quantproject-developers

[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator PVOLogItem.cs, 1.6, 1.7 PVOPositions.cs, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv29956/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator

Modified Files:
	PVOLogItem.cs PVOPositions.cs 
Log Message:
A property in PVOPositions class has been renamed.

Index: PVOPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOPositions.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** PVOPositions.cs	12 Jan 2009 18:11:01 -0000	1.5
--- PVOPositions.cs	13 Mar 2009 15:11:23 -0000	1.6
***************
*** 43,47 ****
  		private double oversoldThreshold;
  		private double overboughtThreshold;
! 		private int numDaysForOscillatingPeriod;
  		private int generation;
  		
--- 43,47 ----
  		private double oversoldThreshold;
  		private double overboughtThreshold;
! 		private int numOfDaysOrMinutesForOscillatingPeriod;
  		private int generation;
  		
***************
*** 59,65 ****
  			set{this.overboughtThreshold = value;}
  		}
! 		public int NumDaysForOscillatingPeriod
  		{
! 			get{return this.numDaysForOscillatingPeriod;}
  		}
  		
--- 59,65 ----
  			set{this.overboughtThreshold = value;}
  		}
! 		public int NumOfDaysOrMinutesForOscillatingPeriod
  		{
! 			get{return this.numOfDaysOrMinutesForOscillatingPeriod;}
  		}
  		
***************
*** 78,82 ****
  			                        this.OversoldThreshold,
  			                        this.overboughtThreshold,
! 			                        this.numDaysForOscillatingPeriod);
  		}
  
--- 78,82 ----
  			                        this.OversoldThreshold,
  			                        this.overboughtThreshold,
! 			                        this.numOfDaysOrMinutesForOscillatingPeriod);
  		}
  
***************
*** 96,100 ****
  			this.oversoldThreshold = oversoldThreshold;
  			this.overboughtThreshold = overboughtThreshold;
! 			this.numDaysForOscillatingPeriod = numDaysForOscillatingPeriod;
  			this.generation = -1;
  		}
--- 96,100 ----
  			this.oversoldThreshold = oversoldThreshold;
  			this.overboughtThreshold = overboughtThreshold;
! 			this.numOfDaysOrMinutesForOscillatingPeriod = numDaysForOscillatingPeriod;
  			this.generation = -1;
  		}

Index: PVOLogItem.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOLogItem.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** PVOLogItem.cs	12 Nov 2008 20:42:39 -0000	1.6
--- PVOLogItem.cs	13 Mar 2009 15:11:23 -0000	1.7
***************
*** 160,164 ****
  			// objects that use it)
  			int numDaysForOscillatingPeriodForChooser =
! 				((PVOPositions)this.BestPVOPositionsInSample[0]).NumDaysForOscillatingPeriod;
  			int	numberOfPortfolioPositions =
  				this.BestPVOPositionsInSample[0].WeightedPositions.Count;
--- 160,164 ----
  			// objects that use it)
  			int numDaysForOscillatingPeriodForChooser =
! 				((PVOPositions)this.BestPVOPositionsInSample[0]).NumOfDaysOrMinutesForOscillatingPeriod;
  			int	numberOfPortfolioPositions =
  				this.BestPVOPositionsInSample[0].WeightedPositions.Count;

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

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv29370/b4_Business/a07_DataProviders

Added Files:
	HistoricalBarInterpolatingProvider.cs 
Log Message:
HistoricalBarInterpolatingProvider has been added:
the interpolation method is very simple (it should be used only during
in sample optimization).

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

HistoricalBarInterpolatingProvider.cs
Copyright (C) 2009
Marco Milletti

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

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

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

using System;
using System.Data;

using QuantProject.ADT.Timing;
using QuantProject.Data.DataTables;
using QuantProject.Data.DataProviders.Bars;
using QuantProject.Data.DataProviders.Bars.Caching;

namespace QuantProject.Business.DataProviders
{
	/// <summary>
	/// Returns historical bars. When a bar is missing for a given time,
	/// an interpolated value is returned (just the average of previous market value
	/// and next market value). If only previous or next is available, the
	/// available value is returned
	/// </summary>
	[Serializable]
	public class HistoricalBarInterpolatingProvider : HistoricalMarketValueProvider
	{
		protected QuantProject.Data.DataProviders.Bars.HistoricalBarProvider
			historicalBarProvider;
		protected DataTable barsForDayForTicker;
		protected DateTime currentDate;
		protected string currentTicker;
		
		public HistoricalBarInterpolatingProvider( IBarCache barCache )
		{
			this.historicalBarProvider =
				new QuantProject.Data.DataProviders.Bars.HistoricalBarProvider(
					barCache );
		}
		
		#region oldImplementation getValuesOfPrevious Next
//		private double getMarketValue_getValueOfTheFirstNextMinuteAvailable(string ticker , 
//		                                               DateTime dateTime )
//		{
//			double marketValue = double.MinValue;
//			DateTime nextDateTime = dateTime.AddMinutes(1);
//			DateTime closingTime = 
//				Time.GetDateTimeFromMerge( dateTime, new Time(16,0,0) );
//			while( nextDateTime.CompareTo(closingTime) <= 0 && 
//			       marketValue == double.MinValue )
//			{
//				if( this.historicalBarProvider.WasExchanged(ticker, nextDateTime) )
//					marketValue = this.historicalBarProvider.GetMarketValue(ticker, nextDateTime);
//				else
//					nextDateTime = nextDateTime.AddMinutes(1);
//			}
//			return marketValue;
//		}
//		
//		private double getMarketValue_getValueOfTheFirstPreviousMinuteAvailable(string ticker , 
//		                                               DateTime dateTime )
//		{
//			double marketValue = double.MinValue;
//			DateTime previousDateTime = dateTime.AddMinutes(-1);
//			DateTime openingTime = 
//				Time.GetDateTimeFromMerge( dateTime, new Time(9,30,0) );
//			while( previousDateTime.CompareTo(openingTime) >= 0 && 
//			       marketValue == double.MinValue )
//			{
//				if( this.historicalBarProvider.WasExchanged(ticker, previousDateTime) )
//					marketValue = this.historicalBarProvider.GetMarketValue(ticker, previousDateTime);
//				else
//					previousDateTime = previousDateTime.AddMinutes(-1);
//			}
//			return marketValue;
//		}
		#endregion
		
		private double getInterpolatedValue_getValueOfTheFirstNextMinuteAvailable(string ticker , 
		                                               DateTime dateTime )
		{
			double returnValue = double.MinValue;
			Bars barsFromNextMinuteOfDateTimeToClose =
				new Bars(ticker, dateTime, dateTime, 
				         new Time(dateTime).AddMinutes(1),
				         new Time(16,0,0), 60);
			if( barsFromNextMinuteOfDateTimeToClose.Rows.Count > 0 )
				returnValue = 
					barsFromNextMinuteOfDateTimeToClose.GetFirstValidOpen(dateTime);
			return returnValue;
		}
		
		private double getInterpolatedValue_getValueOfTheFirstPreviousMinuteAvailable(string ticker , 
		                                               DateTime dateTime )
		{
			double returnValue = double.MinValue;
			Bars barsFromOpenToPrecedingMinuteOfDateTime =
				new Bars(ticker, dateTime, dateTime,
				         new Time(9,30,0),
				         new Time(dateTime).AddMinutes(-1), 60);
			if( barsFromOpenToPrecedingMinuteOfDateTime.Rows.Count > 0 )
				returnValue = 
					barsFromOpenToPrecedingMinuteOfDateTime.GetFirstValidOpen(dateTime);
			return returnValue;
		}
		
		private double getInterpolatedValue_getInterpolatedOrThePreviousOrTheNextValue(double previousMarketValue,
		                                                                      double nextMarketValue)
		{
			double returnValue = 0.0;
			if(previousMarketValue == double.MinValue && 
			   nextMarketValue != double.MinValue)
					returnValue = nextMarketValue;
			else if(previousMarketValue != double.MinValue && 
			        nextMarketValue == double.MinValue)
					returnValue = previousMarketValue;
			else if(previousMarketValue != double.MinValue && 
			        nextMarketValue != double.MinValue)
					returnValue = (previousMarketValue + nextMarketValue)/2;
			return returnValue;
		}
		
		protected virtual double getInterpolatedValue(string ticker ,
																								  DateTime dateTime)
		{
			double previousMarketValue =
					this.getInterpolatedValue_getValueOfTheFirstPreviousMinuteAvailable(ticker , dateTime);
			double nextMarketValue = 
					this.getInterpolatedValue_getValueOfTheFirstNextMinuteAvailable(ticker , dateTime);
			return
					this.getInterpolatedValue_getInterpolatedOrThePreviousOrTheNextValue(previousMarketValue, nextMarketValue);
		}
		
		public override double GetMarketValue(
			string ticker ,
			DateTime dateTime )
		{
			double marketValue = 0.0;
			if ( this.historicalBarProvider.WasExchanged( ticker , dateTime ) )
				marketValue = this.historicalBarProvider.GetMarketValue(
					ticker , dateTime );
			else
			{
				marketValue = this.getInterpolatedValue(ticker, dateTime);
			}
			return marketValue;
		}
		
		protected override string getDescription()
		{
			return "barInterpolatingProvider";
		}
		
		private void wasExchanged_setBarsForDayForTickerIfNecessary(string ticker, DateTime dateTime)
		{
			if( this.currentTicker != ticker || this.currentDate != dateTime )
			{	
				this.currentDate = dateTime;
				this.currentTicker = ticker;
				this.barsForDayForTicker =
					QuantProject.DataAccess.Tables.Bars.GetTickerBars(ticker,
                                  Time.GetDateTimeFromMerge(dateTime, new Time(9,30,0)),
                                  Time.GetDateTimeFromMerge(dateTime, new Time(16,0,0)),
                                  60 );
			}
		}
		//it returns true just if there is a 
		//bar for the day in dateTime
		public override bool WasExchanged(string ticker, DateTime dateTime)
		{
			bool returnValue = false;
			this.wasExchanged_setBarsForDayForTickerIfNecessary(ticker, dateTime);
			if( this.barsForDayForTicker.Rows.Count > 0 )
				returnValue = true;
			return returnValue;
		}
	}
}

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/returnsManagement/time ReturnIntervals.cs, 1.10, 1.11

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv28571/b4_Business/a2_Strategies/returnsManagement/time

Modified Files:
	ReturnIntervals.cs 
Log Message:
no message

Index: ReturnIntervals.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/returnsManagement/time/ReturnIntervals.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** ReturnIntervals.cs	28 Feb 2009 18:43:16 -0000	1.10
--- ReturnIntervals.cs	13 Mar 2009 15:05:42 -0000	1.11
***************
*** 153,157 ****
  				firstDateTime ,	lastDateTime, benchmark, intervalLength );
  		}
! 		
  		/// <summary>
  		/// Use this constructor if you want to create an empty
--- 153,157 ----
  				firstDateTime ,	lastDateTime, benchmark, intervalLength );
  		}
! 				          
  		/// <summary>
  		/// Use this constructor if you want to create an empty

[Quantproject-developers] QuantProject/b2_DataAccess/Tables Bars.cs, 1.9, 1.10

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

Update of /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv28257/b2_DataAccess/Tables

Modified Files:
	Bars.cs 
Log Message:
Some bugs have been fixed

Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b2_DataAccess/Tables/Bars.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** Bars.cs	8 Feb 2009 16:43:34 -0000	1.9
--- Bars.cs	13 Mar 2009 15:04:23 -0000	1.10
***************
*** 268,276 ****
  		                                      DateTime lastBarDateTime, int intervalFrameInSeconds)
  		{
! 			string sql = "select * from bars " +
  				"where " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
! 				"and " + Bars.DateTimeForOpen + " between " + SQLBuilder.GetDateConstant(firstBarDateTime) + " " +
! 				"and " + SQLBuilder.GetDateConstant(lastBarDateTime) + " " +
  				"order by " + Bars.DateTimeForOpen;
  			return SqlExecutor.GetDataTable( sql );
--- 268,278 ----
  		                                      DateTime lastBarDateTime, int intervalFrameInSeconds)
  		{
! 			string sql = "select " + 
! 				Bars.Open + "," + Bars.Low + "," + Bars.High + "," + Bars.Close +   
! 				" from bars " +
  				"where " + Bars.TickerFieldName + "='" + ticker + "' and " +
  				Bars.IntervalFrameInSeconds + "='" + intervalFrameInSeconds + "' " +
! 				"and " + Bars.DateTimeForOpen + " between " + SQLBuilder.GetDateTimeConstant(firstBarDateTime) + " " +
! 				"and " + SQLBuilder.GetDateTimeConstant(lastBarDateTime) + " " +
  				"order by " + Bars.DateTimeForOpen;
  			return SqlExecutor.GetDataTable( sql );
***************
*** 382,386 ****
  		{
  			string sql =
! 				"select baDateTimeForOpen from bars " +
  				"where (baTicker='" + ticker + "') and " +
  				"(baInterval=" + intervalFrameInSeconds + ") and" +
--- 384,388 ----
  		{
  			string sql =
! 				"select baDateTimeForOpen, baOpen, baHigh, baLow, baClose from bars " +
  				"where (baTicker='" + ticker + "') and " +
  				"(baInterval=" + intervalFrameInSeconds + ") and" +

[Quantproject-developers] QuantProject/b3_Data/DataTables Bars.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataTables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv28257/b3_Data/DataTables

Modified Files:
	Bars.cs 
Log Message:
Some bugs have been fixed

Index: Bars.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataTables/Bars.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Bars.cs	7 Jan 2009 23:23:54 -0000	1.6
--- Bars.cs	13 Mar 2009 15:04:23 -0000	1.7
***************
*** 211,214 ****
--- 211,256 ----
  		}
  		
+ 		/// <summary>
+ 		/// returns the days when the ticker was exchanged for at least
+ 		/// the given number of bars of the given interval in seconds,
+ 		/// within the given date time interval
+ 		/// </summary>
+ 		/// <param name="ticker"></param>
+ 		/// <param name="firstDateTime">begin interval</param>
+ 		/// <param name="lastDateTime">end interval</param>
+ 		/// <param name="intervalFrameInSeconds">interval frame in seconds for the ticker's bars</param>
+ 		/// <param name="minimumNumberOfBarsForEachMarketDay">a day is returned only if 
+ 		/// the day's bars are equal or greater than the minimumNumberOfBars</param>
+ 		/// <returns>History of days with minimumNumberOfBars in each</returns>
+ 		public static History GetMarketDays( string ticker ,
+                                          DateTime firstDateTime ,
+                                          DateTime lastDateTime,
+                                          int intervalFrameInSeconds , 
+                                          int minimumNumberOfBarsForEachMarketDay )
+ 
+ 		{
+ 			History marketDaysToBeReturned = new History();
+ 			DateTime marketDayToCheck =
+ 				Time.GetDateTimeFromMerge( firstDateTime, new Time(9,30,0) );
+ 			DataTable barsForMarketDayToBeReturned;
+ 			while( marketDayToCheck.CompareTo(lastDateTime) <= 0 )
+ 			{
+ 				barsForMarketDayToBeReturned = 
+ 					QuantProject.DataAccess.Tables.Bars.GetTickerBars(ticker, marketDayToCheck,
+ 					                                                  Time.GetDateTimeFromMerge(marketDayToCheck, new Time(16,0,0)),
+ 					                                                  intervalFrameInSeconds);
+ 				if (barsForMarketDayToBeReturned.Rows.Count >= minimumNumberOfBarsForEachMarketDay)
+ 				{
+ 					DateTime dayToAdd = 
+ 						Time.GetDateTimeFromMerge(marketDayToCheck, new Time(0,0,0));
+ 					marketDaysToBeReturned.Add(	dayToAdd, dayToAdd	);
+ 				}
+ 				marketDayToCheck =
+ 					marketDayToCheck.AddDays(1);
+ 			}
+ 			return marketDaysToBeReturned;
+ 		}
+ 		
+ 		
  		#region GetMarketDateTimes
  		
***************
*** 488,492 ****
  			{
  				this.history = new History();
! 				this.history.Import( this , Bars.DateTimeForOpen , Bars.Close );
  			}
  		}
--- 530,534 ----
  			{
  				this.history = new History();
! 				this.history.Import( this , Bars.DateTimeForOpen , Bars.DateTimeForOpen );
  			}
  		}
***************
*** 599,603 ****
  				return this.GetBarDateTimeOrFollowing(dateTime);
  			}
! 			else
  			{
  				return this.GetBarDateTimeOrPreceding(dateTime);
--- 641,645 ----
  				return this.GetBarDateTimeOrFollowing(dateTime);
  			}
! 			else//dateTime > endDateTime
  			{
  				return this.GetBarDateTimeOrPreceding(dateTime);
***************
*** 648,652 ****
  		/// </summary>
  		/// <returns></returns>
! 		public float GetFirstValidOpen(DateTime dateTime )
  		{
  			object[] keys = new object[1];
--- 690,694 ----
  		/// </summary>
  		/// <returns></returns>
! 		public double GetFirstValidOpen(DateTime dateTime )
  		{
  			object[] keys = new object[1];
***************
*** 655,659 ****
  			if(foundRow==null)
  				throw new Exception("No bar for such a dateTime!");
! 			return (float)foundRow[Bars.Open];
  		}
  	}
--- 697,701 ----
  			if(foundRow==null)
  				throw new Exception("No bar for such a dateTime!");
! 			return (double)foundRow[Bars.Open];
  		}
  	}

[Quantproject-developers] QuantProject/b3_Data/DataProviders/Bars/Caching SimpleBarCache.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars/Caching
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv27063/b3_Data/DataProviders/Bars/Caching

Modified Files:
	SimpleBarCache.cs 
Log Message:
no message

Index: SimpleBarCache.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Bars/Caching/SimpleBarCache.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** SimpleBarCache.cs	28 Feb 2009 18:44:02 -0000	1.4
--- SimpleBarCache.cs	13 Mar 2009 15:02:42 -0000	1.5
***************
*** 23,26 ****
--- 23,27 ----
  using System;
  
+ using QuantProject.ADT;
  using QuantProject.DataAccess;
  
***************
*** 28,40 ****
  {
  	/// <summary>
! 	/// It isn't really a cache: it just access to database
  	/// </summary>
  	public class SimpleBarCache : IBarCache
  	{
  		private int intervalFrameInSeconds;
  		
  		public SimpleBarCache(int intervalFrameInSeconds)
  		{
  			this.intervalFrameInSeconds = intervalFrameInSeconds;
  		}
  		
--- 29,49 ----
  {
  	/// <summary>
! 	/// It isn't really a cache: it just access the database
  	/// </summary>
  	public class SimpleBarCache : IBarCache
  	{
  		private int intervalFrameInSeconds;
+ 		private BarComponent barComponent;
+ 		
+ 		public SimpleBarCache(int intervalFrameInSeconds, BarComponent barComponent)
+ 		{
+ 			this.intervalFrameInSeconds = intervalFrameInSeconds;
+ 			this.barComponent = barComponent;
+ 		}
  		
  		public SimpleBarCache(int intervalFrameInSeconds)
  		{
  			this.intervalFrameInSeconds = intervalFrameInSeconds;
+ 			this.barComponent = BarComponent.Open;
  		}
  		
***************
*** 51,56 ****
  			try
  			{
! 				returnValue = 
! 					QuantProject.DataAccess.Tables.Bars.GetOpen( ticker , dateTime , this.intervalFrameInSeconds );
  			}
  			catch( EmptyQueryException ex )
--- 60,82 ----
  			try
  			{
! 				switch (this.barComponent)
!     		{
! 		  		case BarComponent.Open :
! 						returnValue = QuantProject.DataAccess.Tables.Bars.GetOpen( ticker , dateTime , this.intervalFrameInSeconds );
! 						break;
! 					case BarComponent.Close :
! 						returnValue = QuantProject.DataAccess.Tables.Bars.GetClose( ticker , dateTime , this.intervalFrameInSeconds );
! 						break;
! 					case BarComponent.High :
! 						returnValue = QuantProject.DataAccess.Tables.Bars.GetHigh( ticker , dateTime , this.intervalFrameInSeconds );
! 						break;
! 					case BarComponent.Low :
! 						returnValue = QuantProject.DataAccess.Tables.Bars.GetLow( ticker , dateTime , this.intervalFrameInSeconds );
! 						break;
! 					//this line should never be reached!
! 					default:
! 						returnValue = QuantProject.DataAccess.Tables.Bars.GetOpen( ticker , dateTime , this.intervalFrameInSeconds );
! 						break;
!       	}
  			}
  			catch( EmptyQueryException ex )

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

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv17170/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Transactions.cs 
Log Message:
Bug fixed: the column "TransactionType" has been added back to the DataTable (the previous revision introduced the bug, that lead to an exception thrown when the Report was built)

Index: Transactions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Transactions.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** Transactions.cs	9 Mar 2009 17:46:50 -0000	1.6
--- Transactions.cs	10 Mar 2009 23:17:45 -0000	1.7
***************
*** 30,33 ****
--- 30,34 ----
    			Transactions.FieldNameForDateTime , Type.GetType( "System.DateTime" ) );
  //      transactionsDataTable.Columns.Add( "BarComponent" , Type.GetType( "System.String" ) );
+ 		transactionsDataTable.Columns.Add( "TransactionType"  , Type.GetType( "System.String" ) );
        transactionsDataTable.Columns.Add(
  	Transactions.FieldNameForTicker  , Type.GetType( "System.String" ) );

[Quantproject-developers] QuantProject/b5_Presentation HistoriesViewer.cs, 1.1, 1.2 HistoriesViewer.Designer.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv21140/b5_Presentation

Modified Files:
	HistoriesViewer.cs HistoriesViewer.Designer.cs 
Log Message:
- the form title is a parameter, now
- the chart is fill-docked to the form, now
- the form has been resized

Index: HistoriesViewer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/HistoriesViewer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** HistoriesViewer.cs	28 Feb 2009 18:18:11 -0000	1.1
--- HistoriesViewer.cs	9 Mar 2009 22:48:25 -0000	1.2
***************
*** 40,44 ****
  		private Chart chart;
  		
! 		public HistoriesViewer()
  		{
  			//
--- 40,44 ----
  		private Chart chart;
  		
! 		public HistoriesViewer( string formTitle )
  		{
  			//
***************
*** 47,50 ****
--- 47,51 ----
  			InitializeComponent();
  			
+ 			this.Text = formTitle;
  			this.addChart();
  		}
***************
*** 53,56 ****
--- 54,58 ----
  		{
  			this.chart = new Chart();
+ 			this.chart.Dock = DockStyle.Fill;
  			this.Controls.Add( chart );
  		}
***************
*** 60,105 ****
  			this.chart.Add( historyToBePlotted , color );
  		}
- 		
- //		#region buildTheForm
- //
- //		private void addChart()
- //		{
- //			Chart chart = new Chart();
- //			this.Controls.Add( chart );
- //		}
- //
- //		#region populateChart
- //
- //		#region addChart
- //
- //		#region getHistoryToBePlotted
- //		private History getHistoryToBePlotted( WeightedPosition weightedPosition )
- //		{
- //
- //		}
- //		#endregion getHistoryToBePlotted
- //
- //		private void addHistory( WeightedPosition weightedPosition )
- //		{
- //			History historyToBePlotted =
- //				this.getHistoryToBePlotted( weightedPosition );
- //			this.addHistory( historyToBePlotted );
- //		}
- //		#endregion addChart
- //
- //		private void populateChart()
- //		{
- //			foreach ( WeightedPosition weightedPosition in
- //			         this.pairsTradingTestingPositions.WeightedPositions )
- //				this.addHistory( weightedPosition );
- //		}
- //		#endregion populateChart
- //
- //		private void buildTheForm()
- //		{
- //			this.addChart();
- //			this.populateChart();
- //		}
- //		#endregion buildTheForm
  	}
  }
--- 62,65 ----

Index: HistoriesViewer.Designer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/HistoriesViewer.Designer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** HistoriesViewer.Designer.cs	28 Feb 2009 18:18:11 -0000	1.1
--- HistoriesViewer.Designer.cs	9 Mar 2009 22:48:26 -0000	1.2
***************
*** 1,3 ****
! /*
  QuantProject - Quantitative Finance Library
  
--- 1,3 ----
! /*
  QuantProject - Quantitative Finance Library
  
***************
*** 53,62 ****
  			this.SuspendLayout();
  			// 
! 			// PairsTradingStudio
  			// 
  			this.AutoScaleDimensions = new System.Drawing.SizeF(6F, 13F);
  			this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
! 			this.ClientSize = new System.Drawing.Size(787, 403);
! 			this.Name = "PairsTradingStudio";
  			this.Text = "PairsTradingVisualForm";
  			this.ResumeLayout(false);
--- 53,62 ----
  			this.SuspendLayout();
  			// 
! 			// HistoriesViewer
  			// 
  			this.AutoScaleDimensions = new System.Drawing.SizeF(6F, 13F);
  			this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
! 			this.ClientSize = new System.Drawing.Size(333, 309);
! 			this.Name = "HistoriesViewer";
  			this.Text = "PairsTradingVisualForm";
  			this.ResumeLayout(false);

[Quantproject-developers] QuantProject/b7_Scripts Scripts_SD.csproj, 1.37, 1.38

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv18380/b7_Scripts

Modified Files:
	Scripts_SD.csproj 
Log Message:
- WalkForwardTesting\PairsTrading\Logging\PairsViewer.cs has been moved to WalkForwardTesting\PairsTrading\Logging\PairsViewer\PairsViewer.cs
- WalkForwardTesting\PairsTrading\Logging\PairsViewer\ReturnsComputer.cs has been added

Index: Scripts_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/Scripts_SD.csproj,v
retrieving revision 1.37
retrieving revision 1.38
diff -C2 -d -r1.37 -r1.38
*** Scripts_SD.csproj	7 Mar 2009 04:22:06 -0000	1.37
--- Scripts_SD.csproj	9 Mar 2009 22:44:33 -0000	1.38
***************
*** 127,134 ****
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsTradingLogItem.cs" />
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsTradingSerializedReportViewer.cs" />
!     <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsViewer.cs" />
!     <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsViewer.Designer.cs">
        <DependentUpon>PairsViewer.cs</DependentUpon>
      </Compile>
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositionsEndOfDayInSample.cs" />
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositions.cs" />
--- 127,135 ----
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsTradingLogItem.cs" />
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsTradingSerializedReportViewer.cs" />
!     <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsViewer\PairsViewer.cs" />
!     <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsViewer\PairsViewer.Designer.cs">
        <DependentUpon>PairsViewer.cs</DependentUpon>
      </Compile>
+     <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsViewer\ReturnsComputer.cs" />
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositionsEndOfDayInSample.cs" />
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositions.cs" />
***************
*** 313,316 ****
--- 314,318 ----
      <Folder Include="WalkForwardTesting\PairsTrading\Logging" />
      <Folder Include="WalkForwardTesting\PairsTrading\ExitStrategies" />
+     <Folder Include="WalkForwardTesting\PairsTrading\Logging\PairsViewer" />
      <Folder Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers" />
      <Folder Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers\InefficiencyCorrectionDetecion" />

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer ReturnsComputer.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv17668/PairsViewer

Added Files:
	ReturnsComputer.cs 
Log Message:
Computes returns to be shown by the PairsViewer

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

ReturnsComputer.cs
Copyright (C) 2009
Glauco Siliprandi

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

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

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

using System;

using QuantProject.ADT.Histories;
using QuantProject.Business.DataProviders;
using QuantProject.Business.Strategies;
using QuantProject.Business.Timing;

namespace QuantProject.Scripts.WalkForwardTesting.PairsTrading
{
	/// <summary>
	/// Computes returns to be shown by the PairsViewer
	/// </summary>
	public class ReturnsComputer
	{
		private HistoricalMarketValueProvider historicalMarketValueProvider;
		
		private DateTime lastComputedIntervalBeginDateTime;
		private string currentTicker;
		private double marketValueAtTheIntervalBegin;
		
		public ReturnsComputer( HistoricalMarketValueProvider historicalMarketValueProvider )
		{
			this.historicalMarketValueProvider = historicalMarketValueProvider;
			
			this.lastComputedIntervalBeginDateTime = DateTime.MinValue;
			this.currentTicker = "undefinedValue_itHasToBeInitialized";
		}
		
		#region getReturns
		
		#region addReturnsToHistory
		
		#region addReturnToHistory
		
		#region getMarketValueAtTheIntervalBegin
		
		#region updateCacheValuesForIntervalBeginIfTheCase
		
		#region updateCacheValueForIntervalBeginDateTime
		protected virtual DateTime getIntervalBeginDateTime( DateTime dateTime )
		{
			DateTime yesterday = dateTime.AddDays( -1 );
			DateTime yesterdayAtClose = HistoricalEndOfDayTimer.GetMarketClose( yesterday );
			DateTime intervalBeginDateTime = yesterdayAtClose.AddMinutes( -1 );
			return intervalBeginDateTime;
		}
		private bool updateLastComputedIntervalBeginDateTime( DateTime dateTime )
		{
			DateTime intervalBeginDateTime = this.getIntervalBeginDateTime( dateTime );
			bool isUpdated = ( intervalBeginDateTime != this.lastComputedIntervalBeginDateTime );
			if ( isUpdated )
				// the interval begin has changed since the last return calculation
				this.lastComputedIntervalBeginDateTime = intervalBeginDateTime;
			return isUpdated;
		}
		#endregion updateCacheValueForIntervalBeginDateTime
		
		private bool updateCurrentTicker( WeightedPosition weightedPosition )
		{
			bool isUpdated = ( this.currentTicker != weightedPosition.Ticker );
			if ( isUpdated )
				// the ticker has changed since the last return calculation
				this.currentTicker = weightedPosition.Ticker;
			return isUpdated;			
		}
		
		private void updateCacheValuesForIntervalBeginIfTheCase(
			DateTime dateTime , WeightedPosition weightedPosition )
		{
			bool isIntervalBeginDateTimeUpdated =
				this.updateLastComputedIntervalBeginDateTime( dateTime );
			bool isCurrentTickerUpdated = this.updateCurrentTicker( weightedPosition );
			if ( isIntervalBeginDateTimeUpdated || isCurrentTickerUpdated )
				// either the interval begin or the ticker has been updated
				this.marketValueAtTheIntervalBegin =
					this.historicalMarketValueProvider.GetMarketValue(
						this.currentTicker ,
						this.lastComputedIntervalBeginDateTime );
		}
		#endregion updateCacheValuesForIntervalBeginIfTheCase
		
		protected virtual double getMarketValueAtTheIntervalBegin(
			DateTime dateTime , WeightedPosition weightedPosition )
		{
			this.updateCacheValuesForIntervalBeginIfTheCase( dateTime , weightedPosition );
			return this.marketValueAtTheIntervalBegin;
		}
		#endregion getMarketValueAtTheIntervalBegin
		
		private void addReturnToHistory(
			DateTime dateTime , WeightedPosition weightedPosition ,
			History marketValuesForTheWeightedPosition , History returns )
		{
			double marketValueAtTheIntervalBegin = this.getMarketValueAtTheIntervalBegin(
				dateTime , weightedPosition );
			double marketValueAtTheIntervalEnd =
				(double)marketValuesForTheWeightedPosition[ dateTime ];
			double currentReturn = marketValueAtTheIntervalEnd / marketValueAtTheIntervalBegin - 1;
			returns.Add( dateTime , currentReturn );
		}
		#endregion addReturnToHistory
		
		private void addReturnsToHistory(
			WeightedPosition weightedPosition , History marketValuesForTheWeightedPosition ,
			History returns )
		{
			foreach ( DateTime dateTime in marketValuesForTheWeightedPosition.Keys )
				this.addReturnToHistory(
					dateTime , weightedPosition , marketValuesForTheWeightedPosition , returns );
		}
		#endregion addReturnsToHistory
		
		/// <summary>
		/// returns the history of returns
		/// </summary>
		/// <param name="weightedPosition"></param>
		/// <param name="marketValuesForTheWeightedPosition"></param>
		/// <returns></returns>
		public History GetReturns(
			WeightedPosition weightedPosition , History marketValuesForTheWeightedPosition )
		{
			History returns = new History();
			this.addReturnsToHistory(
				weightedPosition , marketValuesForTheWeightedPosition , returns );
			return returns;
		}
		#endregion getReturns
	}
}

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer PairsViewer.cs, NONE, 1.1 PairsViewer.Designer.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv17404/PairsViewer

Added Files:
	PairsViewer.cs PairsViewer.Designer.cs 
Log Message:
WalkForwardTesting\PairsTrading\Logging\PairsViewer.cs has been moved to WalkForwardTesting\PairsTrading\Logging\PairsViewer\PairsViewer.cs

--- NEW FILE: PairsViewer.Designer.cs ---
(This appears to be a binary file; contents omitted.)

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

PairsViewer.cs
Copyright (C) 2009
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.Drawing;
using System.Windows.Forms;

using QuantProject.ADT.Histories;
using QuantProject.Business.DataProviders;
using QuantProject.Business.Strategies;
using QuantProject.Business.Timing;
using QuantProject.Presentation;

namespace QuantProject.Scripts.WalkForwardTesting.PairsTrading
{
	/// <summary>
	/// Form used to display two pairs trading candidates
	/// </summary>
	public partial class PairsViewer : Form
	{
		private HistoricalMarketValueProvider historicalMarketValueProvider;
		private	WeightedPosition firstWeightedPosition;
		private	WeightedPosition secondWeightedPosition;
		
		
		public PairsViewer(
			HistoricalMarketValueProvider historicalMarketValueProvider ,
			WeightedPosition firstWeightedPosition ,
			WeightedPosition secondWeightedPosition ,
			DateTime dateTime )
		{
			//
			// The InitializeComponent() call is required for Windows Forms designer support.
			//
			InitializeComponent();
			
			this.historicalMarketValueProvider = historicalMarketValueProvider;
			this.firstWeightedPosition = firstWeightedPosition;
			this.secondWeightedPosition = secondWeightedPosition;
			this.dateTimePickerForFirstDateTime.Value =
				this.initializeFirstDateTime( dateTime );
			this.textBoxGreenTicker.Text = firstWeightedPosition.Ticker;
			this.textBoxRedTicker.Text = secondWeightedPosition.Ticker;
			
			this.dateTimePickerForLastDateTime.Value = this.initializeLastDateTime();
		}
		
		private DateTime initializeFirstDateTime( DateTime dateTime )
		{
			DateTime firstDateTime = dateTime.AddMinutes( -10 );
//				HistoricalEndOfDayTimer.GetMarketOpen(
//					this.dateTimePicker.Value.AddDays( 1 ) );
			return firstDateTime;
		}
		private DateTime initializeLastDateTime()
		{
			DateTime firstDateTime = this.dateTimePickerForFirstDateTime.Value;
			DateTime lastDateTime =
				HistoricalEndOfDayTimer.GetMarketClose( firstDateTime );
			return lastDateTime;
		}
		
		#region ButtonShowClick
		
		#region getHistory
		
		#region addItemsToHistory

		private void addItemToHistory(
			WeightedPosition weightedPosition , DateTime dateTime , History history )
		{
			try
			{
				double marketValue = this.historicalMarketValueProvider.GetMarketValue(
					weightedPosition.Ticker , dateTime );
				history.Add( dateTime , marketValue );
			}
			catch( TickerNotExchangedException tickerNotExchangedException )
			{
				string toAvoidWarning = tickerNotExchangedException.Message;
			}
		}
		private void addItemsToHistory( WeightedPosition weightedPosition , History history )
		{
			DateTime currentDateTime = this.dateTimePickerForFirstDateTime.Value;
			DateTime lastDateTime = this.dateTimePickerForLastDateTime.Value;
			while ( currentDateTime <= lastDateTime )
			{
				this.addItemToHistory( weightedPosition , currentDateTime , history );
				currentDateTime = currentDateTime.AddMinutes( 1 );
			}
		}
		#endregion addItemsToHistory
		
		private History getHistory( WeightedPosition weightedPosition )
		{
			History history = new History();
			this.addItemsToHistory( weightedPosition , history );
			return history;
		}
		#endregion getHistory
		
		
		#region showHistoriesPlots
		private HistoriesViewer showHistoriesPlots(
			History firstHistory , History secondHistory , string formTitle ,
			int xPosition , int yPosition )
		{
			HistoriesViewer historiesViewer =
				new HistoriesViewer( formTitle );
			historiesViewer.StartPosition = FormStartPosition.Manual;
			historiesViewer.Location = new Point( xPosition , yPosition );
			historiesViewer.Add( firstHistory , Color.Green );
			historiesViewer.Add( secondHistory , Color.Red );
			historiesViewer.Show();
			return historiesViewer;
		}
		private void showHistoriesPlots(
			History firstTickerMarketValues , History secondTickerMarketValues ,
			History firstTickerReturns , History secondTickerReturns )
		{
			HistoriesViewer historiesViewer = this.showHistoriesPlots(
				firstTickerMarketValues , secondTickerMarketValues , "Market Values ($)" ,
				this.Location.X + this.Size.Width , this.Location.Y );
			this.showHistoriesPlots(
				firstTickerReturns , secondTickerReturns , "Returns" ,
				historiesViewer.Location.X ,
				historiesViewer.Location.Y + historiesViewer.Size.Height );
		}
		#endregion showHistoriesPlots
		

		
		void ButtonShowClick(object sender, EventArgs e)
		{
			History firstTickerMarketValues = this.getHistory( this.firstWeightedPosition );
			History secondTickerMarketValues = this.getHistory(	this.secondWeightedPosition );
			ReturnsComputer returnsComputer =
				new ReturnsComputer( this.historicalMarketValueProvider );
			History firstTickerReturns =
				returnsComputer.GetReturns( this.firstWeightedPosition , firstTickerMarketValues );
			History secondTickerReturns =
				returnsComputer.GetReturns( this.secondWeightedPosition , secondTickerMarketValues );
			this.showHistoriesPlots(
				firstTickerMarketValues , secondTickerMarketValues ,
				firstTickerReturns , secondTickerReturns );
		}
		#endregion ButtonShowClick
	}
}

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging PairsViewer.cs, 1.2, NONE PairsViewer.Designer.cs, 1.2, NONE

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv16166

Removed Files:
	PairsViewer.cs PairsViewer.Designer.cs 
Log Message:
WalkForwardTesting\PairsTrading\Logging\PairsViewer.cs has been moved to WalkForwardTesting\PairsTrading\Logging\PairsViewer\PairsViewer.cs

--- PairsViewer.Designer.cs DELETED ---

--- PairsViewer.cs DELETED ---

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer - New directory

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv14405/PairsViewer

Log Message:
Directory /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer added to the repository

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Transactions.cs, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv8739/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Transactions.cs 
Log Message:
A recently introduced bug has been fixed: the "InstrumentKey" field was added twice to the DataTable

Index: Transactions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Transactions.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** Transactions.cs	7 Mar 2009 04:42:05 -0000	1.5
--- Transactions.cs	9 Mar 2009 17:46:50 -0000	1.6
***************
*** 32,36 ****
        transactionsDataTable.Columns.Add(
  	Transactions.FieldNameForTicker  , Type.GetType( "System.String" ) );
!       transactionsDataTable.Columns.Add( "InstrumentKey"  , Type.GetType( "System.String" ) );
        transactionsDataTable.Columns.Add( "Quantity"  , Type.GetType( "System.Int32" ) );
        transactionsDataTable.Columns.Add( "Price"  , Type.GetType( "System.Double" ) );
--- 32,36 ----
        transactionsDataTable.Columns.Add(
  	Transactions.FieldNameForTicker  , Type.GetType( "System.String" ) );
! //      transactionsDataTable.Columns.Add( "InstrumentKey"  , Type.GetType( "System.String" ) );
        transactionsDataTable.Columns.Add( "Quantity"  , Type.GetType( "System.Int32" ) );
        transactionsDataTable.Columns.Add( "Price"  , Type.GetType( "System.Double" ) );

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging PairsViewer.Designer.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv5368/b7_Scripts/WalkForwardTesting/PairsTrading/Logging

Modified Files:
	PairsViewer.Designer.cs 
Log Message:
- a DateTimePicker has been added to chose the final date time for the chart
- tickers are now displayed, each with its own line colour

Index: PairsViewer.Designer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer.Designer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** PairsViewer.Designer.cs	7 Mar 2009 04:20:46 -0000	1.1
--- PairsViewer.Designer.cs	9 Mar 2009 17:45:51 -0000	1.2
***************
*** 52,72 ****
  		private void InitializeComponent()
  		{
! 			this.dateTimePicker = new System.Windows.Forms.DateTimePicker();
  			this.buttonShow = new System.Windows.Forms.Button();
  			this.SuspendLayout();
  			// 
! 			// dateTimePicker
  			// 
! 			this.dateTimePicker.CustomFormat = "yyyy-MM-dd HH:mm";
! 			this.dateTimePicker.Format = System.Windows.Forms.DateTimePickerFormat.Custom;
! 			this.dateTimePicker.Location = new System.Drawing.Point(24, 47);
! 			this.dateTimePicker.Name = "dateTimePicker";
! 			this.dateTimePicker.ShowUpDown = true;
! 			this.dateTimePicker.Size = new System.Drawing.Size(256, 20);
! 			this.dateTimePicker.TabIndex = 0;
  			// 
  			// buttonShow
  			// 
! 			this.buttonShow.Location = new System.Drawing.Point(104, 131);
  			this.buttonShow.Name = "buttonShow";
  			this.buttonShow.Size = new System.Drawing.Size(75, 23);
--- 52,79 ----
  		private void InitializeComponent()
  		{
! 			this.dateTimePickerForFirstDateTime = new System.Windows.Forms.DateTimePicker();
  			this.buttonShow = new System.Windows.Forms.Button();
+ 			this.labelFirstDateTime = new System.Windows.Forms.Label();
+ 			this.labelLastDateTime = new System.Windows.Forms.Label();
+ 			this.dateTimePickerForLastDateTime = new System.Windows.Forms.DateTimePicker();
+ 			this.panelGreenTicker = new System.Windows.Forms.Panel();
+ 			this.textBoxGreenTicker = new System.Windows.Forms.TextBox();
+ 			this.textBoxRedTicker = new System.Windows.Forms.TextBox();
+ 			this.panelRedTicker = new System.Windows.Forms.Panel();
  			this.SuspendLayout();
  			// 
! 			// dateTimePickerForFirstDateTime
  			// 
! 			this.dateTimePickerForFirstDateTime.CustomFormat = "yyyy-MM-dd HH:mm";
! 			this.dateTimePickerForFirstDateTime.Format = System.Windows.Forms.DateTimePickerFormat.Custom;
! 			this.dateTimePickerForFirstDateTime.Location = new System.Drawing.Point(137, 27);
! 			this.dateTimePickerForFirstDateTime.Name = "dateTimePickerForFirstDateTime";
! 			this.dateTimePickerForFirstDateTime.ShowUpDown = true;
! 			this.dateTimePickerForFirstDateTime.Size = new System.Drawing.Size(143, 20);
! 			this.dateTimePickerForFirstDateTime.TabIndex = 0;
  			// 
  			// buttonShow
  			// 
! 			this.buttonShow.Location = new System.Drawing.Point(102, 197);
  			this.buttonShow.Name = "buttonShow";
  			this.buttonShow.Size = new System.Drawing.Size(75, 23);
***************
*** 76,79 ****
--- 83,144 ----
  			this.buttonShow.Click += new System.EventHandler(this.ButtonShowClick);
  			// 
+ 			// labelFirstDateTime
+ 			// 
+ 			this.labelFirstDateTime.Location = new System.Drawing.Point(31, 27);
+ 			this.labelFirstDateTime.Name = "labelFirstDateTime";
+ 			this.labelFirstDateTime.Size = new System.Drawing.Size(100, 23);
+ 			this.labelFirstDateTime.TabIndex = 2;
+ 			this.labelFirstDateTime.Text = "First Date Time:";
+ 			this.labelFirstDateTime.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
+ 			// 
+ 			// labelLastDateTime
+ 			// 
+ 			this.labelLastDateTime.Location = new System.Drawing.Point(31, 66);
+ 			this.labelLastDateTime.Name = "labelLastDateTime";
+ 			this.labelLastDateTime.Size = new System.Drawing.Size(100, 23);
+ 			this.labelLastDateTime.TabIndex = 4;
+ 			this.labelLastDateTime.Text = "Last Date Time:";
+ 			this.labelLastDateTime.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
+ 			// 
+ 			// dateTimePickerForLastDateTime
+ 			// 
+ 			this.dateTimePickerForLastDateTime.CustomFormat = "yyyy-MM-dd HH:mm";
+ 			this.dateTimePickerForLastDateTime.Format = System.Windows.Forms.DateTimePickerFormat.Custom;
+ 			this.dateTimePickerForLastDateTime.Location = new System.Drawing.Point(137, 66);
+ 			this.dateTimePickerForLastDateTime.Name = "dateTimePickerForLastDateTime";
+ 			this.dateTimePickerForLastDateTime.ShowUpDown = true;
+ 			this.dateTimePickerForLastDateTime.Size = new System.Drawing.Size(143, 20);
+ 			this.dateTimePickerForLastDateTime.TabIndex = 3;
+ 			// 
+ 			// panelGreenTicker
+ 			// 
+ 			this.panelGreenTicker.BackColor = System.Drawing.Color.Green;
+ 			this.panelGreenTicker.Location = new System.Drawing.Point(121, 113);
+ 			this.panelGreenTicker.Name = "panelGreenTicker";
+ 			this.panelGreenTicker.Size = new System.Drawing.Size(10, 14);
+ 			this.panelGreenTicker.TabIndex = 5;
+ 			// 
+ 			// textBoxGreenTicker
+ 			// 
+ 			this.textBoxGreenTicker.Location = new System.Drawing.Point(137, 110);
+ 			this.textBoxGreenTicker.Name = "textBoxGreenTicker";
+ 			this.textBoxGreenTicker.Size = new System.Drawing.Size(66, 20);
+ 			this.textBoxGreenTicker.TabIndex = 6;
+ 			// 
+ 			// textBoxRedTicker
+ 			// 
+ 			this.textBoxRedTicker.Location = new System.Drawing.Point(137, 146);
+ 			this.textBoxRedTicker.Name = "textBoxRedTicker";
+ 			this.textBoxRedTicker.Size = new System.Drawing.Size(66, 20);
+ 			this.textBoxRedTicker.TabIndex = 8;
+ 			// 
+ 			// panelRedTicker
+ 			// 
+ 			this.panelRedTicker.BackColor = System.Drawing.Color.Red;
+ 			this.panelRedTicker.Location = new System.Drawing.Point(121, 149);
+ 			this.panelRedTicker.Name = "panelRedTicker";
+ 			this.panelRedTicker.Size = new System.Drawing.Size(10, 14);
+ 			this.panelRedTicker.TabIndex = 7;
+ 			// 
  			// PairsViewer
  			// 
***************
*** 81,92 ****
  			this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
  			this.ClientSize = new System.Drawing.Size(292, 262);
  			this.Controls.Add(this.buttonShow);
! 			this.Controls.Add(this.dateTimePicker);
  			this.Name = "PairsViewer";
  			this.Text = "PairsViewer";
  			this.ResumeLayout(false);
  		}
  		private System.Windows.Forms.Button buttonShow;
- 		private System.Windows.Forms.DateTimePicker dateTimePicker;
  	}
  }
--- 146,172 ----
  			this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
  			this.ClientSize = new System.Drawing.Size(292, 262);
+ 			this.Controls.Add(this.textBoxRedTicker);
+ 			this.Controls.Add(this.panelRedTicker);
+ 			this.Controls.Add(this.textBoxGreenTicker);
+ 			this.Controls.Add(this.panelGreenTicker);
+ 			this.Controls.Add(this.labelLastDateTime);
+ 			this.Controls.Add(this.dateTimePickerForLastDateTime);
+ 			this.Controls.Add(this.labelFirstDateTime);
  			this.Controls.Add(this.buttonShow);
! 			this.Controls.Add(this.dateTimePickerForFirstDateTime);
  			this.Name = "PairsViewer";
  			this.Text = "PairsViewer";
  			this.ResumeLayout(false);
+ 			this.PerformLayout();
  		}
+ 		private System.Windows.Forms.Panel panelRedTicker;
+ 		private System.Windows.Forms.TextBox textBoxRedTicker;
+ 		private System.Windows.Forms.DateTimePicker dateTimePickerForLastDateTime;
+ 		private System.Windows.Forms.TextBox textBoxGreenTicker;
+ 		private System.Windows.Forms.Panel panelGreenTicker;
+ 		private System.Windows.Forms.Label labelLastDateTime;
+ 		private System.Windows.Forms.Label labelFirstDateTime;
+ 		private System.Windows.Forms.DateTimePicker dateTimePickerForFirstDateTime;
  		private System.Windows.Forms.Button buttonShow;
  	}
  }

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging PairsViewer.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv2765/b7_Scripts/WalkForwardTesting/PairsTrading/Logging

Modified Files:
	PairsViewer.cs 
Log Message:
- a DateTimePicker has been added to chose the final date time for the chart
- tickers are now displayed, each with its own line colour

Index: PairsViewer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/PairsViewer.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** PairsViewer.cs	7 Mar 2009 04:20:35 -0000	1.1
--- PairsViewer.cs	9 Mar 2009 17:45:13 -0000	1.2
***************
*** 46,50 ****
  			WeightedPosition firstWeightedPosition ,
  			WeightedPosition secondWeightedPosition ,
! 			DateTime firstDateTime )
  		{
  			//
--- 46,50 ----
  			WeightedPosition firstWeightedPosition ,
  			WeightedPosition secondWeightedPosition ,
! 			DateTime dateTime )
  		{
  			//
***************
*** 56,83 ****
  			this.firstWeightedPosition = firstWeightedPosition;
  			this.secondWeightedPosition = secondWeightedPosition;
! 			this.dateTimePicker.Value = firstDateTime;
  		}
  		
! 		
! 		#region ButtonShowClick
! 		
! 		#region getHistory
! 		
! 		#region addItemsToHistory
! 		private DateTime getFirstDateTime()
  		{
! 			DateTime firstDateTime =
! 				this.dateTimePicker.Value.AddMinutes( -10 );
  //				HistoricalEndOfDayTimer.GetMarketOpen(
  //					this.dateTimePicker.Value.AddDays( 1 ) );
  			return firstDateTime;
  		}
! 		private DateTime getLastDateTime()
  		{
! 			DateTime firstDateTime = this.getFirstDateTime();
  			DateTime lastDateTime =
  				HistoricalEndOfDayTimer.GetMarketClose( firstDateTime );
  			return lastDateTime;
! 		}
  		private void addItemToHistory(
  			WeightedPosition weightedPosition , DateTime dateTime , History history )
--- 56,88 ----
  			this.firstWeightedPosition = firstWeightedPosition;
  			this.secondWeightedPosition = secondWeightedPosition;
! 			this.dateTimePickerForFirstDateTime.Value =
! 				this.initializeFirstDateTime( dateTime );
! 			this.textBoxGreenTicker.Text = firstWeightedPosition.Ticker;
! 			this.textBoxRedTicker.Text = secondWeightedPosition.Ticker;
! 			
! 			this.dateTimePickerForLastDateTime.Value = this.initializeLastDateTime();
  		}
  		
! 		private DateTime initializeFirstDateTime( DateTime dateTime )
  		{
! 			DateTime firstDateTime = dateTime.AddMinutes( -10 );
  //				HistoricalEndOfDayTimer.GetMarketOpen(
  //					this.dateTimePicker.Value.AddDays( 1 ) );
  			return firstDateTime;
  		}
! 		private DateTime initializeLastDateTime()
  		{
! 			DateTime firstDateTime = this.dateTimePickerForFirstDateTime.Value;
  			DateTime lastDateTime =
  				HistoricalEndOfDayTimer.GetMarketClose( firstDateTime );
  			return lastDateTime;
! 		}		
! 		
! 		#region ButtonShowClick
! 		
! 		#region getHistory
! 		
! 		#region addItemsToHistory
! 
  		private void addItemToHistory(
  			WeightedPosition weightedPosition , DateTime dateTime , History history )
***************
*** 96,101 ****
  		private void addItemsToHistory( WeightedPosition weightedPosition , History history )
  		{
! 			DateTime currentDateTime = this.getFirstDateTime();
! 			DateTime lastDateTime = this.getLastDateTime();
  			while ( currentDateTime <= lastDateTime )
  			{
--- 101,106 ----
  		private void addItemsToHistory( WeightedPosition weightedPosition , History history )
  		{
! 			DateTime currentDateTime = this.dateTimePickerForFirstDateTime.Value;
! 			DateTime lastDateTime = this.dateTimePickerForLastDateTime.Value;
  			while ( currentDateTime <= lastDateTime )
  			{

[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables Transactions.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv4905/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables

Modified Files:
	Transactions.cs 
Log Message:
- a new public static property has been added:
public static string FieldNameForDateTime

- a new public static property has been added:
public static string FieldNameForTicker

Index: Transactions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/Tables/Transactions.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** Transactions.cs	29 Sep 2008 21:14:43 -0000	1.4
--- Transactions.cs	7 Mar 2009 04:42:05 -0000	1.5
***************
*** 11,14 ****
--- 11,22 ----
    public class Transactions : ReportTable
  	{
+   	public static string FieldNameForDateTime
+   	{
+   		get{ return "DateTime"; }
+   	}
+   	public static string FieldNameForTicker
+   	{
+   		get{ return "InstrumentKey"; }
+   	}
  		public Transactions( string reportName , DataTable detailedDataTable ) :
        base( reportName + " - Transactions" )
***************
*** 19,25 ****
        DataTable transactionsDataTable )
      {
!       transactionsDataTable.Columns.Add( "DateTime" , Type.GetType( "System.DateTime" ) );
  //      transactionsDataTable.Columns.Add( "BarComponent" , Type.GetType( "System.String" ) );
!       transactionsDataTable.Columns.Add( "TransactionType"  , Type.GetType( "System.String" ) );
        transactionsDataTable.Columns.Add( "InstrumentKey"  , Type.GetType( "System.String" ) );
        transactionsDataTable.Columns.Add( "Quantity"  , Type.GetType( "System.Int32" ) );
--- 27,35 ----
        DataTable transactionsDataTable )
      {
!       transactionsDataTable.Columns.Add(
!   			Transactions.FieldNameForDateTime , Type.GetType( "System.DateTime" ) );
  //      transactionsDataTable.Columns.Add( "BarComponent" , Type.GetType( "System.String" ) );
!       transactionsDataTable.Columns.Add(
! 	Transactions.FieldNameForTicker  , Type.GetType( "System.String" ) );
        transactionsDataTable.Columns.Add( "InstrumentKey"  , Type.GetType( "System.String" ) );
        transactionsDataTable.Columns.Add( "Quantity"  , Type.GetType( "System.Int32" ) );

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging TesterForPairsTradingTestingPositions.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23111/WalkForwardTesting/PairsTrading/Logging

Modified Files:
	TesterForPairsTradingTestingPositions.cs 
Log Message:
It now uses a PairsViewer object, to analyze the log

Index: TesterForPairsTradingTestingPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/TesterForPairsTradingTestingPositions.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** TesterForPairsTradingTestingPositions.cs	28 Feb 2009 18:45:06 -0000	1.7
--- TesterForPairsTradingTestingPositions.cs	7 Mar 2009 04:25:05 -0000	1.8
***************
*** 96,158 ****
  		#region Run
  		
! 		#region getHistory
! 		
! 		#region addItemsToHistory
! 		private DateTime getFirstDateTime()
! 		{
! 			DateTime firstDateTime =
! 				HistoricalEndOfDayTimer.GetMarketOpen(
! 					this.dateTimeWhenThisObjectWasLogged.AddDays( 1 ) );
! 			return firstDateTime;
! 		}
! 		private DateTime getLastDateTime()
! 		{
! 			DateTime firstDateTime = this.getFirstDateTime();
! 			DateTime lastDateTime =
! 				HistoricalEndOfDayTimer.GetMarketClose( firstDateTime );
! 			return lastDateTime;
! 		}
! 		private void addItemToHistory(
! 			WeightedPosition weightedPosition , DateTime dateTime , History history )
! 		{
! 			try
! 			{
! 			double marketValue = this.historicalMarketValueProvider.GetMarketValue(
! 				weightedPosition.Ticker , dateTime );
! 			history.Add( dateTime , marketValue );
! 			}
! 			catch( TickerNotExchangedException tickerNotExchangedException )
! 			{
! 				string toAvoidWarning = tickerNotExchangedException.Message;
! 			}
! 		}
! 		private void addItemsToHistory( WeightedPosition weightedPosition , History history )
! 		{
! 			DateTime currentDateTime = this.getFirstDateTime();
! 			DateTime lastDateTime = this.getLastDateTime();
! 			while ( currentDateTime <= lastDateTime )
! 			{
! 				this.addItemToHistory( weightedPosition , currentDateTime , history );
! 				currentDateTime = currentDateTime.AddMinutes( 1 );
! 			}
! 		}
! 		#endregion addItemsToHistory
! 		
! 		private History getHistory( WeightedPosition weightedPosition )
! 		{
! 			History history = new History();
! 			this.addItemsToHistory( weightedPosition , history );
! 			return history;
! 		}
! 		#endregion getHistory
  		
! 		private void showHistoriesPlots(
! 			History historyForFirstPosition , History historyForSecondPosition )
! 		{
! 			HistoriesViewer historiesViewer = new HistoriesViewer();
! 			historiesViewer.Add( historyForFirstPosition , Color.Green );
! 			historiesViewer.Add( historyForSecondPosition , Color.Red );
! 			historiesViewer.ShowDialog();
! 		}
  		
  		public void Run()
--- 96,158 ----
  		#region Run
  		
! //		#region getHistory
! //
! //		#region addItemsToHistory
! //		private DateTime getFirstDateTime()
! //		{
! //			DateTime firstDateTime =
! //				HistoricalEndOfDayTimer.GetMarketOpen(
! //					this.dateTimeWhenThisObjectWasLogged.AddDays( 1 ) );
! //			return firstDateTime;
! //		}
! //		private DateTime getLastDateTime()
! //		{
! //			DateTime firstDateTime = this.getFirstDateTime();
! //			DateTime lastDateTime =
! //				HistoricalEndOfDayTimer.GetMarketClose( firstDateTime );
! //			return lastDateTime;
! //		}
! //		private void addItemToHistory(
! //			WeightedPosition weightedPosition , DateTime dateTime , History history )
! //		{
! //			try
! //			{
! //			double marketValue = this.historicalMarketValueProvider.GetMarketValue(
! //				weightedPosition.Ticker , dateTime );
! //			history.Add( dateTime , marketValue );
! //			}
! //			catch( TickerNotExchangedException tickerNotExchangedException )
! //			{
! //				string toAvoidWarning = tickerNotExchangedException.Message;
! //			}
! //		}
! //		private void addItemsToHistory( WeightedPosition weightedPosition , History history )
! //		{
! //			DateTime currentDateTime = this.getFirstDateTime();
! //			DateTime lastDateTime = this.getLastDateTime();
! //			while ( currentDateTime <= lastDateTime )
! //			{
! //				this.addItemToHistory( weightedPosition , currentDateTime , history );
! //				currentDateTime = currentDateTime.AddMinutes( 1 );
! //			}
! //		}
! //		#endregion addItemsToHistory
! //
! //		private History getHistory( WeightedPosition weightedPosition )
! //		{
! //			History history = new History();
! //			this.addItemsToHistory( weightedPosition , history );
! //			return history;
! //		}
! //		#endregion getHistory
  		
! //		private void showHistoriesPlots(
! //			History historyForFirstPosition , History historyForSecondPosition )
! //		{
! //			HistoriesViewer historiesViewer = new HistoriesViewer();
! //			historiesViewer.Add( historyForFirstPosition , Color.Green );
! //			historiesViewer.Add( historyForSecondPosition , Color.Red );
! //			historiesViewer.Show();
! //		}
  		
  		public void Run()
***************
*** 160,168 ****
  			this.historicalMarketValueProvider = new HistoricalBarProvider(
  				new SimpleBarCache( 60 ) );
! 			History historyForFirstPosition = this.getHistory(
! 				this.testingPositions.WeightedPositions[ 0 ] );
! 			History historyForSecondPosition = this.getHistory(
! 				this.testingPositions.WeightedPositions[ 1 ] );
! 			this.showHistoriesPlots( historyForFirstPosition , historyForSecondPosition );
  		}
  		#endregion Run
--- 160,173 ----
  			this.historicalMarketValueProvider = new HistoricalBarProvider(
  				new SimpleBarCache( 60 ) );
! 			new PairsViewer(
! 				this.historicalMarketValueProvider ,
! 				this.testingPositions.WeightedPositions[ 0 ] ,
! 				this.testingPositions.WeightedPositions[ 1 ] ,
! 				this.dateTimeWhenThisObjectWasLogged ).Show();
! //			History historyForFirstPosition = this.getHistory(
! //				this.testingPositions.WeightedPositions[ 0 ] );
! //			History historyForSecondPosition = this.getHistory(
! //				this.testingPositions.WeightedPositions[ 1 ] );
! //			this.showHistoriesPlots( historyForFirstPosition , historyForSecondPosition );
  		}
  		#endregion Run

[Quantproject-developers] QuantProject/b7_Scripts/CallingReportsForRunScripts ShowReportFromFile.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/CallingReportsForRunScripts
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv21742/CallingReportsForRunScripts

Modified Files:
	ShowReportFromFile.cs 
Log Message:
the method ShowReportFromSerializedAccountReport() returns a Report, now (it was void in the previous revision)

Index: ShowReportFromFile.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/CallingReportsForRunScripts/ShowReportFromFile.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** ShowReportFromFile.cs	29 Sep 2008 21:16:45 -0000	1.6
--- ShowReportFromFile.cs	7 Mar 2009 04:23:19 -0000	1.7
***************
*** 61,71 ****
  		}
      
!     public static void ShowReportFromSerializedAccountReport(string serializedAccountReportFullPath)
      {
        try
        {
          AccountReport accountReport = 
            (AccountReport)ObjectArchiver.Extract(serializedAccountReportFullPath);
!         Report report = new Report(accountReport);
          report.Text = 
          	serializedAccountReportFullPath.Substring(serializedAccountReportFullPath.LastIndexOf("\\") + 1);
--- 61,73 ----
  		}
      
!     public static Report ShowReportFromSerializedAccountReport(
! 			string serializedAccountReportFullPath )
      {
+     	Report report = null;
        try
        {
          AccountReport accountReport = 
            (AccountReport)ObjectArchiver.Extract(serializedAccountReportFullPath);
!         report = new Report(accountReport);
          report.Text = 
          	serializedAccountReportFullPath.Substring(serializedAccountReportFullPath.LastIndexOf("\\") + 1);
***************
*** 76,79 ****
--- 78,82 ----
          System.Windows.Forms.MessageBox.Show(ex.ToString());
        }
+       return report;
      }
      

[Quantproject-developers] QuantProject/b7_Scripts Scripts_SD.csproj, 1.36, 1.37

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv17923

Modified Files:
	Scripts_SD.csproj 
Log Message:
- WalkForwardTesting\PairsTrading\Logging\PairsTradingSerializedReportViewer.cs has been added
- WalkForwardTesting\PairsTrading\Logging\PairsViewer.cs has been added
- WalkForwardTesting\PairsTrading\Logging\PairsViewer.Designer.cs has been added

Index: Scripts_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/Scripts_SD.csproj,v
retrieving revision 1.36
retrieving revision 1.37
diff -C2 -d -r1.36 -r1.37
*** Scripts_SD.csproj	28 Feb 2009 18:30:11 -0000	1.36
--- Scripts_SD.csproj	7 Mar 2009 04:22:06 -0000	1.37
***************
*** 126,129 ****
--- 126,134 ----
      <Compile Include="WalkForwardTesting\PairsTrading\InSample\PairsTradingFitnessEvaluator.cs" />
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsTradingLogItem.cs" />
+     <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsTradingSerializedReportViewer.cs" />
+     <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsViewer.cs" />
+     <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsViewer.Designer.cs">
+       <DependentUpon>PairsViewer.cs</DependentUpon>
+     </Compile>
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositionsEndOfDayInSample.cs" />
      <Compile Include="WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositions.cs" />

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging PairsViewer.Designer.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv14931/WalkForwardTesting/PairsTrading/Logging

Added Files:
	PairsViewer.Designer.cs 
Log Message:
Form used to display two pairs trading candidates

--- NEW FILE: PairsViewer.Designer.cs ---
(This appears to be a binary file; contents omitted.)

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging PairsViewer.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv14871/WalkForwardTesting/PairsTrading/Logging

Added Files:
	PairsViewer.cs 
Log Message:
Form used to display two pairs trading candidates

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

PairsViewer.cs
Copyright (C) 2009
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.Drawing;
using System.Windows.Forms;

using QuantProject.ADT.Histories;
using QuantProject.Business.DataProviders;
using QuantProject.Business.Strategies;
using QuantProject.Business.Timing;
using QuantProject.Presentation;

namespace QuantProject.Scripts.WalkForwardTesting.PairsTrading
{
	/// <summary>
	/// Form used to display two pairs trading candidates
	/// </summary>
	public partial class PairsViewer : Form
	{
		private HistoricalMarketValueProvider historicalMarketValueProvider;
		private	WeightedPosition firstWeightedPosition;
		private	WeightedPosition secondWeightedPosition;
		
		public PairsViewer(
			HistoricalMarketValueProvider historicalMarketValueProvider ,
			WeightedPosition firstWeightedPosition ,
			WeightedPosition secondWeightedPosition ,
			DateTime firstDateTime )
		{
			//
			// The InitializeComponent() call is required for Windows Forms designer support.
			//
			InitializeComponent();
			
			this.historicalMarketValueProvider = historicalMarketValueProvider;
			this.firstWeightedPosition = firstWeightedPosition;
			this.secondWeightedPosition = secondWeightedPosition;
			this.dateTimePicker.Value = firstDateTime;
		}
		
		
		#region ButtonShowClick
		
		#region getHistory
		
		#region addItemsToHistory
		private DateTime getFirstDateTime()
		{
			DateTime firstDateTime =
				this.dateTimePicker.Value.AddMinutes( -10 );
//				HistoricalEndOfDayTimer.GetMarketOpen(
//					this.dateTimePicker.Value.AddDays( 1 ) );
			return firstDateTime;
		}
		private DateTime getLastDateTime()
		{
			DateTime firstDateTime = this.getFirstDateTime();
			DateTime lastDateTime =
				HistoricalEndOfDayTimer.GetMarketClose( firstDateTime );
			return lastDateTime;
		}
		private void addItemToHistory(
			WeightedPosition weightedPosition , DateTime dateTime , History history )
		{
			try
			{
				double marketValue = this.historicalMarketValueProvider.GetMarketValue(
					weightedPosition.Ticker , dateTime );
				history.Add( dateTime , marketValue );
			}
			catch( TickerNotExchangedException tickerNotExchangedException )
			{
				string toAvoidWarning = tickerNotExchangedException.Message;
			}
		}
		private void addItemsToHistory( WeightedPosition weightedPosition , History history )
		{
			DateTime currentDateTime = this.getFirstDateTime();
			DateTime lastDateTime = this.getLastDateTime();
			while ( currentDateTime <= lastDateTime )
			{
				this.addItemToHistory( weightedPosition , currentDateTime , history );
				currentDateTime = currentDateTime.AddMinutes( 1 );
			}
		}
		#endregion addItemsToHistory
		
		private History getHistory( WeightedPosition weightedPosition )
		{
			History history = new History();
			this.addItemsToHistory( weightedPosition , history );
			return history;
		}
		#endregion getHistory
		
		private void showHistoriesPlots(
			History historyForFirstPosition , History historyForSecondPosition )
		{
			HistoriesViewer historiesViewer = new HistoriesViewer();
			historiesViewer.Add( historyForFirstPosition , Color.Green );
			historiesViewer.Add( historyForSecondPosition , Color.Red );
			historiesViewer.Show();
		}
		
		
		void ButtonShowClick(object sender, EventArgs e)
		{
			History historyForFirstPosition = this.getHistory( this.firstWeightedPosition );
			History historyForSecondPosition = this.getHistory(	this.secondWeightedPosition );
			this.showHistoriesPlots( historyForFirstPosition , historyForSecondPosition );
		}
		#endregion ButtonShowClick
	}
}

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging PairsTradingSerializedReportViewer.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv14632/WalkForwardTesting/PairsTrading/Logging

Added Files:
	PairsTradingSerializedReportViewer.cs 
Log Message:
Opens a serialized report and analyzes it

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

PairsTradingSerializedReportViewer.cs
Copyright (C) 2009
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 System.Windows.Forms;

using QuantProject.ADT.FileManaging;
using QuantProject.Business.DataProviders;
using QuantProject.Business.Financial.Accounting.Reporting;
using QuantProject.Business.Financial.Accounting.Reporting.Tables;
using QuantProject.Business.Strategies;
using QuantProject.Data.DataProviders.Bars.Caching;
using QuantProject.Presentation.Reporting.WindowsForm;
using QuantProject.Scripts.CallingReportsForRunScripts;

namespace QuantProject.Scripts.WalkForwardTesting.PairsTrading
{
	/// <summary>
	/// Opens a serialized report and analyzes it
	/// </summary>
	public class PairsTradingSerializedReportViewer
	{
		private string fullPathFileNameForSerializedAccountReport;
		private AccountReport accountReport;
		
		public PairsTradingSerializedReportViewer()
		{
		}
		
		#region Run
		
		#region createAccountReportFromSerialization
		private string getFullPathFileNameForSerializedAccountReport()
		{
			OpenFileDialog openFileDialog = new OpenFileDialog();
			openFileDialog.Title = "Select a serialized report please ...";
			openFileDialog.Multiselect = false;
			openFileDialog.CheckFileExists = true;
			openFileDialog.Filter = "Account Reports (*.qpr)|*.qpr";
			openFileDialog.ShowDialog();
			return openFileDialog.FileName;
		}
		private void getAccountReport( string fullPathFileNameForSerializedAccountReport )
		{
			this.accountReport =
				(AccountReport)ObjectArchiver.Extract(
					fullPathFileNameForSerializedAccountReport );
			Report report = new Report( accountReport );
			report.Text =
				fullPathFileNameForSerializedAccountReport.Substring(
					fullPathFileNameForSerializedAccountReport.LastIndexOf("\\") + 1 );
		}
		private void createAccountReportFromSerialization()
		{
			this.fullPathFileNameForSerializedAccountReport =
				this.getFullPathFileNameForSerializedAccountReport();
			this.accountReport = (AccountReport)ObjectArchiver.Extract(
				this.fullPathFileNameForSerializedAccountReport );
		}
		#endregion createAccountReportFromSerialization
		
		#region displayAccountReport
		private void displayAccountReport()
		{
			Report report = new Report( this.accountReport );
			report.Text =
				this.fullPathFileNameForSerializedAccountReport.Substring(
					this.fullPathFileNameForSerializedAccountReport.LastIndexOf("\\") + 1);
			report.Show();
		}
		#endregion displayAccountReport
		
		#region displayReport
		private Report displayReport()
		{
			string fullPathFileNameForSerializedAccountReport =
				this.getFullPathFileNameForSerializedAccountReport();
			Report report = ShowReportFromFile.ShowReportFromSerializedAccountReport(
				fullPathFileNameForSerializedAccountReport );
			return report;
		}
		#endregion displayReport
		
		private void addEventHandlerToReport( Report report )
		{
			report.TransactionGrid.RightClickedTransaction +=
				new RightClickedTransactionEventHandler(
					this.rightClickedTransactionEventHandler );
		}
		
		public void Run()
		{
			Report report = this.displayReport();
//			this.createAccountReportFromSerialization();
			this.addEventHandlerToReport( report );
		}
		#endregion Run
		
		#region rightClickedTransactionEventHandler
		
		#region getPairsViewerParameters
		private AccountReport getAccountReport( ReportGrid reportGrid )
		{
			Report report = (Report)reportGrid.FindForm();
			AccountReport accountReport = report.AccountReport;
			return accountReport;
		}
		
		#region getTransactionsDataRows
		
		#region getRowIndexForTheFirstTransactionDataRow
		private bool hasThePreviousDataRowTheSameDateTime( Transactions transactions , int rowIndex )
		{
			DataRow transactionForRowIndex = transactions.DataTable.Rows[ rowIndex ];
			DataRow transactionForPreviousIndex = transactions.DataTable.Rows[ rowIndex - 1 ];
			bool hasTheSameTime =
				( (DateTime)transactionForRowIndex[ Transactions.FieldNameForDateTime ] ==
				 (DateTime)transactionForPreviousIndex[ Transactions.FieldNameForDateTime ] );
			return hasTheSameTime;
		}
		private int getRowIndexForTheFirstTransactionDataRow(
			Transactions transactions , int rowIndex )
		{
			int rowIndexForTheFirstTransactionDataRow = rowIndex;
			if ( ( rowIndex > 0 ) &&
			    this.hasThePreviousDataRowTheSameDateTime( transactions , rowIndex ) )
				rowIndexForTheFirstTransactionDataRow -- ;
			return rowIndexForTheFirstTransactionDataRow;
		}
		#endregion getRowIndexForTheFirstTransactionDataRow
		
		private void getTransactionsDataRowsWithRowIndexForTheFirstTransactionDataRow(
			Transactions transactions , int rowIndexForTheFirstTransactionDataRow ,
			out DataRow firstTransactionDataRow , out DataRow secondTransactionDataRow )
		{
			firstTransactionDataRow =
				transactions.DataTable.Rows[ rowIndexForTheFirstTransactionDataRow ];
			secondTransactionDataRow =
				transactions.DataTable.Rows[ rowIndexForTheFirstTransactionDataRow + 1 ];
		}
		private void getTransactionsDataRows(
			Transactions transactions , int rowIndex ,
			out DataRow firstTransactionDataRow , out DataRow secondTransactionDataRow )
		{
			int rowIndexForTheFirstTransactionDataRow =
				this.getRowIndexForTheFirstTransactionDataRow(
					transactions , rowIndex );
			this.getTransactionsDataRowsWithRowIndexForTheFirstTransactionDataRow(
				transactions , rowIndexForTheFirstTransactionDataRow ,
				out firstTransactionDataRow , out secondTransactionDataRow );
		}
		#endregion getTransactionsDataRows
		
		private void getPairsViewerParameters(
			DataRow firstTransactionDataRow , DataRow secondTransactionDataRow ,
			out DateTime clickedDateTime , out string firstTicker , out string secondTicker )
		{
			clickedDateTime = (DateTime)firstTransactionDataRow[ Transactions.FieldNameForDateTime ];
			firstTicker = (string)firstTransactionDataRow[ Transactions.FieldNameForTicker ];
			secondTicker = (string)secondTransactionDataRow[ Transactions.FieldNameForTicker ];
		}		
		private void getPairsViewerParameters(
			AccountReport accountReport , int rowIndex ,
			out DateTime clickedDateTime , out string firstTicker , out string secondTicker )
		{
			DataRow firstTransactionDataRow;
			DataRow secondTransactionDataRow;
			this.getTransactionsDataRows(
				(Transactions)accountReport.TransactionTable , rowIndex ,
				out firstTransactionDataRow , out secondTransactionDataRow );
			this.getPairsViewerParameters(
				firstTransactionDataRow , secondTransactionDataRow ,
				out clickedDateTime , out firstTicker , out secondTicker );
		}
		private void getPairsViewerParameters(
			ReportGrid reportGrid , int rowIndex ,
			out DateTime clickedDateTime , out string firstTicker , out string secondTicker )
		{
			AccountReport accountReport = this.getAccountReport( reportGrid );
			this.getPairsViewerParameters(
				accountReport , rowIndex ,
				out clickedDateTime , out firstTicker , out secondTicker );
			
		}
		#endregion getPairsViewerParameters
		
		private void runPairsViewer(
			DateTime clickedDateTime , string firstTicker , string secondTicker )
		{
			WeightedPosition firstWeightedPosition = new WeightedPosition( 0.5 , firstTicker );
			WeightedPosition secondWeightedPosition = new WeightedPosition( 0.5 , secondTicker );
			PairsViewer pairsViewer = new PairsViewer(
				new HistoricalBarProvider( new SimpleBarCache( 60 ) ) ,
				firstWeightedPosition , secondWeightedPosition , clickedDateTime );
			pairsViewer.Show();
		}
		
		private void rightClickedTransactionEventHandler(
			ReportGrid reportGrid , int rowIndex )
		{
			DateTime clickedDateTime;
			string firstTicker;
			string secondTicker;
			this.getPairsViewerParameters(
				reportGrid , rowIndex ,
				out clickedDateTime , out firstTicker , out secondTicker );
			this.runPairsViewer( clickedDateTime , firstTicker , secondTicker );
		}
		#endregion rightClickedTransactionEventHandler
	}
}

[Quantproject-developers] QuantProject/b5_Presentation/Reporting/WindowsForm ReportGrid.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv8294/b5_Presentation/Reporting/WindowsForm

Modified Files:
	ReportGrid.cs 
Log Message:
A new RightClickedTransaction event has been added (it is thrown when a transaction is right clicked on the report)

Index: ReportGrid.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/Reporting/WindowsForm/ReportGrid.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** ReportGrid.cs	29 Sep 2008 21:15:57 -0000	1.3
--- ReportGrid.cs	7 Mar 2009 04:16:57 -0000	1.4
***************
*** 28,31 ****
--- 28,34 ----
  namespace QuantProject.Presentation.Reporting.WindowsForm
  {
+ 	public delegate void RightClickedTransactionEventHandler(
+ 		ReportGrid sender , int dataGridRowNumber );
+ 	
  	/// <summary>
  	/// DataGrid to be displayed within a report TabPage
***************
*** 34,37 ****
--- 37,42 ----
  	public class ReportGrid : DataGrid
  	{
+ 		public event RightClickedTransactionEventHandler RightClickedTransaction;
+ 
  		private ReportTable reportTable;
  		private DataGridTableStyle dataGridStyle;
***************
*** 42,45 ****
--- 47,51 ----
  			this.DataSource = reportTable.DataTable;
  			this.setFormat();
+ 			this.MouseDown += new MouseEventHandler( this.mouseDownEventHandler );
  		}
  		
***************
*** 66,70 ****
  //				( DataGridTextBoxColumn )dataGridTableStyle.GridColumnStyles[
  //					columnIndex ];
! ////			dataGridTableStyle.GridColumnStyles.a
  //			return dataGridTextBoxColumn;
  //		}
--- 72,76 ----
  //				( DataGridTextBoxColumn )dataGridTableStyle.GridColumnStyles[
  //					columnIndex ];
! 		////			dataGridTableStyle.GridColumnStyles.a
  //			return dataGridTextBoxColumn;
  //		}
***************
*** 107,110 ****
--- 113,140 ----
  		}
  		#endregion setFormat
+ 		
+ 		#region mouseDownEventHandler
+ 		
+ 		#region handleRightClick
+ 		private int getClickedRowIndex( MouseEventArgs mouseEventArgs )
+ 		{
+ 			DataGrid.HitTestInfo hitTestInfo = this.HitTest(
+ 				mouseEventArgs.X , mouseEventArgs.Y );
+ 			int rowIndex = hitTestInfo.Row;
+ 			return rowIndex;
+ 		}
+ 		private void handleRightClick( object sender , MouseEventArgs mouseEventArgs )
+ 		{
+ 			int rowIndex = this.getClickedRowIndex( mouseEventArgs );
+ 			this.RightClickedTransaction( this , rowIndex );
+ 		}
+ 		#endregion handleRightClick
+ 		
+ 		private void mouseDownEventHandler( object sender , MouseEventArgs mouseEventArgs )
+ 		{
+ 			if ( mouseEventArgs.Button == MouseButtons.Right )
+ 				this.handleRightClick( sender , mouseEventArgs );
+ 		}
+ 		#endregion mouseDownEventHandler
  	}
  }

[Quantproject-developers] QuantProject/b91_QuantProject Main.cs, 1.22, 1.23

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv3149/b91_QuantProject

Modified Files:
	Main.cs 
Log Message:
It shows how to use the class PairsTradingSerializedReportViewer, to analyze a serialized report, by visualizing pairs charts

Index: Main.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v
retrieving revision 1.22
retrieving revision 1.23
diff -C2 -d -r1.22 -r1.23
*** Main.cs	29 Sep 2008 21:22:01 -0000	1.22
--- Main.cs	7 Mar 2009 04:15:29 -0000	1.23
***************
*** 475,479 ****
  
  //			new FixedLengthTwoPhasesMain().Run();
! 			new PairsTradingMain().Run();
  			
  //			new RunOneRank().Run();
--- 475,480 ----
  
  //			new FixedLengthTwoPhasesMain().Run();
! 			new PairsTradingSerializedReportViewer().Run();
! //			new PairsTradingMain().Run();
  			
  //			new RunOneRank().Run();