quantproject-developers

[Quantproject-developers] QuantDownloader/Downloader WebDownloader.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1:/tmp/cvs-serv20248/Downloader

Modified Files:
	WebDownloader.cs 
Log Message:
- The namespace has been changed from QuantDownloader
to QuantProject.Applications.Downloader
- The ImportQuotesCsv class has been removed

Index: WebDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/WebDownloader.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** WebDownloader.cs	30 Nov 2003 18:31:45 -0000	1.4
--- WebDownloader.cs	30 Nov 2003 22:41:59 -0000	1.5
***************
*** 11,15 ****
  using QuantProject.DataAccess;
  
! namespace QuantDownloader
  {
  	/// <summary>
--- 11,15 ----
  using QuantProject.DataAccess;
  
! namespace QuantProject.Applications.Downloader
  {
  	/// <summary>
***************
*** 371,400 ****
      }
  	}
-   public class ImportQuotesCsv
-   {
-     public ImportQuotesCsv()
-     {
-       OleDbConnection odConnection = new OleDbConnection();
-       odConnection.ConnectionString = @"Provider=Microsoft.Jet.OLEDB.4.0;Password="""";User ID=Admin;Data Source=C:\Documents and Settings\Glauco\My Documents\Visual Studio Projects\QuantProject\QuantProject.mdb;Mode=Share Deny None;Extended Properties="""";Jet OLEDB:System database="""";Jet OLEDB:Registry Path="""";Jet OLEDB:Database Password="""";Jet OLEDB:Engine Type=5;Jet OLEDB:Database Locking Mode=1;Jet OLEDB:Global Partial Bulk Ops=2;Jet OLEDB:Global Bulk Transactions=1;Jet OLEDB:New Database Password="""";Jet OLEDB:Create System Database=False;Jet OLEDB:Encrypt Database=False;Jet OLEDB:Don't Copy Locale on Compact=False;Jet OLEDB:Compact Without Replica Repair=False;Jet OLEDB:SFP=False";
-       odConnection.Open();
-       OleDbCommand odc = new OleDbCommand();
-       odc.CommandText = 
-         "INSERT INTO quotes" +
-         "( quTicker, quDate, quOpen, quHigh, quLow, quClose, quVolume )" +
-         "SELECT Ticker, cDate(Date), cDbl(Open), cDbl(High), cDbl(Low), cDbl(Close), cDbl(Volume) " +
-         "FROM quotes_csv";
-       odc.Connection = odConnection;
-       try
-       {
-         odc.ExecuteNonQuery();
-       }
-       catch (Exception ex)
-       {
-         MessageBox.Show( ex.ToString() );
-       }
-       odConnection.Close();
-     }
-   }
- 
  
    }
--- 371,374 ----

[Quantproject-developers] QuantDownloader/Downloader TickerDownloader.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1:/tmp/cvs-serv19643/Downloader

Modified Files:
	TickerDownloader.cs 
Log Message:
The namespace has been changed from QuantDownloader
to QuantProject.Applications.Downloader

Index: TickerDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerDownloader.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** TickerDownloader.cs	20 Nov 2003 22:38:48 -0000	1.1
--- TickerDownloader.cs	30 Nov 2003 22:38:51 -0000	1.2
***************
*** 5,9 ****
  using System.Windows.Forms;
  
! namespace QuantDownloader
  {
  	/// <summary>
--- 5,9 ----
  using System.Windows.Forms;
  
! namespace QuantProject.Applications.Downloader
  {
  	/// <summary>

[Quantproject-developers] QuantDownloader/Downloader TestDownloadedData.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1:/tmp/cvs-serv19510/Downloader

Modified Files:
	TestDownloadedData.cs 
Log Message:
The namespace has been changed from QuantDownloader
to QuantProject.Applications.Downloader

Index: TestDownloadedData.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TestDownloadedData.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** TestDownloadedData.cs	20 Nov 2003 22:38:48 -0000	1.2
--- TestDownloadedData.cs	30 Nov 2003 22:38:08 -0000	1.3
***************
*** 5,9 ****
  using System.Windows.Forms;
  
! namespace QuantDownloader
  {
  	/// <summary>
--- 5,9 ----
  using System.Windows.Forms;
  
! namespace QuantProject.Applications.Downloader
  {
  	/// <summary>

[Quantproject-developers] QuantDownloader/Downloader DataSet1.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1:/tmp/cvs-serv19357/Downloader

Modified Files:
	DataSet1.cs 
Log Message:
The namespace has been changed from QuantDownloader
to QuantProject.Applications.Downloader

Index: DataSet1.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/DataSet1.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** DataSet1.cs	20 Nov 2003 22:38:48 -0000	1.2
--- DataSet1.cs	30 Nov 2003 22:37:31 -0000	1.3
***************
*** 9,13 ****
  //------------------------------------------------------------------------------
  
! namespace QuantDownloader {
      using System;
      using System.Data;
--- 9,13 ----
  //------------------------------------------------------------------------------
  
! namespace QuantProject.Applications.Downloader {
      using System;
      using System.Data;

[Quantproject-developers] QuantDownloader/Downloader DataBaseImporter.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1:/tmp/cvs-serv17821/Downloader

Modified Files:
	DataBaseImporter.cs 
Log Message:
The namespace has been changed from QuantDownloader
to QuantProject.Applications.Downloader

Index: DataBaseImporter.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/DataBaseImporter.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** DataBaseImporter.cs	22 Nov 2003 20:57:44 -0000	1.2
--- DataBaseImporter.cs	30 Nov 2003 22:36:47 -0000	1.3
***************
*** 4,8 ****
  using System.IO;
  
! namespace QuantDownloader
  {
  	/// <summary>
--- 4,8 ----
  using System.IO;
  
! namespace QuantProject.Applications.Downloader
  {
  	/// <summary>

[Quantproject-developers] QuantDownloader/Downloader DataBaseLocator.cs,1.1,NONE

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1:/tmp/cvs-serv2912/Downloader

Removed Files:
	DataBaseLocator.cs 
Log Message:
QuantDownloader now uses the
QuantProject libraries, thus class duplication
is not needed anymore.

--- DataBaseLocator.cs DELETED ---

[Quantproject-developers] QuantDownloader/Downloader Downloader.csproj,1.2,1.3 Downloader.csproj.user,1.1.1.1,1.2 WebDownloader.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantDownloader/Downloader
In directory sc8-pr-cvs1:/tmp/cvs-serv2419/Downloader

Modified Files:
	Downloader.csproj Downloader.csproj.user WebDownloader.cs 
Log Message:
The solution now uses the QuantProject libraries.
Checkout the QuantDownloader module in the
same folder where you checkout the QuantProject
module (so that the two modules are side
by side on your disk).

Index: Downloader.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/Downloader.csproj,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Downloader.csproj	20 Nov 2003 22:38:48 -0000	1.2
--- Downloader.csproj	30 Nov 2003 18:31:45 -0000	1.3
***************
*** 83,86 ****
--- 83,91 ----
                      HintPath = "..\..\..\..\..\..\WINDOWS\Microsoft.NET\Framework\v1.0.3705\System.XML.dll"
                  />
+                 <Reference
+                     Name = "b2_DataAccess"
+                     Project = "{8CF7C0D8-A8CB-43DC-B406-77DE62729487}"
+                     Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}"
+                 />
              </References>
          </Build>
***************
*** 98,106 ****
                  <File
                      RelPath = "DataBaseImporter.cs"
-                     SubType = "Code"
-                     BuildAction = "Compile"
-                 />
-                 <File
-                     RelPath = "DataBaseLocator.cs"
                      SubType = "Code"
                      BuildAction = "Compile"
--- 103,106 ----

Index: Downloader.csproj.user
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/Downloader.csproj.user,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** Downloader.csproj.user	16 Oct 2003 18:08:36 -0000	1.1.1.1
--- Downloader.csproj.user	30 Nov 2003 18:31:45 -0000	1.2
***************
*** 41,45 ****
              CopyProjectUncPath = ""
              CopyProjectOption = "0"
!             ProjectView = "ProjectFiles"
              ProjectTrust = "0"
          />
--- 41,45 ----
              CopyProjectUncPath = ""
              CopyProjectOption = "0"
!             ProjectView = "ShowAllFiles"
              ProjectTrust = "0"
          />

Index: WebDownloader.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/WebDownloader.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** WebDownloader.cs	25 Nov 2003 14:52:16 -0000	1.3
--- WebDownloader.cs	30 Nov 2003 18:31:45 -0000	1.4
***************
*** 9,12 ****
--- 9,13 ----
  using System.IO;
  using System.Threading;
+ using QuantProject.DataAccess;
  
  namespace QuantDownloader

[Quantproject-developers] QuantDownloader QuantDownloader.sln,1.1.1.1,1.2 QuantDownloader.suo,1.4,1.5

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

Update of /cvsroot/quantproject/QuantDownloader
In directory sc8-pr-cvs1:/tmp/cvs-serv2419

Modified Files:
	QuantDownloader.sln QuantDownloader.suo 
Log Message:
The solution now uses the QuantProject libraries.
Checkout the QuantDownloader module in the
same folder where you checkout the QuantProject
module (so that the two modules are side
by side on your disk).

Index: QuantDownloader.sln
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/QuantDownloader.sln,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** QuantDownloader.sln	16 Oct 2003 18:07:55 -0000	1.1.1.1
--- QuantDownloader.sln	30 Nov 2003 18:31:45 -0000	1.2
***************
*** 2,5 ****
--- 2,9 ----
  Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Downloader", "Downloader\Downloader.csproj", "{3C81F5AB-71EB-4F1B-B4F1-55DCE7B7B1A4}"
  EndProject
+ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "b2_DataAccess", "..\QuantProject\b2_DataAccess\b2_DataAccess.csproj", "{8CF7C0D8-A8CB-43DC-B406-77DE62729487}"
+ EndProject
+ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "b1_ADT", "..\QuantProject\b1_ADT\b1_ADT.csproj", "{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}"
+ EndProject
  Global
  	GlobalSection(SolutionConfiguration) = preSolution
***************
*** 8,11 ****
--- 12,17 ----
  	EndGlobalSection
  	GlobalSection(ProjectDependencies) = postSolution
+ 		{3C81F5AB-71EB-4F1B-B4F1-55DCE7B7B1A4}.0 = {8CF7C0D8-A8CB-43DC-B406-77DE62729487}
+ 		{8CF7C0D8-A8CB-43DC-B406-77DE62729487}.0 = {B8A01161-3698-4591-B1EF-90F5FC7D8DBA}
  	EndGlobalSection
  	GlobalSection(ProjectConfiguration) = postSolution
***************
*** 14,17 ****
--- 20,31 ----
  		{3C81F5AB-71EB-4F1B-B4F1-55DCE7B7B1A4}.Release.ActiveCfg = Release|.NET
  		{3C81F5AB-71EB-4F1B-B4F1-55DCE7B7B1A4}.Release.Build.0 = Release|.NET
+ 		{8CF7C0D8-A8CB-43DC-B406-77DE62729487}.Debug.ActiveCfg = Debug|.NET
+ 		{8CF7C0D8-A8CB-43DC-B406-77DE62729487}.Debug.Build.0 = Debug|.NET
+ 		{8CF7C0D8-A8CB-43DC-B406-77DE62729487}.Release.ActiveCfg = Release|.NET
+ 		{8CF7C0D8-A8CB-43DC-B406-77DE62729487}.Release.Build.0 = Release|.NET
+ 		{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}.Debug.ActiveCfg = Debug|.NET
+ 		{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}.Debug.Build.0 = Debug|.NET
+ 		{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}.Release.ActiveCfg = Release|.NET
+ 		{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}.Release.Build.0 = Release|.NET
  	EndGlobalSection
  	GlobalSection(ExtensibilityGlobals) = postSolution

Index: QuantDownloader.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/QuantDownloader.suo,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
Binary files /tmp/cvsTvi8s1 and /tmp/cvsmPfzGS differ

[Quantproject-developers] mdb QuantProject.mdb,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/mdb
In directory sc8-pr-cvs1:/tmp/cvs-serv13694

Modified Files:
	QuantProject.mdb 
Log Message:
added table "tickers"

Index: QuantProject.mdb
===================================================================
RCS file: /cvsroot/quantproject/mdb/QuantProject.mdb,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
Binary files /tmp/cvsopVxNL and /tmp/cvsuQ28vo differ

[Quantproject-developers] QuantProject QuantProject.suo,1.17,1.18

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

Update of /cvsroot/quantproject/QuantProject
In directory sc8-pr-cvs1:/tmp/cvs-serv15538

Modified Files:
	QuantProject.suo 
Log Message:
A MultiTesting script folder and the first multitesting
script (MultiTestOneRank) have been added.

Index: QuantProject.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v
retrieving revision 1.17
retrieving revision 1.18
diff -C2 -d -r1.17 -r1.18
Binary files /tmp/cvstI1wzF and /tmp/cvs6uJdOa differ

[Quantproject-developers] QuantProject QuantProject.suo,1.16,1.17

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

Update of /cvsroot/quantproject/QuantProject
In directory sc8-pr-cvs1:/tmp/cvs-serv14744

Modified Files:
	QuantProject.suo 
Log Message:
A MultiTesting script folder and the first multitesting
script (MultiTestOneRank) have been added.

Index: QuantProject.suo
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/QuantProject.suo,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
Binary files /tmp/cvslxDKOy and /tmp/cvsCRDPzZ differ

[Quantproject-developers] QuantProject/b91_QuantProject b91_QuantProject.csproj,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs1:/tmp/cvs-serv14634/b91_QuantProject

Modified Files:
	b91_QuantProject.csproj 
Log Message:
Some useless Windows forms have
been removed from this project

Index: b91_QuantProject.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/b91_QuantProject.csproj,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** b91_QuantProject.csproj	27 Oct 2003 18:27:14 -0000	1.2
--- b91_QuantProject.csproj	28 Nov 2003 16:40:53 -0000	1.3
***************
*** 112,125 ****
                  />
                  <File
-                     RelPath = "BackTestForm.cs"
-                     SubType = "Form"
-                     BuildAction = "Compile"
-                 />
-                 <File
-                     RelPath = "BackTestForm.resx"
-                     DependentUpon = "BackTestForm.cs"
-                     BuildAction = "EmbeddedResource"
-                 />
-                 <File
                      RelPath = "DataSet1.xsd"
                      BuildAction = "Content"
--- 112,115 ----
***************
*** 134,147 ****
                      DesignTime = "True"
                      AutoGen = "True"
-                 />
-                 <File
-                     RelPath = "Form1.cs"
-                     SubType = "Form"
-                     BuildAction = "Compile"
-                 />
-                 <File
-                     RelPath = "Form1.resx"
-                     DependentUpon = "Form1.cs"
-                     BuildAction = "EmbeddedResource"
                  />
                  <File
--- 124,127 ----

[Quantproject-developers] QuantProject/b7_Scripts b7_Scripts.csproj,1.5,1.6

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory sc8-pr-cvs1:/tmp/cvs-serv14127/b7_Scripts

Modified Files:
	b7_Scripts.csproj 
Log Message:
A MultiTesting script folder and the first multitesting
script (MultiTestOneRank) have been added to
this project.

Index: b7_Scripts.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/b7_Scripts.csproj,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** b7_Scripts.csproj	24 Nov 2003 20:01:43 -0000	1.5
--- b7_Scripts.csproj	28 Nov 2003 16:38:04 -0000	1.6
***************
*** 103,106 ****
--- 103,111 ----
                  />
                  <File
+                     RelPath = "MultiTesting\MultiTestOneRank\RunMultiTestOneRank.cs"
+                     SubType = "Code"
+                     BuildAction = "Compile"
+                 />
+                 <File
                      RelPath = "SimpleTesting\MSFTsimpleTest\RunMSFTsimpleTest.cs"
                      SubType = "Code"

[Quantproject-developers] QuantProject/b91_QuantProject Main.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs1:/tmp/cvs-serv13661/b91_QuantProject

Modified Files:
	Main.cs 
Log Message:
- Main has been somewhat cleaned up: some
windows form based objects have been removed
- RunMultiTestOneRank (a new script) can be invoked now

Index: Main.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Main.cs	24 Nov 2003 20:05:03 -0000	1.2
--- Main.cs	28 Nov 2003 16:35:22 -0000	1.3
***************
*** 212,223 ****
      private void menuItem12_Click(object sender, System.EventArgs e)
      {
-       BackTestForm backTestForm = new BackTestForm();
-       backTestForm.ShowDialog();
      }
  
      private void menuItem10_Click(object sender, System.EventArgs e)
      {
-       Form1 form1 = new Form1();
-       form1.ShowDialog( this );
      }
  
--- 212,219 ----
***************
*** 231,234 ****
--- 227,232 ----
          //new RunOneRank().Run();
          //new RunMSFTwalkForward().Run();
+         //new RunMultiTestOneRank().Run();
+ 
        } 
        //catch ( Exception ex )
***************
*** 240,245 ****
      private void menuItem14_Click(object sender, System.EventArgs e)
      {
-       BackTestForm form1 = new BackTestForm();
-       form1.ShowDialog( this );
      }
  
--- 238,241 ----

[Quantproject-developers] QuantProject/b7_Scripts/MultiTesting/MultiTestOneRank RunMultiTestOneRank.cs,NONE,1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/MultiTesting/MultiTestOneRank
In directory sc8-pr-cvs1:/tmp/cvs-serv13164/MultiTesting/MultiTestOneRank

Added Files:
	RunMultiTestOneRank.cs 
Log Message:
MultiTestOneRank is the first script implementing
a test with several strategies

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

RunMSFTsimpleTest.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.Collections;
using System.Data;
using QuantProject.ADT;
using QuantProject.Business.Financial.Accounting.Reporting;
using QuantProject.Business.Financial.Instruments;
using QuantProject.Business.Scripting;
using QuantProject.Business.Strategies;
using QuantProject.Business.Testing;
using QuantProject.Presentation.MicrosoftExcel;

namespace QuantProject.Scripts
{
	/// <summary>
	/// Summary description for MultiTestOneRank.
	/// </summary>
	public class RunMultiTestOneRank : Script
	{
    private ArrayList backTesters;
    private ReportTable reportTable;
    private DateTime startDateTime;
    private DateTime endDateTime;
    private int numIntervalDays;

		public RunMultiTestOneRank()
		{
			this.reportTable = new ReportTable( "Summary_Reports" );
      this.startDateTime = new DateTime( 2001 , 1 , 1 );
      this.endDateTime = new DateTime( 2001 , 12 , 31 );
      this.numIntervalDays = 7;
		}
    #region Run
    #region getBackTesters
    private ArrayList getTickers()
    {
      ArrayList tickers = new ArrayList();
      tickers.Add( "RYVYX" );
      tickers.Add( "RYVNX" );
      tickers.Add( "RYVIX" );
      return tickers;
    }
    private BackTester getBackTester( string ticker )
    {
      TradingSystems tradingSystems = new TradingSystems();
      tradingSystems.Add( new TsOneRank( ticker ) );
      Tester tester = new Tester(
        new TestWindow( this.startDateTime , this.endDateTime ) ,
        tradingSystems , 10000 );
      tester.Name = ticker;
      return tester;
    }
    private ArrayList getBackTestersWithTickers( ArrayList tickers )
    {
      ArrayList backTesters = new ArrayList();
      foreach ( string ticker in tickers )
      {
        QuoteCache.Add( new Instrument( ticker ) , BarComponent.Open );
        QuoteCache.Add( new Instrument( ticker ) , BarComponent.Close );
        backTesters.Add( getBackTester( ticker ) );
      }
      return backTesters;
    }
    private ArrayList getBackTesters()
    {
      ArrayList tickers = this.getTickers();
      return this.getBackTestersWithTickers( tickers );
    }
    #endregion
    private void runBackTesters()
    {
      foreach ( BackTester backTester in this.backTesters )
        backTester.Test();
    }    
    #region "report"
    private void report_setColumns()
    {
      this.reportTable.DataTable.Columns.Add( "Ticker"  , Type.GetType( "System.String" ) );
      this.reportTable.DataTable.Columns.Add( "Return on Act" , Type.GetType( "System.Double" ) );
      this.reportTable.DataTable.Columns.Add( "B&H % Return" , Type.GetType( "System.Double" ) );
      this.reportTable.DataTable.Columns.Add( "Ann % Return" , Type.GetType( "System.Double" ) );
    }
    private void report_addRow( BackTester backTester )
    {
      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;
      newRow[ "Return on Act" ] = accountReport.Summary.ReturnOnAccount;
      newRow[ "B&H % Return" ] = accountReport.Summary.BuyAndHoldPercentageReturn;
      newRow[ "Ann % Return" ] = accountReport.Summary.AnnualSystemPercentageReturn;
      this.reportTable.DataTable.Rows.Add( newRow );
    }
    private void report()
    {
      this.report_setColumns();
      foreach ( BackTester backTester in this.backTesters )
        report_addRow( backTester );
      ExcelManager.Add( this.reportTable );
      ExcelManager.ShowReport();
    }
    #endregion
    public override void Run()
    {
      this.backTesters = this.getBackTesters();
      QuoteCache.SetCache( this.startDateTime , this.endDateTime );
      this.runBackTesters();
      this.report();
    }
    #endregion
	}
}

[Quantproject-developers] QuantProject/b7_Scripts/MultiTesting/MultiTestOneRank - New directory

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/MultiTesting/MultiTestOneRank
In directory sc8-pr-cvs1:/tmp/cvs-serv12734/MultiTestOneRank

Log Message:
Directory /cvsroot/quantproject/QuantProject/b7_Scripts/MultiTesting/MultiTestOneRank added to the repository

[Quantproject-developers] QuantProject/b7_Scripts/MultiTesting - New directory

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/MultiTesting
In directory sc8-pr-cvs1:/tmp/cvs-serv12684/MultiTesting

Log Message:
Directory /cvsroot/quantproject/QuantProject/b7_Scripts/MultiTesting added to the repository

[Quantproject-developers] QuantProject/b4_Business/a3_Testing WalkForwardTester.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing
In directory sc8-pr-cvs1:/tmp/cvs-serv12486/b4_Business/a3_Testing

Modified Files:
	WalkForwardTester.cs 
Log Message:
Changes to the Tester class:
- the TradingSystem property now is inherited
from the BackTester base class
- the Test method now overrides the abstract method
of the BackTester base class

Index: WalkForwardTester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing/WalkForwardTester.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WalkForwardTester.cs	24 Nov 2003 20:16:51 -0000	1.2
--- WalkForwardTester.cs	28 Nov 2003 16:27:16 -0000	1.3
***************
*** 42,46 ****
      private int inSampleWindowNumDays;
      private int outOfSampleWindowNumDays;
-     private TradingSystems tradingSystems = new TradingSystems();
      private TestWindows testWindows;
  
--- 42,45 ----
***************
*** 96,100 ****
      public void Add( TradingSystem tradingSystem )
      {
!       tradingSystems.Add( tradingSystem );
      }
  
--- 95,99 ----
      public void Add( TradingSystem tradingSystem )
      {
!       TradingSystems.Add( tradingSystem );
      }
  
***************
*** 103,107 ****
      private Parameters getOptimizedParameters( TestWindow testWindow )
      {
!       Tester tester = new Tester( testWindow , this.tradingSystems ,
          this.Account.CashAmount );
        tester.Parameters = this.Parameters.Copy();
--- 102,106 ----
      private Parameters getOptimizedParameters( TestWindow testWindow )
      {
!       Tester tester = new Tester( testWindow , this.TradingSystems ,
          this.Account.CashAmount );
        tester.Parameters = this.Parameters.Copy();
***************
*** 112,116 ****
      private void testNextStepOutOfSample( Parameters parameters , TestWindow testWindow )
      {
!       Tester tester = new Tester( testWindow , this.tradingSystems , this.Account.CashAmount );
        tester.Account = this.Account;
        tester.Parameters = parameters;
--- 111,115 ----
      private void testNextStepOutOfSample( Parameters parameters , TestWindow testWindow )
      {
!       Tester tester = new Tester( testWindow , this.TradingSystems , this.Account.CashAmount );
        tester.Account = this.Account;
        tester.Parameters = parameters;
***************
*** 127,131 ****
      }
  
!     public void Test()
      {
        DataProvider.SetCachedHistories( startDateTime , endDateTime );
--- 126,130 ----
      }
  
!     public override void Test()
      {
        DataProvider.SetCachedHistories( startDateTime , endDateTime );

[Quantproject-developers] QuantProject/b4_Business/a3_Testing Tester.cs,1.2,1.3

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing
In directory sc8-pr-cvs1:/tmp/cvs-serv12334/b4_Business/a3_Testing

Modified Files:
	Tester.cs 
Log Message:
Changes to the Tester class:
- the TradingSystem property now is inherited
from the BackTester base class
- the Test method now overrides the abstract method
of the BackTester base class

Index: Tester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing/Tester.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** Tester.cs	24 Nov 2003 20:10:26 -0000	1.2
--- Tester.cs	28 Nov 2003 16:26:17 -0000	1.3
***************
*** 39,43 ****
  	{
      private TestWindow testWindow;
-     private TradingSystems tradingSystems;
      private OrderManager orderManager = new OrderManager();
      private double initialCash = 0.0;
--- 39,42 ----
***************
*** 53,57 ****
  		{
  			this.testWindow = testWindow;
!       this.tradingSystems = tradingSystems;
        this.initialCash = initialCash;
        this.Account.AddCash( new ExtendedDateTime( testWindow.StartDateTime , BarComponent.Open ) ,
--- 52,56 ----
  		{
  			this.testWindow = testWindow;
!       this.TradingSystems = tradingSystems;
        this.initialCash = initialCash;
        this.Account.AddCash( new ExtendedDateTime( testWindow.StartDateTime , BarComponent.Open ) ,
***************
*** 72,76 ****
      private void initializeTradingSystems()
      {
!       foreach (TradingSystem tradingSystem in tradingSystems)
        {
          tradingSystem.Parameters = this.Parameters;
--- 71,75 ----
      private void initializeTradingSystems()
      {
!       foreach (TradingSystem tradingSystem in this.TradingSystems)
        {
          tradingSystem.Parameters = this.Parameters;
***************
*** 98,105 ****
      private void testCurrentExtendedDateTime( ExtendedDateTime extendedDateTime )
      {
!       foreach (TradingSystem tradingSystem in this.tradingSystems)
          testCurrentDateForTradingSystem( tradingSystem , extendedDateTime );
      }
!     public void Test()
      {
        DateTime dateTime = this.testWindow.StartDateTime;
--- 97,104 ----
      private void testCurrentExtendedDateTime( ExtendedDateTime extendedDateTime )
      {
!       foreach (TradingSystem tradingSystem in this.TradingSystems)
          testCurrentDateForTradingSystem( tradingSystem , extendedDateTime );
      }
!     public override void Test()
      {
        DateTime dateTime = this.testWindow.StartDateTime;

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Summary.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory sc8-pr-cvs1:/tmp/cvs-serv11305/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Summary.cs 
Log Message:
The Summary class now contains two public
properties: ReturnOnAccount and AnnualSystemPercentageReturn.
(Some old commented code has been removed)

Index: Summary.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Summary.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Summary.cs	24 Nov 2003 20:07:43 -0000	1.6
--- Summary.cs	28 Nov 2003 16:19:58 -0000	1.7
***************
*** 39,42 ****
--- 39,44 ----
        get { return intervalDays; }
      }
+     public double ReturnOnAccount;
+     public double AnnualSystemPercentageReturn;
      public Summary( AccountReport accountReport ) :
        base( accountReport.Name + " - Summary" )
***************
*** 52,129 ****
      }
      #region "getSummaryTable_setRows"
- //    private delegate void getSummaryTable_setRow( DataRow summary );
- //    private void getSummaryTable_setRow_NumberWinningTrades( DataRow summary )
- //    {
- //      summary[ "Information" ] = "Number winning trades";
- //      DataRow[] DataRows = this.accountReport.RoundTrades.DataTable.Select( "([%Profit] > 0)" );
- //      summary[ "Value" ] = DataRows.Length;
- //    }
- //    private void getSummaryTable_setRow_AverageTradePercentageReturn( DataRow summary )
- //    {
- //      summary[ "Information" ] = "Average trade % Return";
- //      double avgReturn = (double) this.accountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "true" );
- //      summary[ "Value" ] = avgReturn;
- //    }
- //    private void getSummaryTable_setRow_LargestWinningTradePercentage( DataRow summary )
- //    {
- //      summary[ "Information" ] = "Largest winning trade";
- //      summary[ "Value" ] =
- //        (double) this.accountReport.RoundTrades.DataTable.Compute( "max([%Profit])" , "([%Profit]>0)" );
- //    }
- //    private void getSummaryTable_setRow_LargestLosingTradePercentage( DataRow summary )
- //    {
- //      summary[ "Information" ] = "Largest losing trade";
- //      summary[ "Value" ] =
- //        (double) this.accountReport.RoundTrades.DataTable.Compute( "min([%Profit])" , "([%Profit]<0)" );
- //    }
- //    private void getSummaryTable_setRow_TotalNumberOfLongTrades( DataRow summary )
- //    {
- //      double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
- //      summary[ "Information" ] = "Total # of long trades";
- //      DataRow[] DataRows =
- //        this.accountReport.RoundTrades.DataTable.Select( "((Trade='Long')and(ExitPrice is not null))" );
- //      summary[ "Value" ] = DataRows.Length;
- //    }
- //    private void getSummaryTable_setRow_NumberWinningLongTrades( DataRow summary )
- //    {
- //      summary[ "Information" ] = "Number winning long trades";
- //      DataRow[] DataRows = this.accountReport.RoundTrades.DataTable.Select( "((Trade='Long')and([%Profit] > 0))" );
- //      summary[ "Value" ] = DataRows.Length;
- //    }
- //    private void getSummaryTable_setRow_AverageLongTradePercentageReturn( DataRow summary )
- //    {
- //      summary[ "Information" ] = "Average long trade % Return";
- //      double avgReturn =
- //        (double) this.accountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Long')" );
- //      summary[ "Value" ] = avgReturn;
- //    }
- //    private void getSummaryTable_setRow_TotalNumberOfShortTrades( DataRow summary )
- //    {
- //      double totalROA = this.totalPnl / ( this.finalAccountValue - this.totalPnl );
- //      summary[ "Information" ] = "Total # of short trades";
- //      DataRow[] DataRows =
- //        this.accountReport.RoundTrades.DataTable.Select( "((Trade='Short')and(ExitPrice is not null))" );
- //      summary[ "Value" ] = DataRows.Length;
- //    }
- //    private void getSummaryTable_setRow_NumberWinningShortTrades( DataRow summary )
- //    {
- //      summary[ "Information" ] = "Number winning short trades";
- //      DataRow[] DataRows = this.accountReport.RoundTrades.DataTable.Select( "((Trade='Short')and([%Profit] > 0))" );
- //      summary[ "Value" ] = DataRows.Length;
- //    }
- //    private void getSummaryTable_setRow_AverageShortTradePercentageReturn( DataRow summary )
- //    {
- //      summary[ "Information" ] = "Average short trade % Return";
- //      double avgReturn =
- //        (double) this.accountReport.RoundTrades.DataTable.Compute( "avg([%Profit])" , "(Trade='Short')" );
- //      summary[ "Value" ] = avgReturn;
- //    }
- //    private void getSummary_setRow( DataTable summaryDataTable ,
- //      getSummaryTable_setRow getSummaryTable_setRow_object )
- //    {
- //      DataRow summary = summaryDataTable.NewRow();
- //      getSummaryTable_setRow_object( summary );
- //      summaryDataTable.Rows.Add( summary );
- //    }
      private void getSummary_setRow( SummaryRow summaryRow , DataTable summaryDataTable )
      {
--- 54,57 ----

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

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1:/tmp/cvs-serv9973/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	ReturnOnAccount.cs 
Log Message:
The class ReturnOnAccount assigns
the corresponding Summary's property.

Index: ReturnOnAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/ReturnOnAccount.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** ReturnOnAccount.cs	10 Nov 2003 21:35:52 -0000	1.1
--- ReturnOnAccount.cs	28 Nov 2003 16:12:06 -0000	1.2
***************
*** 12,17 ****
  		public ReturnOnAccount( Summary summary )
  		{
        this.rowDescription = "Return on account";
!       this.rowValue = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl ) * 100;
      }
  	}
--- 12,18 ----
  		public ReturnOnAccount( Summary summary )
  		{
+       summary.ReturnOnAccount = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl ) * 100;
        this.rowDescription = "Return on account";
!       this.rowValue = summary.ReturnOnAccount;
      }
  	}

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

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting
In directory sc8-pr-cvs1:/tmp/cvs-serv9074/b4_Business/a1_Financial/a2_Accounting/h5_Reporting

Modified Files:
	ReportTable.cs 
Log Message:
The last inserted constructor has been
fixed: the private variable
dataTable now is constructed

Index: ReportTable.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/ReportTable.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** ReportTable.cs	8 Nov 2003 20:55:54 -0000	1.2
--- ReportTable.cs	28 Nov 2003 16:06:20 -0000	1.3
***************
*** 52,55 ****
--- 52,56 ----
      {
        this.name = name;
+       this.dataTable = new DataTable( name );
      }
    }

[Quantproject-developers] QuantProject/b5_Presentation/MicrosoftExcel ExcelManager.cs,1.1.1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/MicrosoftExcel
In directory sc8-pr-cvs1:/tmp/cvs-serv7010/b5_Presentation/MicrosoftExcel

Modified Files:
	ExcelManager.cs 
Log Message:
- The Add method for the ExcelManager class has
been overridden: now you can add a single ReportTable

Index: ExcelManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/MicrosoftExcel/ExcelManager.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** ExcelManager.cs	13 Oct 2003 21:59:38 -0000	1.1.1.1
--- ExcelManager.cs	28 Nov 2003 15:58:19 -0000	1.2
***************
*** 45,48 ****
--- 45,52 ----
  			//
  		}
+     public static void Add( ReportTable reportTable )
+     {
+       reportTables.Add( reportTable );
+     }
      public static void Add( AccountReport accountReport )
      {

[Quantproject-developers] QuantProject/b4_Business/a3_Testing BackTester.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing
In directory sc8-pr-cvs1:/tmp/cvs-serv6110/b4_Business/a3_Testing

Modified Files:
	BackTester.cs 
Log Message:
-The BackTester class now is an abstract class
- A public Name property has been added to the BackTester class

Index: BackTester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing/BackTester.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** BackTester.cs	25 Nov 2003 16:18:25 -0000	1.1
--- BackTester.cs	28 Nov 2003 15:52:31 -0000	1.2
***************
*** 3,6 ****
--- 3,7 ----
  using QuantProject.ADT;
  using QuantProject.Business.Financial.Accounting;
+ using QuantProject.Business.Strategies;
  
  namespace QuantProject.Business.Testing
***************
*** 9,15 ****
  	/// Summary description for BackTester.
  	/// </summary>
! 	public class BackTester : Optimizable
  	{
      private Account account = new Account();
  
      public Account Account
--- 10,17 ----
  	/// Summary description for BackTester.
  	/// </summary>
! 	public abstract class BackTester : Optimizable
  	{
      private Account account = new Account();
+     public string Name;
  
      public Account Account
***************
*** 18,22 ****
        set { account = value; }
      }
! 		public BackTester()
  		{
  			//
--- 20,26 ----
        set { account = value; }
      }
!     public TradingSystems TradingSystems = new TradingSystems();
! 
!     public BackTester()
  		{
  			//
***************
*** 28,31 ****
--- 32,36 ----
        return 0;
      }
+     public abstract void Test();
  	}
  }

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

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1:/tmp/cvs-serv5564/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows

Modified Files:
	AnnualSystemPercentageReturn.cs 
Log Message:
The class AnnualSystemPercentageReturn assigns
the corresponding Summary's property.

Index: AnnualSystemPercentageReturn.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/AnnualSystemPercentageReturn.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** AnnualSystemPercentageReturn.cs	16 Nov 2003 17:18:45 -0000	1.1
--- AnnualSystemPercentageReturn.cs	28 Nov 2003 15:49:31 -0000	1.2
***************
*** 15,21 ****
  		{
        double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
!       this.rowDescription = "Annual system % return";
!       this.rowValue = ( ( Math.Pow( 1 + totalROA ,
          1.0 / ( (double)summary.IntervalDays/365.0 ) ) ) - 1 ) * 100;
      }
  	}
--- 15,22 ----
  		{
        double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
!       summary.AnnualSystemPercentageReturn = ( ( Math.Pow( 1 + totalROA ,
          1.0 / ( (double)summary.IntervalDays/365.0 ) ) ) - 1 ) * 100;
+       this.rowDescription = "Annual system % return";
+       this.rowValue = summary.AnnualSystemPercentageReturn;
      }
  	}