
      returnValue.Meaning = this.Meaning;
      returnValue.CopyValuesInGenes(this.genes);
      
      return returnValue;
    }
            
    public int[] Genes()
		{
			return this.genes;
		}

		public void CopyValuesInGenes(int[] valuesToBeCopied)
		{
			for (int i = 0 ; i < this.size ; i++)
				this.genes[i] = valuesToBeCopied[i];
		}
    
    public void SetGeneValue(int geneValue, int genePosition)
    {
      if(genePosition >= this.size || genePosition<0)
        throw new IndexOutOfRangeException("Gene position not valid for the genome! ");
      
      this.genes[genePosition] = geneValue;
    }
    
    public int GetGeneValue(int genePosition)
    {
      if(genePosition >= this.size || genePosition<0)
        throw new IndexOutOfRangeException("Gene position not valid for the genome! ");
      
      return this.genes[genePosition];
    }
    
    /// <summary>
    /// It returns true if the given gene is already stored in the current genome
    /// </summary>
    public bool HasGene(int geneValue)
    {
      bool returnValue = false;
      foreach(int gene in this.Genes())
      {
        if( geneValue == gene )
              returnValue = true;
      }
      return returnValue;
    }

    /// <summary>
	  /// It returns true if the current instance of genome has some duplicate
	  /// values in genes
	  /// </summary>
    public bool HasSomeDuplicateGenes()
    {
      bool returnValue = false;
      for(int i = 0; i < this.size ; i++)
      {
        for(int j = i + 1; j < this.size ; j++)
        {
          if(this.genes[i] == this.genes[j])
            returnValue = true;
        }
      }
      return returnValue;
    }
	}
}

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

GeneticOptimizer.cs
Copyright (C) 2003 
Marco Milletti

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

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

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

using System;
using System.Collections;
using QuantProject.ADT.Optimizing.Genetic;

namespace QuantProject.ADT.Optimizing.Genetic
{
  /// <summary>
  /// The class needs to be initialized by an object implementing
  /// IGenomeManager interface 
  /// Default GO parameters: crossoverRate = 0.85, mutationRate = 0.02, elitismRate = 0.01,
  /// populationSize = 1000, generationNumber = 100
  /// keepOnRunningUntilConvergenceIsReached = false, minConvergenceRate = 0.80 
  /// </summary>
	public class GeneticOptimizer
	{
    #region fields  
    
    private double mutationRate = 0.02;
    private double crossoverRate = 0.85;
    private double elitismRate = 0.01;
    private double minConvergenceRate = 0.80;
    private bool keepOnRunningUntilConvergenceIsReached = false;
    private int populationSize = 1000;
    private int generationNumber = 100;
    private int genomeSize;
    private int minValueForGenes;
    private int maxValueForGenes;
    private double totalFitness;
    private Genome bestGenome;
    private Genome worstGenome;
    private IGenomeManager genomeManager;
    private GenomeComparer genomeComparer;
	
    private ArrayList currentGeneration;
    private ArrayList currentEliteToTransmitToNextGeneration;
    private ArrayList nextGeneration;
    private ArrayList cumulativeFitnessList;
	
    private static Random random = new Random((int)DateTime.Now.Ticks);
    private int generationCounter;
    #endregion
    
    #region properties
    public double MutationRate
    {
      get{return mutationRate;}
      set{mutationRate = value;}
    }
    public double CrossoverRate
    {
      get{return crossoverRate;}
      set{crossoverRate = value;}
    }
    
    public double ElitismRate
    {
      get{return this.elitismRate;}
      set{this.elitismRate = value;}
    }
    
    public double MinConvergenceRate
    {
      get{return this.minConvergenceRate;}
      set{this.minConvergenceRate = value;}
    }
    
    public bool KeepOnRunningUntilConvergenceIsReached
    {
      get{return this.keepOnRunningUntilConvergenceIsReached ;}
      set{this.keepOnRunningUntilConvergenceIsReached = value;}
    }

    public int PopulationSize
    {
      get{return populationSize;}
      set{populationSize = value;}
    }
    
    public int GenerationNumber
    {
      get{return generationNumber;}
      set{generationNumber = value;}
    }
		public int GenerationCounter
    {
      get{return this.generationCounter;}
    }

    public int GenomeSize
    {
      get{return genomeSize;}
    }
    
    public Genome BestGenome
    {
      get{return this.bestGenome;}
    }
    
    public Genome WorstGenome
    {
      get{return this.worstGenome;}
    }
    #endregion
    
    /// <summary>
    /// The class needs to be initialized by an object implementing
    /// IGenomeManager interface 
    /// Default GO parameters: crossoverRate = 0.85, mutationRate = 0.02, elitismRate = 0.01,
    /// populationSize = 1000, generationNumber = 100
    /// keepOnRunningUntilConvergenceIsReached = false, minConvergenceRate = 0.80 
    /// </summary>
    public GeneticOptimizer(IGenomeManager genomeManager)
    {
      this.genomeManager = genomeManager;
      
      this.commonInitialization();
    }
    
    
    public GeneticOptimizer(double crossoverRate, double mutationRate, double elitismRate, 
                            int populationSize, int generationNumber,
                            IGenomeManager genomeManager)
    {
      this.crossoverRate = crossoverRate;
      this.mutationRate = mutationRate;
      this.elitismRate = elitismRate;
      this.populationSize = populationSize;
      this.generationNumber = generationNumber;
      this.genomeManager = genomeManager;
      
      this.commonInitialization();
    }

    private void commonInitialization()
    {
      this.genomeSize = this.genomeManager.GenomeSize;
      this.minValueForGenes = this.genomeManager.MinValueForGenes;
      this.maxValueForGenes = this.genomeManager.MaxValueForGenes;
      this.genomeComparer = new GenomeComparer();
      this.cumulativeFitnessList = new ArrayList(this.PopulationSize);
      this.currentGeneration = new ArrayList(this.PopulationSize);
      this.nextGeneration = new ArrayList();
      this.currentEliteToTransmitToNextGeneration =
        new ArrayList((int)(this.ElitismRate*(double)this.PopulationSize));
      
      this.generationCounter = 1;
    }
    
    /// <summary>
    /// Method which starts the GeneticOptmizer
    /// </summary>
    public void Run(bool showOutputToConsole)
    {
      this.createFirstGeneration(showOutputToConsole);
      if(this.keepOnRunningUntilConvergenceIsReached)
      //The GO keeps on generating new population until convergence is reached
      {
        for (int i = 0; !this.IsConvergenceReached(); i++)
        {
        	this.generateNewPopulation(true);
        }
      }
      else // the GO simply generates the given number of populations and then stops
      {
        for (int i = 0; i < this.generationNumber; i++)
        {
          this.generateNewPopulation(true);
        }
      }
    }
    
    private void generateNewPopulation(bool showOutputToConsole)
    {
    	this.createNextGeneration();
      this.updateBestGenomeFoundInRunning((Genome)this.currentGeneration[populationSize-1]);
      this.updateWorstGenomeFoundInRunning((Genome)this.currentGeneration[0]);
      if (showOutputToConsole)
           this.showOutputToConsole();
    }
    
    private bool IsConvergenceReached()
    {
      bool returnValue = false;
      double averageFitnessOfCurrentGeneration = this.totalFitness / this.populationSize;
      double bestFitnessReachedUntilNow = this.BestGenome.Fitness;

      if (averageFitnessOfCurrentGeneration >= 
                            this.minConvergenceRate * bestFitnessReachedUntilNow )
          returnValue = true;
      
      return returnValue;
 
    }

    private void createFirstGeneration(bool showOutputToConsole)
    {
      if (this.genomeSize == 0 || this.genomeSize < 0)
        throw new IndexOutOfRangeException("Genome size not set");
      this.createGenomes();
      this.currentGeneration.Sort(this.genomeComparer);
      this.calculateTotalFitness();
      this.updateCumulativeFitnessList();
      this.setInitialBestAndWorstGenomes();
      
      if (showOutputToConsole)
        this.showOutputToConsole();
    }
    
    private void showOutputToConsole()
    {
      System.Console.WriteLine("\n\n\n\n*_*_*_*_*_*_*_*_*_*_*\n\nGeneration " + this.generationCounter +"\n");
      for(int i = 0; i < this.populationSize; i++)
      {
        System.Console.WriteLine((string)((Genome)this.currentGeneration[i]).Meaning +
          "--> " + ((Genome)this.currentGeneration[i]).Fitness);
      }
      //Console.WriteLine("Press enter key to continue ...");
			//Console.ReadLine();
    }

    /// <summary>
    /// It returns an int corresponding to a certain genome.
    /// The probability for a genome to be selected depends
    /// proportionally on the level of fitness.
    /// </summary>
    private int rouletteSelection()
    {
      double randomFitness = this.totalFitness *(double)GeneticOptimizer.random.Next(1,1001)/1000;
      int idx = -1;
      int mid;
      int first = 0;
      int last = this.populationSize -1;
      mid = (last - first)/2;

      //  Need to implement a specific search, because the
      //  ArrayList's BinarySearch is for exact values only
      
      while (idx == -1 && first <= last)
      {
        if (randomFitness < (double)this.cumulativeFitnessList[mid])
        {
          last = mid;
        }
        else if (randomFitness >= (double)this.cumulativeFitnessList[mid])
        {
          first = mid;
        }
        
        mid = (first + last)/2;
        if ((last - first) == 1) 
          idx = last;
          
      }
      return idx;
    }


    /// <summary>
    /// Calculate total fitness for current generation
    /// </summary>
    private void calculateTotalFitness()
    {
      this.totalFitness = 0;
      for (int i = 0; i < this.populationSize; i++)
      {
        Genome g = ((Genome) this.currentGeneration[i]);
        this.totalFitness += g.Fitness;
      }
      
    }
    
    /// <summary>
    /// Rank current generation and sort in order of fitness.
    /// </summary>
    private void updateCumulativeFitnessList()
    {
      double cumulativeFitness = 0.0;
      this.cumulativeFitnessList.Clear();
      for (int i = 0; i < this.populationSize; i++)
      {
        cumulativeFitness += ((Genome)this.currentGeneration[i]).Fitness;
        this.cumulativeFitnessList.Add(cumulativeFitness);
      }
    }
    private void createGenomes()
    {
      for (int i = 0; i < this.populationSize; i++)
      {
        Genome g = new Genome(this.genomeManager);
        g.CreateGenes();
        g.AssignMeaning();
        g.CalculateFitness();
        this.currentGeneration.Add(g);
      }
    }

    private void setCurrentEliteToTransmitToNextGeneration()
    {
      this.currentEliteToTransmitToNextGeneration.Clear();
      
      for(int i = populationSize - 1;
              i >=(populationSize - this.elitismRate*this.populationSize);
              i--)
      {
        this.currentEliteToTransmitToNextGeneration.Add((Genome)this.currentGeneration[i]);
      }
    }

    private void transmitEliteToNextGeneration()
    {
      for(int i = 0;
          i < this.currentEliteToTransmitToNextGeneration.Count-1;
          i++)
        
      {
        this.nextGeneration.Add(this.currentEliteToTransmitToNextGeneration[i]);
      }
    }

    private void createNextGeneration()
    {
      this.nextGeneration.Clear();

      for (int i = 0 ; i < this.populationSize ; i+=2)
      {
        int indexForParent1 = this.rouletteSelection();
        int indexForParent2 = this.rouletteSelection();
        
        Genome parent1, parent2;
      	Genome[] childs;
        parent1 = ((Genome) this.currentGeneration[indexForParent1]);
        parent2 = ((Genome) this.currentGeneration[indexForParent2]);
        if ((double)GeneticOptimizer.random.Next(1,1001)/1000 < this.crossoverRate)
        {
          childs = this.genomeManager.GetChilds(parent1, parent2);
         }
        else
        {//if the crossover doesn't take place there are only
        //two childs, identical to parents
          childs = new Genome[2];
          childs[0] = parent1.Clone();
          childs[1] = parent2.Clone();
        }
        foreach(Genome g in childs){
        	this.nextGeneration.Add(g);
        }
      }
      this.setCurrentEliteToTransmitToNextGeneration();
      this.transmitEliteToNextGeneration();
      
      this.mutateGenomes(this.nextGeneration);
      this.calculateFitnessAndMeaningForAllGenomes(this.nextGeneration);
      this.nextGeneration.Sort(this.genomeComparer);
      this.updateCurrentGeneration();
      this.currentGeneration.Sort(this.genomeComparer); 
      this.calculateTotalFitness();
      this.updateCumulativeFitnessList();
      
      this.generationCounter++;
    }
    
    //mutate all genomes of the given population, according to the mutation rate
    private void mutateGenomes(ArrayList populationOfGenomes)
    {
      foreach(Genome g in populationOfGenomes)
      {
        if(g != null)
           this.genomeManager.Mutate(g, this.MutationRate);
      }
    }
    
    //calculate Fitness and Meaning for each genome in populationOfGenomes
    private void calculateFitnessAndMeaningForAllGenomes(ArrayList populationOfGenomes)
    {
      foreach(Genome g in populationOfGenomes)
      {
        if(g != null)
        {
          g.CalculateFitness();
          g.AssignMeaning();
        }
      }
    }

    private void updateCurrentGeneration()
    {
      this.currentGeneration.Clear();
      // Note that next generation is greater than current:
      // due to the population size, genomes with lowest fitness are abandoned
      for (int i = 1 ; i <= this.populationSize; i++)
        this.currentGeneration.Add(this.nextGeneration[this.nextGeneration.Count - i]);
    }

    private void updateBestGenomeFoundInRunning(Genome genomeValue)
    {
      if(genomeValue.Fitness > this.bestGenome.Fitness)
        this.bestGenome = genomeValue.Clone();
    }
    private void updateWorstGenomeFoundInRunning(Genome genomeValue)
    {
      if(genomeValue.Fitness < this.worstGenome.Fitness)
        this.worstGenome = genomeValue.Clone();
    }
    private void setInitialBestAndWorstGenomes()
    {
      this.bestGenome = (Genome)this.currentGeneration[this.populationSize-1];
      this.worstGenome = (Genome)this.currentGeneration[0];
    }
    
  }
}

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

GenomeManagerTest.cs
Copyright (C) 2003 
Marco Milletti

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

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

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


using System;
using System.Collections;

namespace QuantProject.ADT.Optimizing.Genetic
{
	/// <summary>
	/// Create a simple class implementing IGenomeManager, in order to test the
	/// behaviour of the genetic optimizer
	/// </summary>
  public class GenomeManagerTest : IGenomeManager
  {
    private int genomeSize;
    private int minValueForGenes;
    private int maxValueForGenes;
     
    public int GenomeSize
    {
      get{return this.genomeSize;}
    }
    
    public int MinValueForGenes
    {
      get{return this.minValueForGenes;}
    }
    
    public int MaxValueForGenes
    {
      get{return this.maxValueForGenes;}
    }
    
    public GenomeManagerTest(int genomeSize, int minValueForGenes,
                             int maxValueForGenes)
                          
    {
      this.genomeSize = genomeSize;
      this.minValueForGenes = minValueForGenes;
      this.maxValueForGenes = maxValueForGenes;
    }
    
    public int GetNewGeneValue(Genome genome)
    {
      return GenomeManagement.RandomGenerator.Next(genome.MinValueForGenes,
                                            genome.MaxValueForGenes + 1);
    }

 		public Genome[] GetChilds(Genome parent1, Genome parent2)
    {
      //return GenomeManagement.UniformCrossover(parent1, parent2);
			//return GenomeManagement.AlternateFixedCrossover(parent1, parent2);
    	return GenomeManagement.OnePointCrossover(parent1, parent2);
    }
		
		public void Mutate(Genome genome, double mutationRate)
    {
      GenomeManagement.MutateAllGenes(genome, mutationRate);
    }
    
    public double GetFitnessValue(Genome genome)
    {
      int[] intArray = genome.Genes();
      double returnValue;
      //function to be maximized
      double sum = 0;
      double product = 1;
      for (int i = 0; i < genome.Size; i++)
      {
        sum += (int)intArray[i];
        product *= (int)intArray[i];
      }
      returnValue = (double)(1/product);// fitness = 1 iff product is minimized
      //returnValue = (double)(product/sum);
      return returnValue;
    }
    
    public object Decode(Genome genome)
    {
      string sequenceOfGenes = "";
      foreach(int index in genome.Genes())
      {
        sequenceOfGenes += index + ";" ;
      }
      return (object)sequenceOfGenes;
    }

  }

}

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

GenomeComparer.cs
Copyright (C) 2003 
Marco Milletti

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

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

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

using System;
using System.Collections;

namespace QuantProject.ADT.Optimizing.Genetic
{
	/// <summary>
	/// Compares genomes by fitness
	/// </summary>
	public sealed class GenomeComparer : IComparer
	{
		public GenomeComparer()
		{
		}
		public int Compare( object x, object y)
		{
			if ( !(x is Genome) || !(y is Genome))
				throw new ArgumentException("Not of type Genome");

			if (((Genome) x).Fitness > ((Genome) y).Fitness)
				return 1;
			else if (((Genome) x).Fitness == ((Genome) y).Fitness)
				return 0;
			else
				return -1;
		}
	}
}

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

IGenomeManager.cs
Copyright (C) 2004 
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;


namespace QuantProject.ADT.Optimizing.Genetic
{
	/// <summary>
	/// Interface to be implemented by any object used to run
	/// an instance of the GeneticOptimizer class.
	/// 
	/// The interface determines the genome format and provides:
	/// - an objective function used to calculate genome's fitness;
	/// - a decode function used to calculate genome's meaning as an object;
	/// - a GetChilds method used by the genetic optimizer to generate new
	///   population;
	/// - a Mutate method used by the genetic optimizer to mutate a 
	///   given genome
	/// </summary>
	public interface IGenomeManager
	{
    int GenomeSize{get;}
    int MinValueForGenes{get;}
    int MaxValueForGenes{get;}
    
    int GetNewGeneValue(Genome genome); // Used in generation of genes
    																    //  by the Genome parameter
    double GetFitnessValue(Genome genome);
    object Decode(Genome genome);
		Genome[] GetChilds(Genome parent1, Genome parent2);
		void Mutate(Genome genome, double mutationRate);
  }
}

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

GenomeManagement.cs
Copyright (C) 2003 
Marco Milletti

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

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

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


using System;
using System.Collections;
using QuantProject.ADT.Optimizing.Genetic;

namespace QuantProject.ADT.Optimizing.Genetic
{
	/// <summary>
	/// Class providing static methods to manage Genomes
	/// (crossovering, mutating, etc.)
	/// </summary>
  public sealed class GenomeManagement 
	{
		
    public static Random RandomGenerator = new Random((int)DateTime.Now.Ticks);
    private static int genomeSize;
		private static Genome[] childs;
		private static int[,] maskForChilds;
    /*
    public GenomeManagement()
    {
	  				    	
		}
		*/
  	/// <summary>
		/// Returns an array of genome (childs) based 
		/// on classical one point crossover genes recombination
		/// </summary>
  	public static Genome[] OnePointCrossover(Genome parent1, Genome parent2)
		{
			if(parent1.Size != parent2.Size)
				throw new Exception("Genomes must have the same size!");	
			GenomeManagement.genomeSize = parent1.Size;
		  GenomeManagement.childs = new Genome[2]{parent1.Clone(),parent1.Clone()};
			
			int pos = GenomeManagement.RandomGenerator.Next(0, parent1.Size);
			for(int i = 0 ; i < parent1.Size ; i++)
			{
				if (i < pos)
				{
					childs[0].SetGeneValue(parent1.GetGeneValue(i), i);
					childs[1].SetGeneValue(parent2.GetGeneValue(i), i);
				}
				else
				{
					childs[0].SetGeneValue(parent2.GetGeneValue(i), i);
					childs[1].SetGeneValue(parent1.GetGeneValue(i), i);
				}
			}
			return GenomeManagement.childs;
		}
		
		private static void setMaskForChildsForUniformCrossover()
		{
			for(int childIndex = 0 ;
					childIndex < GenomeManagement.childs.Length;
					childIndex++)
      {
        for(int i = 0 ; i < GenomeManagement.genomeSize ; i++)
      	{
  	      maskForChilds[childIndex,i] = GenomeManagement.RandomGenerator.Next(1,3);
       	}
      }
		}
		
		private static void setMaskForChildsForAlternateFixedCrossover()
		{
			for(int childIndex = 0 ;
					childIndex < GenomeManagement.childs.Length;
					childIndex++)
      {
        for(int i = 0 ; i < GenomeManagement.genomeSize ; i++)
      	{
  	  		if(i%2 == 0)
					//index is even
						maskForChilds[childIndex, i] = 1;
					else
					// index is odd
						maskForChilds[childIndex, i] = 2;
	     	}
      }
		}
		
		private static void setMaskForChildsForMixingWithoutDuplicates(Genome parent1, Genome parent2)
		{
			for(int childIndex = 0 ;
					childIndex < GenomeManagement.childs.Length;
					childIndex++)
      {
        for(int i = 0 ; i < GenomeManagement.genomeSize ; i++)
      	{
   	      if(parent2.HasGene(parent1.GetGeneValue(i)) ||
   	         parent1.HasGene(parent2.GetGeneValue(i)))//index contains a common gene
  	      {
						maskForChilds[childIndex, i] = childIndex + 1;
  	      }
					else// index doesn't contain a common gene
					{
  	      	if(i%2 == 0)//index is even
							maskForChilds[childIndex, i] = childIndex%2 + 1;
						else// index is odd
							maskForChilds[childIndex, i] = childIndex%2 + 2;
					}
       	}
      }
		}
		
		//it assumes just two parents only
		private static void setChildsUsingMaskForChilds(Genome parent1,
		                                                Genome parent2)
		{
			for(int childIndex = 0 ;
					childIndex < GenomeManagement.childs.Length;
					childIndex++)
      {
        for(int i = 0 ; i < GenomeManagement.genomeSize ; i++)
      	{
  	      if(maskForChilds[childIndex,i]==1)
           	childs[childIndex].SetGeneValue(parent1.GetGeneValue(i), i);
       		else//maskForChilds[childIndex,i]==2
           	childs[childIndex].SetGeneValue(parent2.GetGeneValue(i), i);
        }
      }
			
		}
		
    /// <summary>
		/// This method returns an array of genomes based on 
		/// a random recombination of the genes of parents
		/// </summary> 
    public static Genome[] UniformCrossover(Genome parent1, Genome parent2)
    {
      if(parent1.Size != parent2.Size)
				throw new Exception("Genomes must have the same size!");	
      GenomeManagement.genomeSize = parent1.Size;
      GenomeManagement.childs = 
      						new Genome[2]{parent1.Clone(),parent1.Clone()};
      GenomeManagement.maskForChilds = new int[childs.Length, GenomeManagement.genomeSize];
			GenomeManagement.setMaskForChildsForUniformCrossover();
     	GenomeManagement.setChildsUsingMaskForChilds(parent1, parent2);
			    
      return GenomeManagement.childs;
    }

    /// <summary>
		/// This method returns an array of genomes based on 
		/// an alternate fixed recombination of the genes of parents
		/// </summary> 
    public static Genome[] AlternateFixedCrossover(Genome parent1, Genome parent2)
    {
      if(parent1.Size != parent2.Size)
				throw new Exception("Genomes must have the same size!");	
      GenomeManagement.genomeSize = parent1.Size;
      GenomeManagement.childs = 
      						new Genome[2]{parent1.Clone(),parent1.Clone()};
      GenomeManagement.maskForChilds = new int[childs.Length, GenomeManagement.genomeSize];
      GenomeManagement.setMaskForChildsForAlternateFixedCrossover();
     	GenomeManagement.setChildsUsingMaskForChilds(parent1, parent2);
      
      return GenomeManagement.childs;
    }

		/// <summary>
		/// This method returns an array of genomes based on 
		/// a mix of the genes of parents, such that childs,
		/// if possible, are different from parents and, at 
		/// the same time, childs' genes are not duplicated  
		/// </summary> 
    public static Genome[] MixGenesWithoutDuplicates(Genome parent1, Genome parent2)
    {
      if(parent1.Size > (parent1.MaxValueForGenes - parent1.MinValueForGenes + 1))
			//it is impossible not to duplicate genes if size is too
			// large for the range of variation of each gene
				throw new Exception("Impossible to avoid duplicates with the given size!");
      if(parent1.Size != parent2.Size)
				throw new Exception("Genomes must have the same size!");	
      GenomeManagement.genomeSize = parent1.Size;
      GenomeManagement.childs = 
      						new Genome[2]{parent1.Clone(),parent1.Clone()};
      GenomeManagement.maskForChilds = new int[childs.Length, GenomeManagement.genomeSize];
      GenomeManagement.setMaskForChildsForMixingWithoutDuplicates(parent1, parent2);
     	GenomeManagement.setChildsUsingMaskForChilds(parent1, parent2);
      
      return GenomeManagement.childs;
    }


		static public void MutateAllGenes(Genome genome, double mutationRate)
		{
			for (int pos = 0 ; pos < genome.Size; pos++)
			{
				if (GenomeManagement.RandomGenerator.Next(0,101) < (int)(mutationRate*100))
					genome.SetGeneValue(GenomeManagement.RandomGenerator.Next(genome.MinValueForGenes,
                                   genome.MaxValueForGenes + 1), pos);
			}
		}
		
		static public void MutateOneGene(Genome genome, double mutationRate,
		                          				int genePosition)
		{
		
			if (GenomeManagement.RandomGenerator.Next(0,101) < (int)(mutationRate*100))
				genome.SetGeneValue(GenomeManagement.RandomGenerator.Next(genome.MinValueForGenes,
                            genome.MaxValueForGenes + 1), genePosition);
			
		}
    
    static public void MutateOneGene(Genome genome, double mutationRate,
                                      int genePosition, int newValueOfGene)
    {
		  if (GenomeManagement.RandomGenerator.Next(0,101) < (int)(mutationRate*100))
              genome.SetGeneValue(newValueOfGene, genePosition);
			
    }
	}
}

[Quantproject-developers] QuantProject/b1_ADT b1_ADT.csproj,1.9,1.10

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19295/b1_ADT

Modified Files:
	b1_ADT.csproj 
Log Message:
Added GeneticOptimizer to the project

Index: b1_ADT.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/b1_ADT.csproj,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** b1_ADT.csproj	1 Dec 2004 15:26:34 -0000	1.9
--- b1_ADT.csproj	1 Dec 2004 22:36:10 -0000	1.10
***************
*** 163,166 ****
--- 163,196 ----
                  />
                  <File
+                     RelPath = "Optimizing\Genetic\GeneticOptimizer.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "Optimizing\Genetic\Genome.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "Optimizing\Genetic\GenomeComparer.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "Optimizing\Genetic\GenomeManagement.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "Optimizing\Genetic\GenomeManagerTest.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "Optimizing\Genetic\IGenomeManager.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "Statistics\BasicFunctions.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting DataStreamerHandler.cs,1.1,NONE RunBestTwoIndipendent.cs,1.1,NONE

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv18580/b7_Scripts/TickerSelectionTesting

Removed Files:
	DataStreamerHandler.cs RunBestTwoIndipendent.cs 
Log Message:
Removed RunBestTwoIndipendent script

--- DataStreamerHandler.cs DELETED ---

--- RunBestTwoIndipendent.cs DELETED ---

[Quantproject-developers] QuantProject/b1_ADT/Optimizing/Genetic - New directory

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv16453/Genetic

Log Message:
Directory /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic added to the repository

[Quantproject-developers] QuantDownloader QuantDownloader.suo,1.21,1.22

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

Update of /cvsroot/quantproject/QuantDownloader
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv17306

Modified Files:
	QuantDownloader.suo 
Log Message:



Index: QuantDownloader.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/QuantDownloader.suo,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
Binary files /tmp/cvsBgma8p and /tmp/cvsCz8A0F differ

[Quantproject-developers] QuantDownloader/Downloader Downloader.csproj,1.24,1.25

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv17043/Downloader

Modified Files:
	Downloader.csproj 
Log Message:
.resx files have been removed

Index: Downloader.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/Downloader.csproj,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** Downloader.csproj	7 Jul 2004 20:10:29 -0000	1.24
--- Downloader.csproj	1 Dec 2004 15:48:38 -0000	1.25
***************
*** 165,173 ****
                  />
                  <File
-                     RelPath = "DataSet1.xsx"
-                     DependentUpon = "DataSet1.xsd"
-                     BuildAction = "None"
-                 />
-                 <File
                      RelPath = "Main.cs"
                      SubType = "Form"
--- 165,168 ----
***************
*** 175,183 ****
                  />
                  <File
-                     RelPath = "Main.resx"
-                     DependentUpon = "Main.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "QuotesDataGrid.cs"
                      SubType = "Component"
--- 170,173 ----
***************
*** 185,193 ****
                  />
                  <File
-                     RelPath = "QuotesDataGrid.resx"
-                     DependentUpon = "QuotesDataGrid.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "TestDownloadedData.cs"
                      SubType = "Form"
--- 175,178 ----
***************
*** 205,223 ****
                  />
                  <File
-                     RelPath = "WebDownloader.resx"
-                     DependentUpon = "WebDownloader.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "QuotesEditor\QuotesChart.cs"
!                     SubType = "UserControl"
                      BuildAction = "Compile"
                  />
                  <File
-                     RelPath = "QuotesEditor\QuotesChart.resx"
-                     DependentUpon = "QuotesChart.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "QuotesEditor\QuotesEditor.cs"
                      SubType = "Form"
--- 190,198 ----
                  />
                  <File
                      RelPath = "QuotesEditor\QuotesChart.cs"
!                     SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
                      RelPath = "QuotesEditor\QuotesEditor.cs"
                      SubType = "Form"
***************
*** 225,233 ****
                  />
                  <File
-                     RelPath = "QuotesEditor\QuotesEditor.resx"
-                     DependentUpon = "QuotesEditor.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "QuotesEditor\ValidationDataGrid.cs"
                      SubType = "Component"
--- 200,203 ----
***************
*** 251,255 ****
                  <File
                      RelPath = "QuotesEditor\VisualValidationChart.cs"
!                     SubType = "UserControl"
                      BuildAction = "Compile"
                  />
--- 221,225 ----
                  <File
                      RelPath = "QuotesEditor\VisualValidationChart.cs"
!                     SubType = "Code"
                      BuildAction = "Compile"
                  />
***************
*** 266,270 ****
                  <File
                      RelPath = "QuotesEditor\CloseToClose\CloseToCloseChart.cs"
!                     SubType = "UserControl"
                      BuildAction = "Compile"
                  />
--- 236,240 ----
                  <File
                      RelPath = "QuotesEditor\CloseToClose\CloseToCloseChart.cs"
!                     SubType = "Code"
                      BuildAction = "Compile"
                  />
***************
*** 295,305 ****
                  />
                  <File
-                     RelPath = "QuotesEditor\OHLC\OHLCuserControl.resx"
-                     DependentUpon = "OHLCuserControl.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "QuotesEditor\RangeToRange\RangeToRangeChart.cs"
!                     SubType = "UserControl"
                      BuildAction = "Compile"
                  />
--- 265,270 ----
                  />
                  <File
                      RelPath = "QuotesEditor\RangeToRange\RangeToRangeChart.cs"
!                     SubType = "Code"
                      BuildAction = "Compile"
                  />
***************
*** 325,333 ****
                  />
                  <File
-                     RelPath = "TickerSelectors\TickerGroupsListViewMenu.resx"
-                     DependentUpon = "TickerGroupsListViewMenu.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "TickerSelectors\TickerGroupsViewer.cs"
                      SubType = "Form"
--- 290,293 ----
***************
*** 335,343 ****
                  />
                  <File
-                     RelPath = "TickerSelectors\TickerGroupsViewer.resx"
-                     DependentUpon = "TickerGroupsViewer.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "TickerSelectors\TickerSelectorForm.cs"
                      SubType = "Form"
--- 295,298 ----
***************
*** 355,363 ****
                  />
                  <File
-                     RelPath = "TickerSelectors\TickerViewerMenu.resx"
-                     DependentUpon = "TickerViewerMenu.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "Validate\ValidateDataGrid.cs"
                      SubType = "Component"
--- 310,313 ----
***************
*** 369,377 ****
                      BuildAction = "Compile"
                  />
-                 <File
-                     RelPath = "Validate\ValidateForm.resx"
-                     DependentUpon = "ValidateForm.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
              </Include>
          </Files>
--- 319,322 ----

[Quantproject-developers] QuantProject QuantProject.suo,1.38,1.39

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

Update of /cvsroot/quantproject/QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv15943

Modified Files:
	QuantProject.suo 
Log Message:
no message

Index: QuantProject.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v
retrieving revision 1.38
retrieving revision 1.39
diff -C2 -d -r1.38 -r1.39
Binary files /tmp/cvsW9QolS and /tmp/cvs157xqi differ

[Quantproject-developers] QuantProject/b91_QuantProject b91_QuantProject.csproj,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv15843/b91_QuantProject

Modified Files:
	b91_QuantProject.csproj 
Log Message:
Automatic changes

Index: b91_QuantProject.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/b91_QuantProject.csproj,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** b91_QuantProject.csproj	1 Aug 2004 00:45:00 -0000	1.4
--- b91_QuantProject.csproj	1 Dec 2004 15:42:54 -0000	1.5
***************
*** 84,92 ****
                  />
                  <Reference
-                     Name = "Scripts"
-                     Project = "{451DB77D-D4C7-44D1-8047-2920D864A4CD}"
-                     Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
-                 />
-                 <Reference
                      Name = "b1_ADT"
                      Project = "{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}"
--- 84,87 ----
***************
*** 98,101 ****
--- 93,101 ----
                      Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
                  />
+                 <Reference
+                     Name = "b7_Scripts"
+                     Project = "{451DB77D-D4C7-44D1-8047-2920D864A4CD}"
+                     Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
+                 />
              </References>
          </Build>

[Quantproject-developers] QuantProject/b7_Scripts b7_Scripts.csproj,1.12,1.13

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv15120/b7_Scripts

Modified Files:
	b7_Scripts.csproj 
Log Message:
- .resx files have been removed
- SimpleTesting\OneRank\ script has been added
- TickerSelectionTesting\ script has been removed
- WalkForwardTesting\MSFTwalkForward\ script has been removed
- WalkForwardTesting\WalkForwardOneRank\ script has been added

Index: b7_Scripts.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/b7_Scripts.csproj,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** b7_Scripts.csproj	5 Sep 2004 13:51:38 -0000	1.12
--- b7_Scripts.csproj	1 Dec 2004 15:41:03 -0000	1.13
***************
*** 98,101 ****
--- 98,106 ----
                      Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
                  />
+                 <Reference
+                     Name = "System.Drawing"
+                     AssemblyName = "System.Drawing"
+                     HintPath = "..\..\..\..\..\..\WINDOWS\Microsoft.NET\Framework\v1.0.3705\System.Drawing.dll"
+                 />
              </References>
          </Build>
***************
*** 148,151 ****
--- 153,166 ----
                  />
                  <File
+                     RelPath = "SimpleTesting\OneRank\EndOfDayOneRank.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "SimpleTesting\OneRank\OneRank.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "SimpleTesting\OneRank\RunOneRank.cs"
                      SubType = "Code"
***************
*** 168,196 ****
                  />
                  <File
!                     RelPath = "TickerSelectionTesting\DataStreamerHandler.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
!                     RelPath = "TickerSelectionTesting\RunBestTwoIndipendent.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
!                     RelPath = "WalkForwardTesting\MSFTwalkForward\RunMSFTwalkForward.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
!                     RelPath = "WalkForwardTesting\MSFTwalkForward\TsMSFTwalkForward.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
!                     RelPath = "WalkForwardTesting\WalkForwardOneRank\DataStreamerHandler.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
                      RelPath = "WalkForwardTesting\WalkForwardOneRank\RunWalkForwardOneRank.cs"
                      SubType = "Code"
--- 183,231 ----
                  />
                  <File
!                     RelPath = "WalkForwardTesting\MSFTwalkForward\RunMSFTwalkForward.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
!                     RelPath = "WalkForwardTesting\MSFTwalkForward\TsMSFTwalkForward.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
!                     RelPath = "WalkForwardTesting\WalkForwardOneRank\BestPerformingTickers.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
!                     RelPath = "WalkForwardTesting\WalkForwardOneRank\ChosenTickers.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
!                     RelPath = "WalkForwardTesting\WalkForwardOneRank\ComparableAccount.cs"
!                     SubType = "Code"
!                     BuildAction = "Compile"
!                 />
!                 <File
!                     RelPath = "WalkForwardTesting\WalkForwardOneRank\EligibleTickers.cs"
!                     SubType = "Code"
!                     BuildAction = "Compile"
!                 />
!                 <File
!                     RelPath = "WalkForwardTesting\WalkForwardOneRank\EndOfDayTimerHandler.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
                  />
                  <File
+                     RelPath = "WalkForwardTesting\WalkForwardOneRank\ProgressBarForm.cs"
+                     SubType = "Form"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "WalkForwardTesting\WalkForwardOneRank\ProgressBarForm.resx"
+                     DependentUpon = "ProgressBarForm.cs"
+                     BuildAction = "EmbeddedResource"
+                 />
+                 <File
                      RelPath = "WalkForwardTesting\WalkForwardOneRank\RunWalkForwardOneRank.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b5_Presentation b5_Presentation.csproj,1.10,1.11

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv13548/b5_Presentation

Modified Files:
	b5_Presentation.csproj 
Log Message:
.resx files have been removed

Index: b5_Presentation.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/b5_Presentation.csproj,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** b5_Presentation.csproj	23 Aug 2004 22:36:47 -0000	1.10
--- b5_Presentation.csproj	1 Dec 2004 15:33:39 -0000	1.11
***************
*** 98,111 ****
                  />
                  <Reference
-                     Name = "b4_Business"
-                     Project = "{6EE31501-376E-491B-869E-F06D5B7C9C30}"
-                     Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
-                 />
-                 <Reference
-                     Name = "b1_ADT"
-                     Project = "{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}"
-                     Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
-                 />
-                 <Reference
                      Name = "System.Drawing"
                      AssemblyName = "System.Drawing"
--- 98,101 ----
***************
*** 138,141 ****
--- 128,141 ----
                      HintPath = "..\b91_QuantProject\bin\Debug\scpl.dll"
                  />
+                 <Reference
+                     Name = "b4_Business"
+                     Project = "{6EE31501-376E-491B-869E-F06D5B7C9C30}"
+                     Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
+                 />
+                 <Reference
+                     Name = "b1_ADT"
+                     Project = "{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}"
+                     Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
+                 />
              </References>
          </Build>
***************
*** 153,156 ****
--- 153,160 ----
                  />
                  <File
+                     RelPath = "scpl.dll"
+                     BuildAction = "Content"
+                 />
+                 <File
                      RelPath = "Charting\CharPlot.cs"
                      SubType = "Code"
***************
*** 178,186 ****
                  />
                  <File
-                     RelPath = "Reporting\WindowsForm\EquityChartTabPage.resx"
-                     DependentUpon = "EquityChartTabPage.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "Reporting\WindowsForm\Report.cs"
                      SubType = "Form"
--- 182,185 ----
***************
*** 188,196 ****
                  />
                  <File
-                     RelPath = "Reporting\WindowsForm\Report.resx"
-                     DependentUpon = "Report.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "Reporting\WindowsForm\ReportGrid.cs"
                      SubType = "Component"
--- 187,190 ----
***************
*** 208,225 ****
                  />
                  <File
-                     RelPath = "Reporting\WindowsForm\ReportTabControl.resx"
-                     DependentUpon = "ReportTabControl.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "Reporting\WindowsForm\SummaryTabPage.cs"
                      SubType = "Component"
                      BuildAction = "Compile"
                  />
-                 <File
-                     RelPath = "Reporting\WindowsForm\SummaryTabPage.resx"
-                     DependentUpon = "SummaryTabPage.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
              </Include>
          </Files>
--- 202,209 ----

[Quantproject-developers] QuantProject/b4_Business b4_Business.csproj,1.10,1.11

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

Update of /cvsroot/quantproject/QuantProject/b4_Business
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv13262/b4_Business

Modified Files:
	b4_Business.csproj 
Log Message:
- .resx files have been removed
- a05_Timing\EndOfDayDateTime.cs has been added
- a05_Timing\EndOfDaySpecificTime.cs has been added
- a05_Timing\EndOfDayTimingEventArgs.cs has been added
- a05_Timing\HistoricalEndOfDayTimer.cs has been added
- a05_Timing\IEndOfDayTimer.cs has been added
- a07_DataProviders\HistoricalEndOfDayDataStreamer.cs has been added

Index: b4_Business.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/b4_Business.csproj,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** b4_Business.csproj	1 Aug 2004 00:39:48 -0000	1.10
--- b4_Business.csproj	1 Dec 2004 15:32:24 -0000	1.11
***************
*** 163,171 ****
                  />
                  <File
-                     RelPath = "a0_Validation\ValidateDataTable.resx"
-                     DependentUpon = "ValidateDataTable.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "a0_Validation\ValidationWarnings.cs"
                      SubType = "Code"
--- 163,166 ----
***************
*** 198,201 ****
--- 193,226 ----
                  />
                  <File
+                     RelPath = "a05_Timing\EndOfDayDateTime.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a05_Timing\EndOfDaySpecificTime.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a05_Timing\EndOfDayTimingEventArgs.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a05_Timing\HistoricalEndOfDayTimer.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a05_Timing\IEndOfDayTimer.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a07_DataProviders\HistoricalEndOfDayDataStreamer.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a1_Instruments\Instrument.cs"
                      SubType = "Code"
***************
*** 248,256 ****
                  />
                  <File
-                     RelPath = "a1_Financial\a2_Accounting\Transactions.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
                      RelPath = "a1_Financial\a2_Accounting\TransactionType.cs"
                      SubType = "Code"
--- 273,276 ----
***************
*** 373,376 ****
--- 393,416 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a2_Accounting\Transactions\EndOfDayTransaction.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a2_Accounting\Transactions\TransactionHistory.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a3_Ordering\HistoricalEndOfDayOrderExecutor.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "a1_Financial\a3_Ordering\IOrderExecutor.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a3_Ordering\Order.cs"
                      SubType = "Code"
***************
*** 378,381 ****
--- 418,426 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a3_Ordering\OrderFilledEventArgs.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a3_Ordering\OrderManager.cs"
                      SubType = "Code"
***************
*** 388,391 ****
--- 433,441 ----
                  />
                  <File
+                     RelPath = "a1_Financial\a3_Ordering\OrderStatus.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "a1_Financial\a3_Ordering\OrderType.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b3_Data b3_Data.csproj,1.13,1.14

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

Update of /cvsroot/quantproject/QuantProject/b3_Data
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv12132/b3_Data

Modified Files:
	b3_Data.csproj 
Log Message:
.resx files have been removed

Index: b3_Data.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/b3_Data.csproj,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** b3_Data.csproj	5 Sep 2004 13:49:32 -0000	1.13
--- b3_Data.csproj	1 Dec 2004 15:27:51 -0000	1.14
***************
*** 125,128 ****
--- 125,136 ----
                      WrapperTool = "primary"
                  />
+                 <Reference
+                     Name = "Microsoft.Office.Core"
+                     Guid = "{2DF8D04C-5BFA-101B-BDE5-00AA0044DE52}"
+                     VersionMajor = "2"
+                     VersionMinor = "3"
+                     Lcid = "0"
+                     WrapperTool = "primary"
+                 />
              </References>
          </Build>
***************
*** 185,193 ****
                  />
                  <File
-                     RelPath = "DataTables\GroupQuotes.resx"
-                     DependentUpon = "GroupQuotes.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "DataTables\Quotes.cs"
                      SubType = "Component"
--- 193,196 ----
***************
*** 195,203 ****
                  />
                  <File
-                     RelPath = "DataTables\Quotes.resx"
-                     DependentUpon = "Quotes.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "DataTables\TickerDataTable.cs"
                      SubType = "Component"
--- 198,201 ----
***************
*** 210,218 ****
                  />
                  <File
-                     RelPath = "DataTables\Tickers_tickerGroups.resx"
-                     DependentUpon = "Tickers_tickerGroups.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "DataTables\ValidatedTickers.cs"
                      SubType = "Component"
--- 208,211 ----
***************
*** 220,237 ****
                  />
                  <File
-                     RelPath = "DataTables\ValidatedTickers.resx"
-                     DependentUpon = "ValidatedTickers.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "DataTables\VisuallyValidatedQuotes.cs"
                      SubType = "Component"
                      BuildAction = "Compile"
                  />
!                 <File
!                     RelPath = "DataTables\VisuallyValidatedQuotes.resx"
!                     DependentUpon = "VisuallyValidatedQuotes.cs"
!                     BuildAction = "EmbeddedResource"
!                 />
                  <File
                      RelPath = "Selectors\ITickerReceiver.cs"
--- 213,221 ----
                  />
                  <File
                      RelPath = "DataTables\VisuallyValidatedQuotes.cs"
                      SubType = "Component"
                      BuildAction = "Compile"
                  />
!                 <Folder RelPath = "NewFolder1\" />
                  <File
                      RelPath = "Selectors\ITickerReceiver.cs"
***************
*** 259,262 ****
--- 243,247 ----
                      BuildAction = "Compile"
                  />
+                 <Folder RelPath = "Timing\" />
              </Include>
          </Files>

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

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11804/b1_ADT

Modified Files:
	b1_ADT.csproj 
Log Message:
- added IProgressNotifier.cs
- added ITickerReceiver.cs
- added NewProgressEventArgs.cs


Index: b1_ADT.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/b1_ADT.csproj,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** b1_ADT.csproj	4 Aug 2004 22:49:27 -0000	1.8
--- b1_ADT.csproj	1 Dec 2004 15:26:34 -0000	1.9
***************
*** 118,121 ****
--- 118,131 ----
                  />
                  <File
+                     RelPath = "IProgressNotifier.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
+                     RelPath = "ITickerReceiver.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "Keyed.cs"
                      SubType = "Code"
***************
*** 123,126 ****
--- 133,141 ----
                  />
                  <File
+                     RelPath = "NewProgressEventArgs.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "RecursiveHashtable.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank TsOneRank.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-serv9981/b7_Scripts/SimpleTesting/OneRank

Modified Files:
	TsOneRank.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: TsOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/TsOneRank.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** TsOneRank.cs	24 Nov 2003 19:36:24 -0000	1.1
--- TsOneRank.cs	29 Nov 2004 17:36:32 -0000	1.2
***************
*** 29,32 ****
--- 29,33 ----
  using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Strategies;
+ using QuantProject.Business.Timing;
  
  namespace QuantProject.Scripts
***************
*** 65,69 ****
          {
            signal.Add( new Order( OrderType.MarketBuy , new Instrument( this.ticker ) , 1 ,
!             new ExtendedDateTime( nextMarketDay , BarComponent.Open ) ) );
            signals.Add( signal );
          }
--- 66,70 ----
          {
            signal.Add( new Order( OrderType.MarketBuy , new Instrument( this.ticker ) , 1 ,
!             new EndOfDayDateTime( nextMarketDay , EndOfDaySpecificTime.MarketOpen ) ) );
            signals.Add( signal );
          }
***************
*** 71,75 ****
          {
            signal.Add( new Order( OrderType.MarketSell , new Instrument( this.ticker ) , 1 ,
!             new ExtendedDateTime( nextMarketDay , BarComponent.Open ) ) );
            signals.Add( signal );
          }
--- 72,76 ----
          {
            signal.Add( new Order( OrderType.MarketSell , new Instrument( this.ticker ) , 1 ,
!             new EndOfDayDateTime( nextMarketDay , EndOfDaySpecificTime.MarketOpen ) ) );
            signals.Add( signal );
          }

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/MSFTsimpleTest TsMSFTsimpleTest.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTsimpleTest
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9981/b7_Scripts/SimpleTesting/MSFTsimpleTest

Modified Files:
	TsMSFTsimpleTest.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: TsMSFTsimpleTest.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTsimpleTest/TsMSFTsimpleTest.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** TsMSFTsimpleTest.cs	24 Nov 2003 19:35:30 -0000	1.1
--- TsMSFTsimpleTest.cs	29 Nov 2004 17:36:31 -0000	1.2
***************
*** 29,32 ****
--- 29,33 ----
  using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Strategies;
+ using QuantProject.Business.Timing;
  
  namespace QuantProject.Scripts
***************
*** 64,69 ****
          {
            signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 1 ,
!             new ExtendedDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!             BarComponent.Open ) ) );
            signals.Add( signal );
          }
--- 65,70 ----
          {
            signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 1 ,
!             new EndOfDayDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!             EndOfDaySpecificTime.MarketOpen ) ) );
            signals.Add( signal );
          }
***************
*** 74,80 ****
            {
              signal.Add( new Order( OrderType.MarketSell , new Instrument( "MSFT" ) , 1 ,
!               new ExtendedDateTime(
                new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!               BarComponent.Open ) ) );
              signals.Add( signal );
            }
--- 75,81 ----
            {
              signal.Add( new Order( OrderType.MarketSell , new Instrument( "MSFT" ) , 1 ,
!               new EndOfDayDateTime(
                new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!               EndOfDaySpecificTime.MarketOpen ) ) );
              signals.Add( signal );
            }

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/MSFTwalkForward TsMSFTwalkForward.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/MSFTwalkForward
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9981/b7_Scripts/WalkForwardTesting/MSFTwalkForward

Modified Files:
	TsMSFTwalkForward.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: TsMSFTwalkForward.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/MSFTwalkForward/TsMSFTwalkForward.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** TsMSFTwalkForward.cs	24 Nov 2003 19:38:10 -0000	1.1
--- TsMSFTwalkForward.cs	29 Nov 2004 17:36:31 -0000	1.2
***************
*** 29,32 ****
--- 29,33 ----
  using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Strategies;
+ using QuantProject.Business.Timing;
  
  namespace QuantProject.Scripts
***************
*** 64,69 ****
          {
            signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 1 ,
!             new ExtendedDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!             BarComponent.Open ) ) );
            signals.Add( signal );
          }
--- 65,70 ----
          {
            signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 1 ,
!             new EndOfDayDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!             EndOfDaySpecificTime.MarketOpen ) ) );
            signals.Add( signal );
          }
***************
*** 74,80 ****
            {
              signal.Add( new Order( OrderType.MarketSell , new Instrument( "MSFT" ) , 1 ,
!               new ExtendedDateTime(
                new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!               BarComponent.Open ) ) );
              signals.Add( signal );
            }
--- 75,81 ----
            {
              signal.Add( new Order( OrderType.MarketSell , new Instrument( "MSFT" ) , 1 ,
!               new EndOfDayDateTime(
                new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!               EndOfDaySpecificTime.MarketOpen ) ) );
              signals.Add( signal );
            }

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2 TsMSFTsimpleTest_2.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9981/b7_Scripts/SimpleTesting/MSFTSimpleTest_2

Modified Files:
	TsMSFTsimpleTest_2.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: TsMSFTsimpleTest_2.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2/TsMSFTsimpleTest_2.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** TsMSFTsimpleTest_2.cs	11 Jan 2004 19:15:21 -0000	1.3
--- TsMSFTsimpleTest_2.cs	29 Nov 2004 17:36:31 -0000	1.4
***************
*** 30,33 ****
--- 30,34 ----
  using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Strategies;
+ using QuantProject.Business.Timing;
  
  namespace QuantProject.Scripts
***************
*** 75,81 ****
  						
  						signal.Add( new Order( OrderType.MarketSell , new Instrument( "MSFT" ) , 1 ,
! 							new ExtendedDateTime(
  							new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
! 							BarComponent.Open ) ) );
  						signals.Add( signal );
  						
--- 76,82 ----
  						
  						signal.Add( new Order( OrderType.MarketSell , new Instrument( "MSFT" ) , 1 ,
! 							new EndOfDayDateTime(
  							new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
! 							EndOfDaySpecificTime.MarketOpen ) ) );
  						signals.Add( signal );
  						
***************
*** 84,89 ****
  					{
  						signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 1 ,
! 							new ExtendedDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
! 							BarComponent.Open ) ) );
  						signals.Add( signal );
  					}
--- 85,90 ----
  					{
  						signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 1 ,
! 							new EndOfDayDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
! 							EndOfDaySpecificTime.MarketOpen ) ) );
  						signals.Add( signal );
  					}
***************
*** 94,99 ****
  				{
  					signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 0 ,
! 						new ExtendedDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
! 						BarComponent.Open ) ) );
  					signals.Add( signal );
  				}
--- 95,100 ----
  				{
  					signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 0 ,
! 						new EndOfDayDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
! 						EndOfDaySpecificTime.MarketOpen ) ) );
  					signals.Add( signal );
  				}

[Quantproject-developers] QuantProject/b3_Data/DataProviders Timer.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv9521/b3_Data/DataProviders

Modified Files:
	Timer.cs 
Log Message:
Added CurrentDateTime method

Index: Timer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Timer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Timer.cs	28 Aug 2004 16:59:26 -0000	1.1
--- Timer.cs	29 Nov 2004 17:34:57 -0000	1.2
***************
*** 38,41 ****
--- 38,46 ----
  		private ExtendedDateTime currentDateTime;
  
+ 		public ExtendedDateTime CurrentDateTime
+ 		{
+ 			get { return this.currentDateTime; }
+ 		}
+ 
  		public Timer( ExtendedDateTime startDateTime ,
  			ExtendedDateTime endDateTime )

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting TimedTransaction.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-serv9240/b4_Business/a1_Financial/a2_Accounting

Modified Files:
	TimedTransaction.cs 
Log Message:
Added GetTransactionType

Index: TimedTransaction.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/TimedTransaction.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** TimedTransaction.cs	13 Oct 2003 21:58:40 -0000	1.1.1.1
--- TimedTransaction.cs	29 Nov 2004 17:33:50 -0000	1.2
***************
*** 24,27 ****
--- 24,28 ----
  using QuantProject.ADT;
  using QuantProject.Business.Financial.Instruments;
+ using QuantProject.Business.Financial.Ordering;
  
  namespace QuantProject.Business.Financial.Accounting
***************
*** 60,63 ****
--- 61,100 ----
      }
  
+ 		static public TransactionType GetTransactionType( OrderType orderType )
+ 		{
+ 			TransactionType returnValue;
+ 			switch ( orderType )
+ 			{
+ 				case OrderType.LimitBuy:
+ 					returnValue = TransactionType.BuyLong;
+ 					break;
+ 				case OrderType.MarketBuy:
+ 					returnValue = TransactionType.BuyLong;
+ 					break;
+ 				case OrderType.LimitCover:
+ 					returnValue = TransactionType.Cover;
+ 					break;
+ 				case OrderType.MarketCover:
+ 					returnValue = TransactionType.Cover;
+ 					break;
+ 				case OrderType.LimitSell:
+ 					returnValue = TransactionType.Sell;
+ 					break;
+ 				case OrderType.MarketSell:
+ 					returnValue = TransactionType.Sell;
+ 					break;
+ 				case OrderType.LimitSellShort:
+ 					returnValue = TransactionType.SellShort;
+ 					break;
+ 				case OrderType.MarketSellShort:
+ 					returnValue = TransactionType.SellShort;
+ 					break;
+ 					//this line should never be reached!
+ 				default:
+ 					returnValue = TransactionType.AddCash;
+ 					break;
+ 			}
+ 			return returnValue;
+ 		}
      public override string ToString()
      {

[Quantproject-developers] QuantProject/b4_Business/a3_Testing Tester.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26384/b4_Business/a3_Testing

Modified Files:
	Tester.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: Tester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing/Tester.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Tester.cs	15 Aug 2004 00:07:49 -0000	1.4
--- Tester.cs	29 Nov 2004 16:37:46 -0000	1.5
***************
*** 25,32 ****
  using QuantProject.Business.Strategies;
  using QuantProject.ADT;
  using QuantProject.ADT.Optimizing;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Ordering;
! using QuantProject.ADT.Histories;
  
  
--- 25,33 ----
  using QuantProject.Business.Strategies;
  using QuantProject.ADT;
+ using QuantProject.ADT.Histories;
  using QuantProject.ADT.Optimizing;
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Ordering;
! using QuantProject.Business.Timing;
  
  
***************
*** 66,70 ****
        this.Test();
        return - this.Account.GetProfitNetLoss(
!         new ExtendedDateTime( testWindow.EndDateTime , BarComponent.Close ) );
      }
  
--- 67,71 ----
        this.Test();
        return - this.Account.GetProfitNetLoss(
!         new EndOfDayDateTime( testWindow.EndDateTime , EndOfDaySpecificTime.MarketClose ) );
      }
  

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank RunWalkForwardOneRank.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26215/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	RunWalkForwardOneRank.cs 
Log Message:
- ExtededDateTime has been replaced by EndOfDayDateTime
- added the ProgressBarForm
- an EndOfDayTimerHandler replaces the DataStreamerHandler
- now an IEndOfDayTimer is used
- now an Account is used with its IEndOfDayTimer and its IEndOfDayOrderExecutor
- the oneHourAfterMarketCloseEventHandler has been introduced

Index: RunWalkForwardOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/RunWalkForwardOneRank.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunWalkForwardOneRank.cs	28 Aug 2004 17:05:03 -0000	1.1
--- RunWalkForwardOneRank.cs	29 Nov 2004 16:36:50 -0000	1.2
***************
*** 25,33 ****
--- 25,36 ----
  using System.Data;
  using QuantProject.ADT;
+ using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Accounting.Reporting;
  using QuantProject.Business.Financial.Instruments;
+ using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Scripting;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Testing;
+ using QuantProject.Business.Timing;
  using QuantProject.Data.DataProviders;
  using QuantProject.Presentation.Reporting.WindowsForm;
***************
*** 41,79 ****
  	public class RunWalkForwardOneRank : Script
  	{
- 		private string startTicker;
      private ReportTable reportTable;
!     private ExtendedDateTime startDateTime;
!     private ExtendedDateTime endDateTime;
      private int numIntervalDays;
! 		private HistoricalDataStreamer historicalDataStreamer;
! 		private DataStreamerHandler dataStreamerHandler =
! 			new DataStreamerHandler();
  
  		public RunWalkForwardOneRank()
  		{
  			this.reportTable = new ReportTable( "Summary_Reports" );
! 			this.startDateTime = new ExtendedDateTime(
! 				new DateTime( 2002 , 1 , 1 ) , BarComponent.Open );
! 			this.endDateTime = new ExtendedDateTime(
! 				new DateTime( 2002 , 12 , 31 ) , BarComponent.Open );
        this.numIntervalDays = 7;
- 			this.startTicker = "MSFT";
  		}
      #region Run
! 		private void run_initializeHistoricalDataStreamer()
  		{
! 			this.historicalDataStreamer = new HistoricalDataStreamer();
! 			this.historicalDataStreamer.StartDateTime = this.startDateTime;
! 			this.historicalDataStreamer.EndDateTime = this.endDateTime;
! 			this.historicalDataStreamer.Add( this.startTicker );
  		}
!     public override void Run()
!     {
  			Report report;
! 			run_initializeHistoricalDataStreamer();
! 			this.historicalDataStreamer.NewQuote +=
! 				new NewQuoteEventHandler( this.dataStreamerHandler.NewQuoteEventHandler );
! 			this.historicalDataStreamer.GoSimulate();
! 			report = new Report( this.dataStreamerHandler.Account );
  			report.Show( "WFT One Rank" , this.numIntervalDays , this.startDateTime , "MSFT" );
  		}
--- 44,144 ----
  	public class RunWalkForwardOneRank : Script
  	{
      private ReportTable reportTable;
!     private EndOfDayDateTime startDateTime;
!     private EndOfDayDateTime endDateTime;
      private int numIntervalDays;
! 
!     private ProgressBarForm progressBarForm;
! 
! 		private EndOfDayTimerHandler endOfDayTimerHandler;
! 
! 		private Account account;
! 		
! 		private IEndOfDayTimer endOfDayTimer;
  
  		public RunWalkForwardOneRank()
  		{
+ 			this.progressBarForm = new ProgressBarForm();
  			this.reportTable = new ReportTable( "Summary_Reports" );
! 			this.startDateTime = new EndOfDayDateTime(
! 				new DateTime( 2002 , 1 , 1 ) , EndOfDaySpecificTime.FiveMinutesBeforeMarketClose );
! 			this.endDateTime = new EndOfDayDateTime(
! 				new DateTime( 2002 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
        this.numIntervalDays = 7;
  		}
      #region Run
! 		private void run_initializeEndOfDayTimer()
  		{
! 			this.endOfDayTimer =
! 				new HistoricalEndOfDayTimer( this.startDateTime );
  		}
! 		private void run_initializeAccount()
! 		{
! 			this.account = new Account( "WalkForwardOneRank" , this.endOfDayTimer ,
! 				new HistoricalEndOfDayDataStreamer( this.endOfDayTimer ) ,
! 				new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer ) );
! 		}
! 		private void run_initializeEndOfDayTimerHandler()
! 		{
! 			this.endOfDayTimerHandler = new EndOfDayTimerHandler( 50 , 20 , 5 , 360 , 30 ,
! 				this.account );
! 		}
! 		private  void inSampleNewProgressEventHandler(
! 			Object sender , NewProgressEventArgs eventArgs )
! 		{
! 			this.progressBarForm.ProgressBarInSample.Value = eventArgs.CurrentProgress;
! 		}
! 		private void run_initializeProgressHandlers()
! 		{
! 			this.endOfDayTimerHandler.InSampleNewProgress +=
! 				new InSampleNewProgressEventHandler( this.inSampleNewProgressEventHandler );
! 		}
! 		#region oneHourAfterMarketCloseEventHandler
! 		private void oneHourAfterMarketCloseEventHandler_handleProgessBarForm(
! 			IEndOfDayTimer endOfDayTimer )
! 		{
! 			long elapsedDays = Convert.ToInt64( ((TimeSpan)( endOfDayTimer.GetCurrentTime().DateTime - 
! 				this.startDateTime.DateTime )).TotalDays );
! 			long totalDays = Convert.ToInt64( ((TimeSpan)( this.endDateTime.DateTime - 
! 				this.startDateTime.DateTime )).TotalDays );
! 			if ( Math.Floor( elapsedDays / totalDays * 100 ) >
! 				Math.Floor( ( elapsedDays - 1 ) / totalDays * 100 ) )
! 				// a new out of sample time percentage point has been elapsed
! 				this.progressBarForm.ProgressBarOutOfSample.Value =
! 					Convert.ToInt16( Math.Floor( elapsedDays / totalDays * 100 ) );
! 		}
! 		public void oneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			this.oneHourAfterMarketCloseEventHandler_handleProgessBarForm(
! 				 ( IEndOfDayTimer )sender );
! 			if ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime >
! 				this.endDateTime.DateTime )
! 			{
! 				// the simulation has reached the ending date
! 				this.account.EndOfDayTimer.Stop();
! 				this.progressBarForm.Close();
! 			}
! 		}
! 		#endregion
! 		public override void Run()
! 		{
  			Report report;
! 			run_initializeEndOfDayTimer();
! 			run_initializeAccount();
! 			run_initializeEndOfDayTimerHandler();
! 			run_initializeProgressHandlers();
! 			this.endOfDayTimer.OneHourAfterMarketClose +=
! 				new OneHourAfterMarketCloseEventHandler(
! 				this.endOfDayTimerHandler.OneHourAfterMarketCloseEventHandler );
! 			this.endOfDayTimer.OneHourAfterMarketClose +=
! 				new OneHourAfterMarketCloseEventHandler(
! 				this.oneHourAfterMarketCloseEventHandler );
! 			this.endOfDayTimer.FiveMinutesBeforeMarketClose +=
! 				new FiveMinutesBeforeMarketCloseEventHandler(
! 				this.endOfDayTimerHandler.FiveMinutesBeforeMarketCloseEventHandler );
! 			this.progressBarForm.Show();
! 			this.endOfDayTimer.Start();
! 			report = new Report( this.account );
  			report.Show( "WFT One Rank" , this.numIntervalDays , this.startDateTime , "MSFT" );
  		}

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank RunOneRankWithExcelReport.cs,1.2,1.3 RunOneRankWithWindowsReport.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23419/b7_Scripts/SimpleTesting/OneRank

Modified Files:
	RunOneRankWithExcelReport.cs RunOneRankWithWindowsReport.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: RunOneRankWithWindowsReport.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/RunOneRankWithWindowsReport.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunOneRankWithWindowsReport.cs	15 Aug 2004 00:07:49 -0000	1.2
--- RunOneRankWithWindowsReport.cs	29 Nov 2004 16:25:17 -0000	1.3
***************
*** 29,32 ****
--- 29,33 ----
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Testing;
+ using QuantProject.Business.Timing;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Scripting;
***************
*** 48,52 ****
  			Report report = new Report( this.account );
  			report.Show( this.ticker , 7 ,
! 				new ExtendedDateTime( this.endDateTime , BarComponent.Close ) , this.ticker );		
  		}
  	}
--- 49,54 ----
  			Report report = new Report( this.account );
  			report.Show( this.ticker , 7 ,
! 				new EndOfDayDateTime( this.endDateTime ,
! 				EndOfDaySpecificTime.OneHourAfterMarketClose ) , this.ticker );		
  		}
  	}

Index: RunOneRankWithExcelReport.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/RunOneRankWithExcelReport.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunOneRankWithExcelReport.cs	15 Aug 2004 00:07:49 -0000	1.2
--- RunOneRankWithExcelReport.cs	29 Nov 2004 16:25:17 -0000	1.3
***************
*** 29,32 ****
--- 29,33 ----
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Testing;
+ using QuantProject.Business.Timing;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Scripting;
***************
*** 47,51 ****
  			base.Run();
  			AccountReport accountReport = this.account.CreateReport( this.ticker , 7 ,
! 				new ExtendedDateTime( endDateTime , BarComponent.Close ) , ticker );
  			ExcelManager.Add( accountReport );
  			ExcelManager.ShowReport();
--- 48,53 ----
  			base.Run();
  			AccountReport accountReport = this.account.CreateReport( this.ticker , 7 ,
! 				new EndOfDayDateTime( endDateTime , EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
! 				ticker );
  			ExcelManager.Add( accountReport );
  			ExcelManager.ShowReport();

[Quantproject-developers] QuantProject/b7_Scripts/MultiTesting/MultiTestOneRank RunMultiTestOneRank.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/MultiTesting/MultiTestOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22791/b7_Scripts/MultiTesting/MultiTestOneRank

Modified Files:
	RunMultiTestOneRank.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: RunMultiTestOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/MultiTesting/MultiTestOneRank/RunMultiTestOneRank.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunMultiTestOneRank.cs	15 Aug 2004 00:07:48 -0000	1.2
--- RunMultiTestOneRank.cs	29 Nov 2004 16:23:21 -0000	1.3
***************
*** 30,33 ****
--- 30,34 ----
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Testing;
+ using QuantProject.Business.Timing;
  using QuantProject.Presentation.Reporting.MicrosoftExcel;
  
***************
*** 105,109 ****
      {
        AccountReport accountReport = backTester.Account.CreateReport( "" , this.numIntervalDays ,
!         new ExtendedDateTime( this.endDateTime , BarComponent.Close ) , backTester.Name );
        DataRow newRow = this.reportTable.DataTable.NewRow();
        newRow[ "Ticker" ] = backTester.Name;
--- 106,110 ----
      {
        AccountReport accountReport = backTester.Account.CreateReport( "" , this.numIntervalDays ,
!         new EndOfDayDateTime( this.endDateTime , EndOfDaySpecificTime.OneHourAfterMarketClose ) , backTester.Name );
        DataRow newRow = this.reportTable.DataTable.NewRow();
        newRow[ "Ticker" ] = backTester.Name;

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/MSFTwalkForward RunMSFTwalkForward.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/MSFTwalkForward
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22791/b7_Scripts/WalkForwardTesting/MSFTwalkForward

Modified Files:
	RunMSFTwalkForward.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: RunMSFTwalkForward.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/MSFTwalkForward/RunMSFTwalkForward.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunMSFTwalkForward.cs	15 Aug 2004 00:07:48 -0000	1.2
--- RunMSFTwalkForward.cs	29 Nov 2004 16:23:20 -0000	1.3
***************
*** 31,34 ****
--- 31,35 ----
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Testing;
+ using QuantProject.Business.Timing;
  using QuantProject.Presentation.Reporting.MicrosoftExcel;
  
***************
*** 68,72 ****
        
        AccountReport accountReport = walkForwardTester.Account.CreateReport( "MSFT" , 7 ,
!         new ExtendedDateTime( endDateTime , BarComponent.Close ) , "MSFT" );
        ExcelManager.Add( accountReport );
        ExcelManager.ShowReport();
--- 69,74 ----
        
        AccountReport accountReport = walkForwardTester.Account.CreateReport( "MSFT" , 7 ,
!         new EndOfDayDateTime( endDateTime ,
! 				EndOfDaySpecificTime.OneHourAfterMarketClose ) , "MSFT" );
        ExcelManager.Add( accountReport );
        ExcelManager.ShowReport();

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank RunOneRank.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22791/b7_Scripts/SimpleTesting/OneRank

Modified Files:
	RunOneRank.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: RunOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/RunOneRank.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** RunOneRank.cs	15 Aug 2004 00:07:48 -0000	1.3
--- RunOneRank.cs	29 Nov 2004 16:23:22 -0000	1.4
***************
*** 31,34 ****
--- 31,35 ----
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Scripting;
+ using QuantProject.Business.Timing;
  using QuantProject.Presentation.Reporting.MicrosoftExcel;
  using QuantProject.Presentation.Reporting.WindowsForm;
***************
*** 84,88 ****
  
        ((History)tester.Account.GetProfitNetLossHistory(
!         new ExtendedDateTime( endDateTime , BarComponent.Close ) ) ).ReportToConsole();
  
  //			uncomment the four lines below to use the Excel reporting feature
--- 85,89 ----
  
        ((History)tester.Account.GetProfitNetLossHistory(
!         new EndOfDayDateTime( endDateTime , EndOfDaySpecificTime.MarketClose ) ) ).ReportToConsole();
  
  //			uncomment the four lines below to use the Excel reporting feature