quantproject-developers

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2 RunMSFTsimpleTest_2.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22791/b7_Scripts/SimpleTesting/MSFTSimpleTest_2

Modified Files:
	RunMSFTsimpleTest_2.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: RunMSFTsimpleTest_2.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2/RunMSFTsimpleTest_2.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** RunMSFTsimpleTest_2.cs	15 Aug 2004 00:07:48 -0000	1.4
--- RunMSFTsimpleTest_2.cs	29 Nov 2004 16:23:19 -0000	1.5
***************
*** 28,34 ****
  using QuantProject.Business.Financial.Accounting.Reporting;
  using QuantProject.Business.Financial.Instruments;
- using QuantProject.Business.Testing;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Scripting;
  using QuantProject.Presentation.Reporting.MicrosoftExcel;
  
--- 28,35 ----
  using QuantProject.Business.Financial.Accounting.Reporting;
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Scripting;
+ using QuantProject.Business.Testing;
+ using QuantProject.Business.Timing;
  using QuantProject.Presentation.Reporting.MicrosoftExcel;
  
***************
*** 80,84 ****
  		tester.Test();
        ((History)tester.Account.GetProfitNetLossHistory(
!         new ExtendedDateTime( endDateTime , BarComponent.Close ) ) ).ReportToConsole();
  
  //      tester.Account.AccountReport.ReportToExcel( "MSFT" ,
--- 81,85 ----
  		tester.Test();
        ((History)tester.Account.GetProfitNetLossHistory(
!         new EndOfDayDateTime( endDateTime , EndOfDaySpecificTime.MarketClose ) ) ).ReportToConsole();
  
  //      tester.Account.AccountReport.ReportToExcel( "MSFT" ,
***************
*** 86,90 ****
  
        AccountReport accountReport = tester.Account.CreateReport( "MSFT" , 7 ,
!         new ExtendedDateTime( endDateTime , BarComponent.Close ) , "MSFT" );
        ExcelManager.Add( accountReport );
        ExcelManager.ShowReport();
--- 87,91 ----
  
        AccountReport accountReport = tester.Account.CreateReport( "MSFT" , 7 ,
!         new EndOfDayDateTime( endDateTime , EndOfDaySpecificTime.OneHourAfterMarketClose ) , "MSFT" );
        ExcelManager.Add( accountReport );
        ExcelManager.ShowReport();

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/MSFTsimpleTest RunMSFTsimpleTest.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTsimpleTest
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22186/b7_Scripts/SimpleTesting/MSFTsimpleTest

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

Index: RunMSFTsimpleTest.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTsimpleTest/RunMSFTsimpleTest.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunMSFTsimpleTest.cs	15 Aug 2004 00:07:48 -0000	1.2
--- RunMSFTsimpleTest.cs	29 Nov 2004 16:20:41 -0000	1.3
***************
*** 28,34 ****
  using QuantProject.Business.Financial.Accounting.Reporting;
  using QuantProject.Business.Financial.Instruments;
- using QuantProject.Business.Testing;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Scripting;
  using QuantProject.Presentation.Reporting.Console;
  using QuantProject.Presentation.Reporting.MicrosoftExcel;
--- 28,35 ----
  using QuantProject.Business.Financial.Accounting.Reporting;
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Scripting;
+ using QuantProject.Business.Testing;
+ using QuantProject.Business.Timing;
  using QuantProject.Presentation.Reporting.Console;
  using QuantProject.Presentation.Reporting.MicrosoftExcel;
***************
*** 78,82 ****
  
        ((History)tester.Account.GetProfitNetLossHistory(
!         new ExtendedDateTime( endDateTime , BarComponent.Close ) ) ).ReportToConsole();
  
  //      tester.Account.AccountReport.ReportToExcel( "MSFT" ,
--- 79,83 ----
  
        ((History)tester.Account.GetProfitNetLossHistory(
!         new EndOfDayDateTime( endDateTime , EndOfDaySpecificTime.MarketClose ) ) ).ReportToConsole();
  
  //      tester.Account.AccountReport.ReportToExcel( "MSFT" ,
***************
*** 84,88 ****
  
        AccountReport accountReport = tester.Account.CreateReport( "MSFT" , 7 ,
!         new ExtendedDateTime( endDateTime , BarComponent.Close ) , "MSFT" );
        ExcelManager.Add( accountReport );
        ExcelManager.ShowReport();
--- 85,89 ----
  
        AccountReport accountReport = tester.Account.CreateReport( "MSFT" , 7 ,
!         new EndOfDayDateTime( endDateTime , EndOfDaySpecificTime.OneHourAfterMarketClose ) , "MSFT" );
        ExcelManager.Add( accountReport );
        ExcelManager.ShowReport();

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm Report.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21964/b5_Presentation/Reporting/WindowsForm

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

Index: Report.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm/Report.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Report.cs	6 Aug 2004 13:46:21 -0000	1.2
--- Report.cs	29 Nov 2004 16:20:00 -0000	1.3
***************
*** 25,28 ****
--- 25,29 ----
  using QuantProject.Business.Financial.Accounting;
  using QuantProject.Business.Financial.Accounting.Reporting;
+ using QuantProject.Business.Timing;
  
  namespace QuantProject.Presentation.Reporting.WindowsForm
***************
*** 46,50 ****
  		/// </summary>
  		private void show_set_accountReport( string reportName ,
! 			int numDaysForInterval , ExtendedDateTime endDateTime , string buyAndHoldTicker )
  		{
  			if ( this.accountReport == null )
--- 47,51 ----
  		/// </summary>
  		private void show_set_accountReport( string reportName ,
! 			int numDaysForInterval , EndOfDayDateTime endDateTime , string buyAndHoldTicker )
  		{
  			if ( this.accountReport == null )
***************
*** 61,65 ****
  		}
  		public void Show( string reportName ,
! 			int numDaysForInterval , ExtendedDateTime endDateTime , string buyAndHoldTicker )
  		{
  			this.show_set_accountReport( reportName ,
--- 62,66 ----
  		}
  		public void Show( string reportName ,
! 			int numDaysForInterval , EndOfDayDateTime endDateTime , string buyAndHoldTicker )
  		{
  			this.show_set_accountReport( reportName ,

[Quantproject-developers] QuantProject/b3_Data/DataProviders Quote.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-serv21755/b3_Data/DataProviders

Modified Files:
	Quote.cs 
Log Message:
Fixed a public property name

Index: Quote.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Quote.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Quote.cs	28 Aug 2004 16:57:31 -0000	1.1
--- Quote.cs	29 Nov 2004 16:19:16 -0000	1.2
***************
*** 47,51 ****
  		}
  
! 		public ExtendedDateTime ExtendedDataTable
  		{
  			get	{	return this.extendedDateTime;	}
--- 47,51 ----
  		}
  
! 		public ExtendedDateTime ExtendedDateTime
  		{
  			get	{	return this.extendedDateTime;	}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting Portfolio.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-serv21531/b4_Business/a1_Financial/a2_Accounting

Modified Files:
	Portfolio.cs 
Log Message:
- added Contains( string ticker )
- ExtededDateTime has been replaced by EndOfDayDateTime

Index: Portfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/Portfolio.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** Portfolio.cs	13 Oct 2003 21:58:40 -0000	1.1.1.1
--- Portfolio.cs	29 Nov 2004 16:18:17 -0000	1.2
***************
*** 26,29 ****
--- 26,30 ----
  using QuantProject.ADT;
  using QuantProject.Business.Financial.Instruments;
+ using QuantProject.Business.Timing;
  
  namespace QuantProject.Business.Financial.Accounting
***************
*** 44,52 ****
      }
  
!     public bool Contains( Instrument instrument )
!     {
!       return base.ContainsKey( instrument ) || 
!         base.ContainsKey( instrument.Key );
!     }
  
      public bool IsLong( Instrument instrument )
--- 45,63 ----
      }
  
! 		public bool Contains( Instrument instrument )
! 		{
! 			return base.ContainsKey( instrument ) || 
! 				base.ContainsKey( instrument.Key );
! 		}
! 		/// <summary>
! 		/// True iff the instrument corresponding to ticker is already
! 		/// into the portfolio
! 		/// </summary>
! 		/// <param name="ticker"></param>
! 		/// <returns></returns>
! 		public bool Contains( string ticker )
! 		{
! 			return this.ContainsKey( ticker );
! 		}
  
      public bool IsLong( Instrument instrument )
***************
*** 90,94 ****
  
  
!     public bool Update( TimedTransaction transaction )
      {
        bool errorArised = false;
--- 101,105 ----
  
  
!     public bool Update( Transaction transaction )
      {
        bool errorArised = false;
***************
*** 113,125 ****
      #endregion
  
!     public double GetMarketValue( ExtendedDateTime extendedDateTime )
!     {
!       double totalValue = 0;
!       foreach (Position position in this.Values)
!         totalValue = position.Instrument.GetMarketValue( extendedDateTime ) * position.Quantity;
!       return totalValue;
!     }
  
!     public override string ToString()
      {
        string toString = "";
--- 124,136 ----
      #endregion
  
! 		public double GetMarketValue( EndOfDayDateTime endOfDayDateTime )
! 		{
! 			double totalValue = 0;
! 			foreach (Position position in this.Values)
! 				totalValue = position.Instrument.GetMarketValue( endOfDayDateTime ) * position.Quantity;
! 			return totalValue;
! 		}
  
! 		public override string ToString()
      {
        string toString = "";

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering Order.cs,1.1.1.1,1.2 OrderManager.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20824/b4_Business/a1_Financial/a3_Ordering

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

Index: Order.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/Order.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** Order.cs	13 Oct 2003 21:59:04 -0000	1.1.1.1
--- Order.cs	29 Nov 2004 16:15:37 -0000	1.2
***************
*** 22,27 ****
  
  using System;
! using QuantProject.Business.Financial.Instruments;
  using QuantProject.ADT;
  
  namespace QuantProject.Business.Financial.Ordering
--- 22,30 ----
  
  using System;
! 
  using QuantProject.ADT;
+ using QuantProject.Business.Financial.Instruments;
+ using QuantProject.Business.Timing;
+ 
  
  namespace QuantProject.Business.Financial.Ordering
***************
*** 35,39 ****
      private Instrument instrument;
      private long quantity;
!     private ExtendedDateTime extendedDateTime;
  
      public OrderType Type
--- 38,42 ----
      private Instrument instrument;
      private long quantity;
!     private EndOfDayDateTime endOfDayDateTime;
  
      public OrderType Type
***************
*** 55,62 ****
      }
  
!     public ExtendedDateTime ExtendedDateTime
      {
!       get { return extendedDateTime; }
!       set { extendedDateTime=value;  }
      }
  
--- 58,65 ----
      }
  
!     public EndOfDayDateTime EndOfDayDateTime
      {
!       get { return endOfDayDateTime; }
!       set { endOfDayDateTime=value;  }
      }
  
***************
*** 68,79 ****
  //    }
  
!     public Order( OrderType orderType , Instrument instrument ,
!       long quantity , ExtendedDateTime extendedDateTime )
!     {
!       Type = orderType;
!       this.Instrument = instrument;
!       Quantity = quantity;
!       this.extendedDateTime = extendedDateTime;
!     }
!   }
  }
--- 71,90 ----
  //    }
  
! 		private void order( OrderType orderType , Instrument instrument , long quantity )
! 		{
! 			Type = orderType;
! 			this.Instrument = instrument;
! 			Quantity = quantity;
! 		}
! 		public Order( OrderType orderType , Instrument instrument ,	long quantity )
! 		{
! 			this.order( orderType , instrument , quantity );
! 		}
! 		public Order( OrderType orderType , Instrument instrument ,
! 			long quantity , EndOfDayDateTime endOfDayDateTime )
! 		{
! 			this.order( orderType , instrument , quantity );
! 			this.endOfDayDateTime = endOfDayDateTime;
! 		}
! 	}
  }

Index: OrderManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering/OrderManager.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** OrderManager.cs	23 Aug 2004 22:36:48 -0000	1.2
--- OrderManager.cs	29 Nov 2004 16:15:37 -0000	1.3
***************
*** 26,29 ****
--- 26,30 ----
  using QuantProject.Data.DataProviders;
  using QuantProject.Business.Financial.Accounting;
+ using QuantProject.Business.Financial.Accounting.Transactions;
  
  namespace QuantProject.Business.Financial.Ordering
***************
*** 43,47 ****
      public virtual double GetInstrumentPrice( Order order )
      {
!       return HistoricalDataProvider.GetMarketValue( order.Instrument.Key , order.ExtendedDateTime );
      }
      #region "GetTransaction"
--- 44,49 ----
      public virtual double GetInstrumentPrice( Order order )
      {
!       return HistoricalDataProvider.GetMarketValue( order.Instrument.Key ,
! 				order.EndOfDayDateTime.GetNearestExtendedDateTime() );
      }
      #region "GetTransaction"
***************
*** 78,93 ****
        TimedTransaction transaction = new TimedTransaction(
          getTransactionType( order ) , order.Instrument ,
!         order.Quantity , order.Instrument.GetMarketValue( order.ExtendedDateTime ) ,
!         order.ExtendedDateTime );
        return transaction;
      }
      #endregion
  
!     public Transactions GetTransactions( ArrayList orders )
      {
!       Transactions transactions = new Transactions();
        foreach (Order order in orders)
!         transactions.Add( this.GetTransaction( order ) );
!       return transactions;
      }
  	}
--- 80,95 ----
        TimedTransaction transaction = new TimedTransaction(
          getTransactionType( order ) , order.Instrument ,
!         order.Quantity , order.Instrument.GetMarketValue( order.EndOfDayDateTime ) ,
!         order.EndOfDayDateTime.GetNearestExtendedDateTime() );
        return transaction;
      }
      #endregion
  
!     public TransactionHistory GetTransactions( ArrayList orders )
      {
!       TransactionHistory transactionHistory = new TransactionHistory();
        foreach (Order order in orders)
!         transactionHistory.Add( this.GetTransaction( order ) );
!       return transactionHistory;
      }
  	}

[Quantproject-developers] QuantProject/b7_Scripts MyTradingSystem.cs,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20488/b7_Scripts

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

Index: MyTradingSystem.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/MyTradingSystem.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** MyTradingSystem.cs	13 Oct 2003 21:59:59 -0000	1.1.1.1
--- MyTradingSystem.cs	29 Nov 2004 16:13:55 -0000	1.2
***************
*** 29,32 ****
--- 29,33 ----
  using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Strategies;
+ using QuantProject.Business.Timing;
  
  namespace QuantProject.Scripts
***************
*** 63,68 ****
        {
          signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 1 ,
!           new ExtendedDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!           BarComponent.Open ) ) );
          signals.Add( signal );
        }
--- 64,69 ----
        {
          signal.Add( new Order( OrderType.MarketBuy , new Instrument( "MSFT" ) , 1 ,
!           new EndOfDayDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!           EndOfDaySpecificTime.MarketOpen ) ) );
          signals.Add( signal );
        }
***************
*** 76,81 ****
          {
            signal.Add( new Order( OrderType.MarketSell , new Instrument( "MSFT" ) , 1 ,
!             new ExtendedDateTime( new Instrument( "MSFT" ).GetNextMarketDay( extendedDateTime.DateTime ) ,
!             BarComponent.Open ) ) );
            signals.Add( signal );
          }
--- 77,82 ----
          {
            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/b91_QuantProject Main.cs,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20290/b91_QuantProject

Modified Files:
	Main.cs 
Log Message:
RunWalkForwardOneRank is the new default script, now

Index: Main.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** Main.cs	1 Aug 2004 00:35:58 -0000	1.5
--- Main.cs	29 Nov 2004 16:12:37 -0000	1.6
***************
*** 27,30 ****
--- 27,31 ----
  using System.Windows.Forms;
  using QuantProject.Scripts;
+ using QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank;
  
  namespace QuantProject.Principale
***************
*** 227,234 ****
  //		new RunMSFTsimpleTest_2().Run();
  				//new RunOneRankWithExcelReport().Run();
! 				new RunOneRankWithWindowsReport().Run();
  				//new RunMSFTwalkForward().Run();
          //new RunMultiTestOneRank().Run();
! 
        } 
        //catch ( Exception ex )
--- 228,235 ----
  //		new RunMSFTsimpleTest_2().Run();
  				//new RunOneRankWithExcelReport().Run();
! //				new RunOneRankWithWindowsReport().Run();
  				//new RunMSFTwalkForward().Run();
          //new RunMultiTestOneRank().Run();
! 				new RunWalkForwardOneRank().Run();
        } 
        //catch ( Exception ex )

[Quantproject-developers] QuantProject/b1_ADT Keyed.cs,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20062/b1_ADT

Modified Files:
	Keyed.cs 
Log Message:
Indentation changes

Index: Keyed.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Keyed.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** Keyed.cs	13 Oct 2003 21:57:25 -0000	1.1.1.1
--- Keyed.cs	29 Nov 2004 16:11:34 -0000	1.2
***************
*** 28,59 ****
  	/// Summary description for Keyed.
  	/// </summary>
!   [Serializable]
!   public class Keyed
!   {
!     private string key;
      
!     public string Key
!     {
!       get
!       {
!         return key;
!       }
!       set
!       {
!         key = value;
!       }
!     }
  
!     public Keyed()
!     {
!       //
!       // TODO: Add constructor logic here
!       //
!     }
    
!     public Keyed( string key )
!     {
!       Key = key;
!     }
!   }
  }
--- 28,59 ----
  	/// Summary description for Keyed.
  	/// </summary>
! 	[Serializable]
! 	public class Keyed
! 	{
! 		private string key;
      
! 		public string Key
! 		{
! 			get
! 			{
! 				return key;
! 			}
! 			set
! 			{
! 				key = value;
! 			}
! 		}
  
! 		public Keyed()
! 		{
! 			//
! 			// TODO: Add constructor logic here
! 			//
! 		}
    
! 		public Keyed( string key )
! 		{
! 			Key = key;
! 		}
! 	}
  }

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a1_Instruments Instrument.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a1_Instruments
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19808/b4_Business/a1_Financial/a1_Instruments

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

Index: Instrument.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a1_Instruments/Instrument.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** Instrument.cs	23 Aug 2004 22:36:47 -0000	1.3
--- Instrument.cs	29 Nov 2004 16:10:24 -0000	1.4
***************
*** 25,28 ****
--- 25,29 ----
  using QuantProject.ADT.Histories;
  using QuantProject.Data.DataProviders;
+ using QuantProject.Business.Timing;
  
  namespace QuantProject.Business.Financial.Instruments
***************
*** 42,54 ****
  		}
  
!     public double GetMarketValue( ExtendedDateTime extendedDateTime )
      {
!       return HistoricalDataProvider.GetMarketValue( this.Key , extendedDateTime );
      }
  
      public long GetMaxBuyableQuantity( double availableAmount ,
!       ExtendedDateTime extendedDateTime )
      {
!       return (long) Math.Floor( availableAmount / this.GetMarketValue( extendedDateTime ) );
      }
  
--- 43,56 ----
  		}
  
!     public double GetMarketValue( EndOfDayDateTime endOfDayDateTime )
      {
!       return HistoricalDataProvider.GetMarketValue( this.Key , endOfDayDateTime.DateTime ,
! 				endOfDayDateTime.GetNearestBarComponent() );
      }
  
      public long GetMaxBuyableQuantity( double availableAmount ,
!       EndOfDayDateTime endOfDayDateTime )
      {
!       return (long) Math.Floor( availableAmount / this.GetMarketValue( endOfDayDateTime ) );
      }
  

[Quantproject-developers] QuantProject/b3_Data/DataProviders IDataStreamer.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-serv19560/b3_Data/DataProviders

Modified Files:
	IDataStreamer.cs 
Log Message:
- added GetCurrentBid
- added GetCurrentAsk

Index: IDataStreamer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/IDataStreamer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** IDataStreamer.cs	28 Aug 2004 16:53:30 -0000	1.1
--- IDataStreamer.cs	29 Nov 2004 16:09:09 -0000	1.2
***************
*** 38,41 ****
  	{
      event NewQuoteEventHandler NewQuote;
!   }
  }
--- 38,43 ----
  	{
      event NewQuoteEventHandler NewQuote;
! 		double GetCurrentBid( string ticker );
! 		double GetCurrentAsk( string ticker );
! 	}
  }

[Quantproject-developers] QuantProject/b3_Data/DataProviders HistoricalDataStreamer.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-serv19405/b3_Data/DataProviders

Modified Files:
	HistoricalDataStreamer.cs 
Log Message:
- added GetCurrentBid
- added GetCurrentAsk

Index: HistoricalDataStreamer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/HistoricalDataStreamer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** HistoricalDataStreamer.cs	28 Aug 2004 16:55:13 -0000	1.1
--- HistoricalDataStreamer.cs	29 Nov 2004 16:08:21 -0000	1.2
***************
*** 25,28 ****
--- 25,29 ----
  using QuantProject.ADT;
  
+ 
  namespace QuantProject.Data.DataProviders
  {
***************
*** 69,72 ****
--- 70,93 ----
  
  		/// <summary>
+ 		/// Returns the current bid for the given ticker
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <returns></returns>
+ 		public double GetCurrentBid( string ticker )
+ 		{
+ 			return HistoricalDataProvider.GetMarketValue( ticker ,
+ 				this.timer.CurrentDateTime );
+ 		}
+ 		/// <summary>
+ 		/// Returns the current ask for the given ticker
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <returns></returns>
+ 		public double GetCurrentAsk( string ticker )
+ 		{
+ 			return HistoricalDataProvider.GetMarketValue( ticker ,
+ 				this.timer.CurrentDateTime );
+ 		}
+ 		/// <summary>
  		/// Starts the time walking simulation
  		/// </summary>

[Quantproject-developers] QuantProject/b3_Data/DataProviders HistoricalDataProvider.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv18780/b3_Data/DataProviders

Modified Files:
	HistoricalDataProvider.cs 
Log Message:
An automatic quote caching tecnique has been implemented.

Index: HistoricalDataProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/HistoricalDataProvider.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** HistoricalDataProvider.cs	28 Aug 2004 17:24:57 -0000	1.2
--- HistoricalDataProvider.cs	29 Nov 2004 16:05:04 -0000	1.3
***************
*** 126,138 ****
  		}
  
  		public static double GetMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
!     {
!       //DateTime dateTime = 
!       return Convert.ToDouble(
!         ( (History) ((Hashtable)
!           cachedHistories[ instrumentKey ])[ extendedDateTime.BarComponent ] ).GetByIndex(
!           ( (History) ((Hashtable) cachedHistories[ instrumentKey ])[ extendedDateTime.BarComponent ]
!             ).IndexOfKeyOrPrevious( extendedDateTime.DateTime ) ) );
!     }
  
  		/// <summary>
--- 126,161 ----
  		}
  
+ 		private static void cache( string instrumentKey , BarComponent barComponent )
+ 		{
+ 			if ( !cachedHistories.ContainsKey( instrumentKey ) )
+ 				// no component at all for the instrument instrumentKey has been cached yet
+ 				cachedHistories.Add( instrumentKey , new Hashtable() );
+ 			((Hashtable)cachedHistories[ instrumentKey ]).Add( barComponent ,
+ 				DataBase.GetHistory( instrumentKey , barComponent ) );
+ 		}
  		public static double GetMarketValue( string instrumentKey , ExtendedDateTime extendedDateTime )
! 		{
! 			if ( !cachedHistories.ContainsKey( instrumentKey ) ||
! 				!(((Hashtable)cachedHistories[ instrumentKey ]).ContainsKey(
! 				extendedDateTime.BarComponent)) )
! 				// the instrument instrumentKey has not been cached yet, for the given bar component
! 				cache( instrumentKey , extendedDateTime.BarComponent );
! 			return Convert.ToDouble(
! 				( (History) ((Hashtable)
! 				cachedHistories[ instrumentKey ])[ extendedDateTime.BarComponent ] ).GetByIndex(
! 				( (History) ((Hashtable) cachedHistories[ instrumentKey ])[ extendedDateTime.BarComponent ]
! 				).IndexOfKeyOrPrevious( extendedDateTime.DateTime ) ) );
! 		}
! 
! 		public static double GetMarketValue( string instrumentKey , DateTime dateTime ,
! 			BarComponent barComponent )
! 		{
! 			//DateTime dateTime = 
! 			return Convert.ToDouble(
! 				( (History) ((Hashtable)
! 				cachedHistories[ instrumentKey ])[ barComponent ] ).GetByIndex(
! 				( (History) ((Hashtable) cachedHistories[ instrumentKey ])[ barComponent ]
! 				).IndexOfKeyOrPrevious( dateTime ) ) );
! 		}
  
  		/// <summary>

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank DataStreamerHandler.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-serv18199/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	DataStreamerHandler.cs 
Log Message:
Minor changes. This class will probably be removed.

Index: DataStreamerHandler.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/DataStreamerHandler.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** DataStreamerHandler.cs	28 Aug 2004 17:07:10 -0000	1.1
--- DataStreamerHandler.cs	29 Nov 2004 16:03:28 -0000	1.2
***************
*** 21,24 ****
--- 21,25 ----
  */
  using System;
+ using System.Collections;
  
  using QuantProject.Business.Financial.Accounting;
***************
*** 32,49 ****
  	public class DataStreamerHandler
  	{
  		private Account account;
  
  		public Account Account
  		{
  			get { return this.account; }
  		}
! 		public DataStreamerHandler()
  		{
  			this.account = new Account( "Main" );
  		}
  		public void NewQuoteEventHandler(
  			Object sender , NewQuoteEventArgs eventArgs )
  		{
  		}
  	}
  }
--- 33,120 ----
  	public class DataStreamerHandler
  	{
+     private EligibleTickers eligibleTickers;
+ 		private BestPerformingTickers bestPerformingTickers;
+ 		private ChosenTickers chosenTickers;
+ 
+     private int numberEligibleTickers = 100;
+ 		private int numberBestPeformingTickers = 20;
+ 		private int numberOfTickersToBeChosen = 5;
+ 		private int windowDays;
+ 
  		private Account account;
  
+ 		public int NumberEligibleTickers
+ 		{
+ 			get { return this.numberEligibleTickers; }
+ 		}
+ 		public int NumberBestPeformingTickers
+ 		{
+ 			get { return this.numberBestPeformingTickers; }
+ 		}
  		public Account Account
  		{
  			get { return this.account; }
  		}
! 		/// <summary>
! 		/// 
! 		/// </summary>
! 		/// <param name="numberEligibleTickers">number of tickers to be chosen with the first selection:
! 		/// the best performers will be chosen among these first selected instruments</param>
! 		/// <param name="numberBestPeformingTickers">number of instruments to be chosen, as the best
! 		/// performers, among the eligible tickers</param>
! 		/// <param name="numberOfTickersToBeChosen">number of instruments to be chosen,
! 		/// among the best performers</param>
! 		/// <param name="windowDays">number of days between two consecutive
! 		/// best performing ticker calculation</param>
! 		public DataStreamerHandler( int numberEligibleTickers , int numberBestPeformingTickers ,
! 			int numberOfTickersToBeChosen , int windowDays )
  		{
+ 			this.numberEligibleTickers = numberEligibleTickers;
+ 			this.numberBestPeformingTickers = numberBestPeformingTickers;
+ 			this.numberOfTickersToBeChosen = numberOfTickersToBeChosen;
+ 			this.windowDays = windowDays;
+ 
  			this.account = new Account( "Main" );
+ 
+ 			this.eligibleTickers = new EligibleTickers( numberEligibleTickers );
+ 			this.bestPerformingTickers = new BestPerformingTickers( numberBestPeformingTickers );
+ 			this.chosenTickers = new ChosenTickers( this.numberOfTickersToBeChosen );
+ 		}
+ 		#region NewQuoteEventHandler
+ 		private void newQuoteEventHandler_orderChosenTickers_closePositions()
+ 		{
+ 			foreach ( Position position in this.account.Portfolio )
+ 				if ( this.chosenTickers.Contains( position.Instrument.Key ) )
+ 				{
+ 					this.account.ClosePosition( position , this.orderManager );
+ 				}
+ 		}
+ 		private void newQuoteEventHandler_orderChosenTickers()
+ 		{
+ 			this.newQuoteEventHandler_orderChosenTickers_closePositions();
+ 			this.newQuoteEventHandler_orderChosenTickers_openPositions();
  		}
+ 		/// <summary>
+ 		/// Handles a NewQuote event.
+ 		/// </summary>
+ 		/// <param name="sender"></param>
+ 		/// <param name="eventArgs"></param>
  		public void NewQuoteEventHandler(
  			Object sender , NewQuoteEventArgs eventArgs )
  		{
+ 			if ( ( this.eligibleTickers.Count == 0 ) ||
+ 				( eventArgs.Quote.ExtendedDateTime.DateTime.CompareTo(
+ 				this.bestPerformingTickers.LastUpdate.AddDays( this.windowDays ) ) >= 0 ) )
+ 				// either eligible tickers have never been defined yet
+ 				// or this.windowDays days elapsed since last best performing tickers calculation
+ 			{
+ 				this.eligibleTickers.SetTickers( eventArgs.Quote.ExtendedDateTime.DateTime );
+ 				this.bestPerformingTickers.SetTickers( this.eligibleTickers ,
+ 					eventArgs.Quote.ExtendedDateTime.DateTime );
+ 			}
+ 			this.chosenTickers.SetTickers( this.bestPerformingTickers );
+ 			newQuoteEventHandler_orderChosenTickers();
  		}
+ 		#endregion
  	}
  }

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows BuyAndHoldPercentageReturn.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv13508/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

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

Index: BuyAndHoldPercentageReturn.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/BuyAndHoldPercentageReturn.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** BuyAndHoldPercentageReturn.cs	13 Nov 2003 23:19:47 -0000	1.1
--- BuyAndHoldPercentageReturn.cs	29 Nov 2004 15:52:56 -0000	1.2
***************
*** 4,7 ****
--- 4,8 ----
  using QuantProject.Business.Financial.Accounting.Reporting.Tables;
  using QuantProject.Business.Financial.Instruments;
+ using QuantProject.Business.Timing;
  
  namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryRows
***************
*** 19,27 ****
          Instrument buyAndHoldInstrument = new Instrument( summary.AccountReport.BuyAndHoldTicker );
          summary.BuyAndHoldPercentageReturn =
!           ( buyAndHoldInstrument.GetMarketValue( summary.AccountReport.EndDateTime ) -
            buyAndHoldInstrument.GetMarketValue(
!           new ExtendedDateTime( summary.AccountReport.StartDateTime , BarComponent.Open ) ) ) /
            buyAndHoldInstrument.GetMarketValue(
!           new ExtendedDateTime( summary.AccountReport.StartDateTime , BarComponent.Open ) ) * 100;
          this.rowDescription = "Buy & hold % return";
          this.rowValue = summary.BuyAndHoldPercentageReturn;
--- 20,29 ----
          Instrument buyAndHoldInstrument = new Instrument( summary.AccountReport.BuyAndHoldTicker );
          summary.BuyAndHoldPercentageReturn =
!           ( buyAndHoldInstrument.GetMarketValue(
! 					summary.AccountReport.EndDateTime ) -
            buyAndHoldInstrument.GetMarketValue(
!           new EndOfDayDateTime( summary.AccountReport.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ) ) /
            buyAndHoldInstrument.GetMarketValue(
!           new EndOfDayDateTime( summary.AccountReport.StartDateTime , EndOfDaySpecificTime.MarketOpen ) ) * 100;
          this.rowDescription = "Buy & hold % return";
          this.rowValue = summary.BuyAndHoldPercentageReturn;

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/OneRank AsOneRank.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-serv12864/b7_Scripts/SimpleTesting/OneRank

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

Index: AsOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/OneRank/AsOneRank.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** AsOneRank.cs	24 Nov 2003 19:36:24 -0000	1.1
--- AsOneRank.cs	29 Nov 2004 15:50:51 -0000	1.2
***************
*** 52,57 ****
                virtualOrder.Instrument.GetMaxBuyableQuantity(
                this.account.CashAmount +
!               this.account.Portfolio.GetMarketValue( virtualOrder.ExtendedDateTime ) ,
!               virtualOrder.ExtendedDateTime ) , virtualOrder.ExtendedDateTime ) );
            break;
          case OrderType.MarketSell:
--- 52,57 ----
                virtualOrder.Instrument.GetMaxBuyableQuantity(
                this.account.CashAmount +
!               this.account.Portfolio.GetMarketValue( virtualOrder.EndOfDayDateTime ) ,
!               virtualOrder.EndOfDayDateTime ) , virtualOrder.EndOfDayDateTime ) );
            break;
          case OrderType.MarketSell:
***************
*** 60,64 ****
                virtualOrder.Instrument ,
                (long) this.account.Portfolio.GetPosition( virtualOrder.Instrument ).Quantity ,
!               virtualOrder.ExtendedDateTime ) );
            break;
          default:            
--- 60,64 ----
                virtualOrder.Instrument ,
                (long) this.account.Portfolio.GetPosition( virtualOrder.Instrument ).Quantity ,
!               virtualOrder.EndOfDayDateTime ) );
            break;
          default:            

[Quantproject-developers] QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2 AsMSFTsimpleTest_2.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv12682/b7_Scripts/SimpleTesting/MSFTSimpleTest_2

Modified Files:
	AsMSFTsimpleTest_2.cs 
Log Message:
ExtededDateTime has been replaced by EndOfDayDateTime

Index: AsMSFTsimpleTest_2.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleTesting/MSFTSimpleTest_2/AsMSFTsimpleTest_2.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** AsMSFTsimpleTest_2.cs	11 Jan 2004 19:15:21 -0000	1.2
--- AsMSFTsimpleTest_2.cs	29 Nov 2004 15:50:06 -0000	1.3
***************
*** 53,57 ****
  								virtualOrder.Instrument ,
  								(long) - ((Position)this.account.Portfolio[ virtualOrder.Instrument.Key ]).Quantity ,
! 								virtualOrder.ExtendedDateTime ) );
  						
  						if ( !this.account.Portfolio.IsLong( virtualOrder.Instrument ) )
--- 53,57 ----
  								virtualOrder.Instrument ,
  								(long) - ((Position)this.account.Portfolio[ virtualOrder.Instrument.Key ]).Quantity ,
! 								virtualOrder.EndOfDayDateTime ) );
  						
  						if ( !this.account.Portfolio.IsLong( virtualOrder.Instrument ) )
***************
*** 60,65 ****
  								virtualOrder.Instrument.GetMaxBuyableQuantity(
  								this.account.CashAmount +
! 								this.account.Portfolio.GetMarketValue( virtualOrder.ExtendedDateTime ) ,
! 								virtualOrder.ExtendedDateTime ) , virtualOrder.ExtendedDateTime ) );
  					}
  					else
--- 60,65 ----
  								virtualOrder.Instrument.GetMaxBuyableQuantity(
  								this.account.CashAmount +
! 								this.account.Portfolio.GetMarketValue( virtualOrder.EndOfDayDateTime ) ,
! 								virtualOrder.EndOfDayDateTime ) , virtualOrder.EndOfDayDateTime ) );
  					}
  					else
***************
*** 70,74 ****
  								virtualOrder.Instrument ,
  								-(long) this.account.Portfolio.GetPosition( virtualOrder.Instrument ).Quantity ,
! 								virtualOrder.ExtendedDateTime ) );
  					
  						if ( this.account.Portfolio.IsLong( virtualOrder.Instrument ) )
--- 70,74 ----
  								virtualOrder.Instrument ,
  								-(long) this.account.Portfolio.GetPosition( virtualOrder.Instrument ).Quantity ,
! 								virtualOrder.EndOfDayDateTime ) );
  					
  						if ( this.account.Portfolio.IsLong( virtualOrder.Instrument ) )
***************
*** 76,80 ****
  								virtualOrder.Instrument ,
  								(long) this.account.Portfolio.GetPosition( virtualOrder.Instrument ).Quantity ,
! 								virtualOrder.ExtendedDateTime ) );
  					}
  					break;
--- 76,80 ----
  								virtualOrder.Instrument ,
  								(long) this.account.Portfolio.GetPosition( virtualOrder.Instrument ).Quantity ,
! 								virtualOrder.EndOfDayDateTime ) );
  					}
  					break;
***************
*** 85,89 ****
  							virtualOrder.Instrument ,
  							(long) this.account.Portfolio.GetPosition( virtualOrder.Instrument ).Quantity ,
! 							virtualOrder.ExtendedDateTime ) );
  					if ( !this.account.Portfolio.IsShort( virtualOrder.Instrument ) )
  						orders.Add( new Order( OrderType.MarketSellShort ,
--- 85,89 ----
  							virtualOrder.Instrument ,
  							(long) this.account.Portfolio.GetPosition( virtualOrder.Instrument ).Quantity ,
! 							virtualOrder.EndOfDayDateTime ) );
  					if ( !this.account.Portfolio.IsShort( virtualOrder.Instrument ) )
  						orders.Add( new Order( OrderType.MarketSellShort ,
***************
*** 91,97 ****
  							virtualOrder.Instrument.GetMaxBuyableQuantity( 
  							this.account.CashAmount +
! 							this.account.Portfolio.GetMarketValue( virtualOrder.ExtendedDateTime ) ,
! 							virtualOrder.ExtendedDateTime ) ,
! 							virtualOrder.ExtendedDateTime ) );
  					break;
  				default:            
--- 91,97 ----
  							virtualOrder.Instrument.GetMaxBuyableQuantity( 
  							this.account.CashAmount +
! 							this.account.Portfolio.GetMarketValue( virtualOrder.EndOfDayDateTime ) ,
! 							virtualOrder.EndOfDayDateTime ) ,
! 							virtualOrder.EndOfDayDateTime ) );
  					break;
  				default:            

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies AccountStrategy.cs,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11819/b4_Business/a2_Strategies

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

Index: AccountStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/AccountStrategy.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** AccountStrategy.cs	13 Oct 2003 21:59:11 -0000	1.1.1.1
--- AccountStrategy.cs	29 Nov 2004 15:49:23 -0000	1.2
***************
*** 59,63 ****
                virtualOrder.Instrument ,
                (long) - ((Position)this.account.Portfolio[ virtualOrder.Instrument.Key ]).Quantity ,
!               virtualOrder.ExtendedDateTime ) );
            if ( !this.account.Portfolio.IsLong( virtualOrder.Instrument ) )
              orders.Add( new Order( OrderType.MarketBuy ,
--- 59,63 ----
                virtualOrder.Instrument ,
                (long) - ((Position)this.account.Portfolio[ virtualOrder.Instrument.Key ]).Quantity ,
!               virtualOrder.EndOfDayDateTime ) );
            if ( !this.account.Portfolio.IsLong( virtualOrder.Instrument ) )
              orders.Add( new Order( OrderType.MarketBuy ,
***************
*** 65,70 ****
                virtualOrder.Instrument.GetMaxBuyableQuantity(
                  this.account.CashAmount +
!                 this.account.Portfolio.GetMarketValue( virtualOrder.ExtendedDateTime ) ,
!                 virtualOrder.ExtendedDateTime ) , virtualOrder.ExtendedDateTime ) );
            break;
          case OrderType.MarketSell:
--- 65,70 ----
                virtualOrder.Instrument.GetMaxBuyableQuantity(
                  this.account.CashAmount +
!                 this.account.Portfolio.GetMarketValue( virtualOrder.EndOfDayDateTime ) ,
!                 virtualOrder.EndOfDayDateTime ) , virtualOrder.EndOfDayDateTime ) );
            break;
          case OrderType.MarketSell:
***************
*** 73,77 ****
                virtualOrder.Instrument ,
                (long) this.account.Portfolio.GetPosition( virtualOrder.Instrument ).Quantity ,
!               virtualOrder.ExtendedDateTime ) );
            if ( !this.account.Portfolio.IsShort( virtualOrder.Instrument ) )
              orders.Add( new Order( OrderType.MarketSellShort ,
--- 73,77 ----
                virtualOrder.Instrument ,
                (long) this.account.Portfolio.GetPosition( virtualOrder.Instrument ).Quantity ,
!               virtualOrder.EndOfDayDateTime ) );
            if ( !this.account.Portfolio.IsShort( virtualOrder.Instrument ) )
              orders.Add( new Order( OrderType.MarketSellShort ,
***************
*** 79,85 ****
              virtualOrder.Instrument.GetMaxBuyableQuantity( 
                this.account.CashAmount +
!               this.account.Portfolio.GetMarketValue( virtualOrder.ExtendedDateTime ) ,
!               virtualOrder.ExtendedDateTime ) ,
!               virtualOrder.ExtendedDateTime ) );
            break;
          default:            
--- 79,85 ----
              virtualOrder.Instrument.GetMaxBuyableQuantity( 
                this.account.CashAmount +
!               this.account.Portfolio.GetMarketValue( virtualOrder.EndOfDayDateTime ) ,
!               virtualOrder.EndOfDayDateTime ) ,
!               virtualOrder.EndOfDayDateTime ) );
            break;
          default:            

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting AccountReport.cs,1.7,1.8

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11342/b4_Business/a1_Financial/a2_Accounting/h5_Reporting

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

Index: AccountReport.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/AccountReport.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** AccountReport.cs	28 Nov 2003 15:37:13 -0000	1.7
--- AccountReport.cs	29 Nov 2004 15:47:59 -0000	1.8
***************
*** 29,33 ****
--- 29,36 ----
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
+ using QuantProject.Business.Financial.Accounting.Transactions;
  using QuantProject.Business.Financial.Instruments;
+ using QuantProject.Business.Timing;
+ 
  namespace QuantProject.Business.Financial.Accounting.Reporting
  {
***************
*** 40,44 ****
      private Account accountCopy = new Account( "AccountCopy" );
      private string reportName;
!     private ExtendedDateTime endDateTime;
      private string buyAndHoldTicker;
      //private long numDaysForInterval;
--- 43,47 ----
      private Account accountCopy = new Account( "AccountCopy" );
      private string reportName;
!     private EndOfDayDateTime endDateTime;
      private string buyAndHoldTicker;
      //private long numDaysForInterval;
***************
*** 53,57 ****
        get { return reportName; }
      }    
!     public ExtendedDateTime EndDateTime
      {
        get { return endDateTime; }
--- 56,60 ----
        get { return reportName; }
      }    
!     public EndOfDayDateTime EndDateTime
      {
        get { return endDateTime; }
***************
*** 120,139 ****
      }
      #region "setRows"
!     private void addBalanceItems ( ExtendedDateTime extendedDateTime ,  DataRow dataRow )
      {
        dataRow[ "AccountCash" ] = this.accountCopy.CashAmount;
        dataRow[ "PortfolioValue" ] = this.accountCopy.Portfolio.GetMarketValue(
!         extendedDateTime );
!       dataRow[ "AccountValue" ] = this.accountCopy.GetMarketValue( extendedDateTime );
!       dataRow[ "PnL" ] = this.accountCopy.GetMarketValue( extendedDateTime ) +
          this.accountCopy.Transactions.TotalWithdrawn -
          this.accountCopy.Transactions.TotalAddedCash;
      }
!     private void addTransactionRow( TimedTransaction transaction ,
        System.Data.DataTable detailedDataTable )
      {
        DataRow dataRow = detailedDataTable.NewRow();
!       dataRow[ "DateTime" ] = transaction.ExtendedDateTime.DateTime;
!       dataRow[ "BarComponent" ] = transaction.ExtendedDateTime.BarComponent.ToString();
        dataRow[ "TransactionType" ] = transaction.Type.ToString();
        if ( transaction.Instrument != null )
--- 123,142 ----
      }
      #region "setRows"
!     private void addBalanceItems ( EndOfDayDateTime endOfDayDateTime ,  DataRow dataRow )
      {
        dataRow[ "AccountCash" ] = this.accountCopy.CashAmount;
        dataRow[ "PortfolioValue" ] = this.accountCopy.Portfolio.GetMarketValue(
!         endOfDayDateTime );
!       dataRow[ "AccountValue" ] = this.accountCopy.GetMarketValue( endOfDayDateTime );
!       dataRow[ "PnL" ] = this.accountCopy.GetMarketValue( endOfDayDateTime ) +
          this.accountCopy.Transactions.TotalWithdrawn -
          this.accountCopy.Transactions.TotalAddedCash;
      }
!     private void addTransactionRow( EndOfDayTransaction transaction ,
        System.Data.DataTable detailedDataTable )
      {
        DataRow dataRow = detailedDataTable.NewRow();
!       dataRow[ "DateTime" ] = transaction.EndOfDayDateTime.DateTime;
!       dataRow[ "BarComponent" ] = transaction.EndOfDayDateTime.EndOfDaySpecificTime.ToString();
        dataRow[ "TransactionType" ] = transaction.Type.ToString();
        if ( transaction.Instrument != null )
***************
*** 144,148 ****
        dataRow[ "Price" ] = transaction.InstrumentPrice;
        dataRow[ "TransactionAmount" ] = transaction.InstrumentPrice * transaction.Quantity;
!       addBalanceItems( transaction.ExtendedDateTime , dataRow );
        detailedDataTable.Rows.Add( dataRow );
      }
--- 147,151 ----
        dataRow[ "Price" ] = transaction.InstrumentPrice;
        dataRow[ "TransactionAmount" ] = transaction.InstrumentPrice * transaction.Quantity;
!       addBalanceItems( transaction.EndOfDayDateTime , dataRow );
        detailedDataTable.Rows.Add( dataRow );
      }
***************
*** 151,155 ****
      {
        if ( this.account.Transactions.ContainsKey( currentDateTime ) )
!         foreach ( TimedTransaction transaction in
            (ArrayList)this.account.Transactions[ currentDateTime ] )
          {
--- 154,158 ----
      {
        if ( this.account.Transactions.ContainsKey( currentDateTime ) )
!         foreach ( EndOfDayTransaction transaction in
            (ArrayList)this.account.Transactions[ currentDateTime ] )
          {
***************
*** 163,167 ****
        DataRow dataRow = detailedDataTable.NewRow();
        dataRow[ "DateTime" ] = currentDate;
!       addBalanceItems( new ExtendedDateTime( currentDate , BarComponent.Close ) , dataRow );
        detailedDataTable.Rows.Add( dataRow );
      }
--- 166,170 ----
        DataRow dataRow = detailedDataTable.NewRow();
        dataRow[ "DateTime" ] = currentDate;
!       addBalanceItems( new EndOfDayDateTime( currentDate , EndOfDaySpecificTime.MarketClose ) , dataRow );
        detailedDataTable.Rows.Add( dataRow );
      }
***************
*** 207,211 ****
  
      public AccountReport Create( string reportName , long numDaysForInterval ,
!       ExtendedDateTime endDateTime , string buyAndHoldTicker )
      {
        this.reportName = reportName;
--- 210,214 ----
  
      public AccountReport Create( string reportName , long numDaysForInterval ,
!       EndOfDayDateTime endDateTime , string buyAndHoldTicker )
      {
        this.reportName = reportName;
***************
*** 224,228 ****
  
      public AccountReport Create( string reportName , long numDaysForInterval ,
!       ExtendedDateTime endDateTime )
      {
        return Create( reportName , numDaysForInterval , endDateTime , "" );
--- 227,231 ----
  
      public AccountReport Create( string reportName , long numDaysForInterval ,
!       EndOfDayDateTime endDateTime )
      {
        return Create( reportName , numDaysForInterval , endDateTime , "" );

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting Account.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4183/b4_Business/a1_Financial/a2_Accounting

Modified Files:
	Account.cs 
Log Message:
- implemented the interface IComparable
- added the GetFitnessValue method
- added an IEndOfDayTimer
- added an IDataStreamer
- added an IOrderExecutor
- added an ArrayList of active orders
- added an AccountReport
- added the AddOrder method
- added Contains( Instrument instrument )
- added Contains( string ticker )
- added Add( EndOfDayTransaction transaction )
- added GetMarketValue( EndOfDayDateTime endOfDayDateTime ) instead of ExtendedDateTime parameter
- added GetMarketValue( string ticker )
- added GetProfitNetLoss( EndOfDayDateTime endOfDayDateTime ) instead of ExtendedDateTime parameter
- CreateReport now uses an EndOfDayDateTime parameter instead of an ExtendedDateTime parameter

Index: Account.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/Account.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Account.cs	15 Aug 2004 00:08:41 -0000	1.6
--- Account.cs	29 Nov 2004 15:22:31 -0000	1.7
***************
*** 31,38 ****
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
! //using QuantProject.Data.MicrosoftExcel;
  using QuantProject.Business.Financial.Accounting.Reporting;
  using QuantProject.Business.Financial.Instruments;
  using QuantProject.Business.Strategies;
  
  namespace QuantProject.Business.Financial.Accounting
--- 31,42 ----
  using QuantProject.ADT;
  using QuantProject.ADT.Histories;
! using QuantProject.Data.DataProviders;
  using QuantProject.Business.Financial.Accounting.Reporting;
+ using QuantProject.Business.Financial.Accounting.Transactions;
  using QuantProject.Business.Financial.Instruments;
+ using QuantProject.Business.Financial.Ordering;
  using QuantProject.Business.Strategies;
+ using QuantProject.Business.Timing;
+ 
  
  namespace QuantProject.Business.Financial.Accounting
***************
*** 44,64 ****
  
    [Serializable]
!   public class Account : Keyed
    {
      private double cashAmount;
      private AccountStrategy accountStrategy;
  
      public Portfolio Portfolio = new Portfolio();
      //public AccountReport accountReport;
  
!     public double CashAmount
!     {
!       get
!       {
!         return cashAmount;
!       }
!     }
  
!     public AccountStrategy AccountStrategy
      {
        get { return accountStrategy; }
--- 48,88 ----
  
    [Serializable]
!   public class Account : Keyed , IComparable
    {
      private double cashAmount;
      private AccountStrategy accountStrategy;
+ 		private IEndOfDayTimer endOfDayTimer;
+ 		private IDataStreamer dataStreamer;
+ 		private IOrderExecutor orderExecutor;
+ 		private ArrayList activeOrders;
+ 		private AccountReport accountReport;
  
      public Portfolio Portfolio = new Portfolio();
      //public AccountReport accountReport;
  
! 		public double CashAmount
! 		{
! 			get	{	return cashAmount; }
! 		}
  
! 		public IEndOfDayTimer EndOfDayTimer
! 		{
! 			get	{	return this.endOfDayTimer;	}
! 			set	{	this.endOfDayTimer = value;	}
! 		}
! 
! 		public IDataStreamer DataStreamer
! 		{
! 			get	{	return this.dataStreamer;	}
! 			set	{	this.dataStreamer = value;	}
! 		}
! 
! 		public IOrderExecutor OrderExecutor
! 		{
! 			get	{	return this.orderExecutor;	}
! 			set	{	this.orderExecutor = value;	}
! 		}
! 
! 		public AccountStrategy AccountStrategy
      {
        get { return accountStrategy; }
***************
*** 66,70 ****
      }
  
!     public Transactions Transactions = new Transactions();
  
      public Account( string accountName ) : base ( accountName )
--- 90,94 ----
      }
  
!     public TransactionHistory Transactions = new TransactionHistory();
  
      public Account( string accountName ) : base ( accountName )
***************
*** 76,79 ****
--- 100,104 ----
      {
        cashAmount = 0;
+ 			this.activeOrders = new ArrayList();
        accountStrategy = new AccountStrategy( this );
      }
***************
*** 83,87 ****
--- 108,145 ----
        this.initialize();
      }
+ 		public Account( string accountName , IEndOfDayTimer endOfDayTimer ,
+ 			IDataStreamer dataStreamer , IOrderExecutor orderExecutor ) : base( accountName )
+ 		{
+ 			this.endOfDayTimer = endOfDayTimer;
+ 			this.dataStreamer = dataStreamer;
+ 			this.orderExecutor = orderExecutor;
+ 			this.orderExecutor.OrderFilled += new OrderFilledEventHandler(
+ 				this.orderFilledEventHandler );
+ 			this.initialize();
+ 		}
+ 
+ 		private void orderFilledEventHandler( Object sender , OrderFilledEventArgs
+ 			eventArgs )
+ 		{
+ 			this.Add( eventArgs.EndOfDayTransaction );
+ 		}
  
+ 		public virtual double GetFitnessValue()
+ 		{
+ 			if ( this.accountReport == null )
+ 				// the account report has not been computed yet
+ 				this.accountReport = this.CreateReport( this.Key ,
+ 					1 , this.endOfDayTimer.GetCurrentTime() );
+ 			return this.accountReport.Summary.ReturnOnAccount;
+ 		}
+ 		public int CompareTo( Object account )
+ 		{
+ 			int returnValue = 0;
+ 			if ( this.GetFitnessValue() < (( Account )account).GetFitnessValue() )
+ 				returnValue = -1;
+ 			if ( this.GetFitnessValue() > (( Account )account).GetFitnessValue() )
+ 				returnValue = 1;
+ 			return returnValue;
+ 		}
      public void Clear()
      {
***************
*** 107,116 ****
      }
  
!     public bool Contains( Instrument instrument )
!     {
!       return Portfolio.Contains( instrument );
!     }
  
-     #region "Add( TimedTransaction transaction )"
  
      private void updateCash( Transaction transaction )
--- 165,187 ----
      }
  
! 		public void AddCash( double moneyAmount )
! 		{
! 			this.AddCash( this.endOfDayTimer.GetCurrentTime().GetNearestExtendedDateTime() ,
! 				moneyAmount );
! 		}
! 
! 		public void AddOrder( Order order )
! 		{
! 			this.orderExecutor.Execute( order );
! 		}
! 		public bool Contains( Instrument instrument )
! 		{
! 			return Portfolio.Contains( instrument );
! 		}
! 		public bool Contains( string ticker )
! 		{
! 			return Portfolio.Contains( ticker );
! 		}
  
  
      private void updateCash( Transaction transaction )
***************
*** 126,152 ****
        //this.accountReport.AddRecord( this );
      }
!     #endregion
  
!     public double GetMarketValue( ExtendedDateTime extendedDateTime )
!     {
!       return this.CashAmount + this.Portfolio.GetMarketValue( extendedDateTime );
!     }
!     public double GetProfitNetLoss( ExtendedDateTime extendedDateTime )
      {
!       return GetMarketValue( extendedDateTime ) +
          this.Transactions.TotalWithdrawn -
          this.Transactions.TotalAddedCash;
      }
  
!     public History GetProfitNetLossHistory( ExtendedDateTime finalDateTime )
      {
        History history = new History();
        Account account = new Account( "ToGetProfitNetLossHistory" );
        foreach ( ArrayList arrayList in this.Transactions.Values )
!         foreach ( TimedTransaction transaction in arrayList )
          {
            account.Add( transaction );
!           history.MultiAdd( transaction.ExtendedDateTime.DateTime ,
!             account.GetProfitNetLoss( transaction.ExtendedDateTime ) );
          }
        history.MultiAdd( finalDateTime.DateTime ,
--- 197,235 ----
        //this.accountReport.AddRecord( this );
      }
! 		public void Add( EndOfDayTransaction transaction )
! 		{
! 			this.Transactions.Add( transaction );
! 			this.updateCash( transaction );
! 			this.Portfolio.Update( transaction );
! 			//this.accountReport.AddRecord( this );
! 		}
  
! 
! 		public double GetMarketValue( EndOfDayDateTime endOfDayDateTime )
! 		{
! 			return this.CashAmount + this.Portfolio.GetMarketValue( endOfDayDateTime );
! 		}
! 		public double GetMarketValue( string ticker )
! 		{
! 			return HistoricalDataProvider.GetMarketValue( ticker ,
! 				this.endOfDayTimer.GetCurrentTime().GetNearestExtendedDateTime() );
! 		}
! 		public double GetProfitNetLoss( EndOfDayDateTime endOfDayDateTime )
      {
!       return GetMarketValue( endOfDayDateTime ) +
          this.Transactions.TotalWithdrawn -
          this.Transactions.TotalAddedCash;
      }
  
!     public History GetProfitNetLossHistory( EndOfDayDateTime finalDateTime )
      {
        History history = new History();
        Account account = new Account( "ToGetProfitNetLossHistory" );
        foreach ( ArrayList arrayList in this.Transactions.Values )
!         foreach ( EndOfDayTransaction transaction in arrayList )
          {
            account.Add( transaction );
!           history.MultiAdd( transaction.EndOfDayDateTime.DateTime ,
!             account.GetProfitNetLoss( transaction.EndOfDayDateTime ) );
          }
        history.MultiAdd( finalDateTime.DateTime ,
***************
*** 161,192 ****
          "\nPortfolioContent : " + this.Portfolio.ToString() +
          "\nPortfolioMarketValue : " + this.Portfolio.GetMarketValue(
!           new ExtendedDateTime( dateTime , BarComponent.Close ) ) +
          "\nAccountProfitNetLoss : " + this.GetProfitNetLoss(
!           new ExtendedDateTime( dateTime , BarComponent.Close ) );
      }
  
!     public AccountReport CreateReport( string reportName ,
!       int numDaysForInterval , ExtendedDateTime endDateTime )
!     {
!       AccountReport accountReport = new AccountReport( this );
!       return accountReport.Create( reportName , numDaysForInterval , endDateTime );
!     }
!     public AccountReport CreateReport( string reportName ,
!       int numDaysForInterval , ExtendedDateTime endDateTime , string buyAndHoldTicker )
!     {
!       AccountReport accountReport = new AccountReport( this );
!       return accountReport.Create( reportName , numDaysForInterval ,
!         endDateTime , buyAndHoldTicker );
!     }
!     public void Serialize( string filePathAndName )
!     {
! //      //Dim FS As New IO.FileStream("c:\Rect.xml", IO.FileMode.Create, IO.FileAccess.Write)
! //   Dim XMLFormatter As New SoapFormatter()
! //   Dim R As New Rectangle(8, 8, 299, 499)
! //   XMLFormatter.Serialize(FS, R)
!       FileStream fileStream = new FileStream( filePathAndName , FileMode.Create , FileAccess.Write );
!       SoapFormatter soapFormatter = new SoapFormatter();
!       soapFormatter.Serialize( fileStream , this );
!     }
!   }
  }
--- 244,298 ----
          "\nPortfolioContent : " + this.Portfolio.ToString() +
          "\nPortfolioMarketValue : " + this.Portfolio.GetMarketValue(
!           new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose ) ) +
          "\nAccountProfitNetLoss : " + this.GetProfitNetLoss(
!           new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose ) );
      }
  
! 		public AccountReport CreateReport( string reportName ,
! 			int numDaysForInterval , EndOfDayDateTime endDateTime )
! 		{
! 			AccountReport accountReport = new AccountReport( this );
! 			return accountReport.Create( reportName , numDaysForInterval , endDateTime );
! 		}
! 		public AccountReport CreateReport( string reportName ,
! 			int numDaysForInterval , EndOfDayDateTime endDateTime , string buyAndHoldTicker )
! 		{
! 			AccountReport accountReport = new AccountReport( this );
! 			return accountReport.Create( reportName , numDaysForInterval ,
! 				endDateTime , buyAndHoldTicker );
! 		}
! 		public void Serialize( string filePathAndName )
! 		{
! 			//      //Dim FS As New IO.FileStream("c:\Rect.xml", IO.FileMode.Create, IO.FileAccess.Write)
! 			//   Dim XMLFormatter As New SoapFormatter()
! 			//   Dim R As New Rectangle(8, 8, 299, 499)
! 			//   XMLFormatter.Serialize(FS, R)
! 			FileStream fileStream = new FileStream( filePathAndName , FileMode.Create , FileAccess.Write );
! 			SoapFormatter soapFormatter = new SoapFormatter();
! 			soapFormatter.Serialize( fileStream , this );
! 		}
! 		#region ClosePosition_position
! 		private OrderType closePosition_getOrderType( Position position )
! 		{
! 			OrderType returnValue;
! 			if ( position.Quantity >= 0 )
! 				// long position
! 				returnValue = OrderType.MarketSell;
! 			else
! 				// short position
! 				returnValue = OrderType.MarketCover;
! 			return returnValue;
! 		}
! 		public void ClosePosition( Position position )
! 		{
! 			OrderType orderType = closePosition_getOrderType( position );
! 			Order order = new Order( orderType , position.Instrument , position.Quantity );
! 			this.orderExecutor.Execute( order );
! 		}
! 		#endregion ClosePosition_position
! 		public void ClosePosition( string ticker )
! 		{
! 			this.ClosePosition( (Position)this.Portfolio[ ticker ] );
! 		}
! 	}
  }

[Quantproject-developers] QuantProject/b1_ADT ITickerReceiver.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv1964

Added Files:
	ITickerReceiver.cs 
Log Message:
Interface to be implemented by objects that can receive tickers

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

ITickerReceiver.cs
Copyright (C) 2003 
Marco Milletti

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

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

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

using System;
//using QuantProject.Data.DataTables;
using System.Data;


namespace QuantProject.Data.Selectors
{
	/// <summary>
	/// Interface to be implemented by objects that can receive tickers
	/// </summary>
	public interface ITickerReceiver
	{
    void ReceiveTickers(DataTable tickersToReceive);
  }
}

[Quantproject-developers] QuantProject/b1_ADT NewProgressEventArgs.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv1665

Added Files:
	NewProgressEventArgs.cs 
Log Message:
EventArgs for the NewProgress event

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

NewProgressEventArgs.cs
Copyright (C) 2003 
Glauco Siliprandi

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

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

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


namespace QuantProject.ADT
{
	/// <summary>
	/// EventArgs for the NewProgress event
	/// </summary>
	public class NewProgressEventArgs : EventArgs
	{
		private int currentProgress;

		public int CurrentProgress
		{
			get { return this.currentProgress; }
			set { this.currentProgress = value; }
		}

		private int goal;

		public int Goal
		{
			get { return this.goal; }
			set { this.goal = value; }
		}

		public NewProgressEventArgs( int currentProgress , int goal )
    {
			this.currentProgress = currentProgress;
      this.goal = goal;
    }
  }
}

[Quantproject-developers] QuantProject/b1_ADT IProgressNotifier.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv1471

Added Files:
	IProgressNotifier.cs 
Log Message:
Interface to be implemented by time consuming objects

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

IProgressNotifier.cs
Copyright (C) 2004 
Glauco Siliprandi

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

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

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

using System;

namespace QuantProject.ADT
{
	public delegate void NewProgressEventHandler(
	Object sender , NewProgressEventArgs eventArgs );

	/// <summary>
	/// Interface to be implemented by time consuming objects
	/// </summary>
	public interface IProgressNotifier
	{
		event NewProgressEventHandler NewProgress;
	}
}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering OrderStatus.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv1266

Added Files:
	OrderStatus.cs 
Log Message:
Possible order status

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

OrderStatus.cs
Copyright (C) 2003 
Glauco Siliprandi

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

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

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

using System;

namespace QuantProject.Business.Financial.Ordering
{
	/// <summary>
	/// Possible order status
	/// </summary>
	public enum OrderStatus
	{
		Open , // submitted to an order manager
		Filled , // succesfully executed
		Rejected	// unsuccesfully executed
	}
}

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a3_Ordering OrderFilledEventArgs.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a3_Ordering
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv1091

Added Files:
	OrderFilledEventArgs.cs 
Log Message:
EventArgs for the OrderExecuted event

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

NewTransactionEventArgs.cs
Copyright (C) 2003 
Glauco Siliprandi

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

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

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

using QuantProject.ADT;
using QuantProject.Business.Financial.Ordering;
using QuantProject.Business.Financial.Accounting;
using QuantProject.Business.Financial.Accounting.Transactions;

namespace QuantProject.Business.Financial.Ordering
{
	/// <summary>
	/// EventArgs for the OrderExecuted event
	/// </summary>
	public class OrderFilledEventArgs : EventArgs
	{
		private Order order;
		private EndOfDayTransaction endOfDayTransaction;

		public Order Order
		{
			get { return this.order; }
			set { this.order = value; }
		}

		public EndOfDayTransaction EndOfDayTransaction
		{
			get { return this.endOfDayTransaction; }
			set { this.endOfDayTransaction = value; }
		}

    public OrderFilledEventArgs( Order order , EndOfDayTransaction endOfDayTransaction )
    {
      this.order = order;
			this.endOfDayTransaction = endOfDayTransaction;
    }
  }
}