quantproject-developers Mailing List for QuantProject (Page 85)
Brought to you by:
glauco_1
Menu
▾
▴
quantproject-developers
You can subscribe to this list here.
| 2003 |
Jan
|
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
(7) |
Nov
(103) |
Dec
(67) |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 |
Jan
(52) |
Feb
(9) |
Mar
(69) |
Apr
(53) |
May
(80) |
Jun
(23) |
Jul
(24) |
Aug
(112) |
Sep
(9) |
Oct
|
Nov
(58) |
Dec
(93) |
| 2005 |
Jan
(90) |
Feb
(93) |
Mar
(61) |
Apr
(56) |
May
(37) |
Jun
(61) |
Jul
(55) |
Aug
(68) |
Sep
(25) |
Oct
(46) |
Nov
(41) |
Dec
(37) |
| 2006 |
Jan
(33) |
Feb
(7) |
Mar
(19) |
Apr
(27) |
May
(73) |
Jun
(49) |
Jul
(83) |
Aug
(66) |
Sep
(45) |
Oct
(16) |
Nov
(15) |
Dec
(7) |
| 2007 |
Jan
(14) |
Feb
(33) |
Mar
|
Apr
(21) |
May
|
Jun
(34) |
Jul
(18) |
Aug
(100) |
Sep
(39) |
Oct
(55) |
Nov
(12) |
Dec
(2) |
| 2008 |
Jan
(120) |
Feb
(133) |
Mar
(129) |
Apr
(104) |
May
(42) |
Jun
(2) |
Jul
(52) |
Aug
(99) |
Sep
(134) |
Oct
|
Nov
(137) |
Dec
(48) |
| 2009 |
Jan
(48) |
Feb
(55) |
Mar
(61) |
Apr
(3) |
May
(2) |
Jun
(1) |
Jul
|
Aug
(51) |
Sep
|
Oct
(7) |
Nov
|
Dec
|
| 2010 |
Jan
(7) |
Feb
(1) |
Mar
(145) |
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
(8) |
Dec
|
| 2011 |
Jan
(78) |
Feb
(1) |
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
(88) |
Sep
(6) |
Oct
(1) |
Nov
|
Dec
|
| 2012 |
Jan
|
Feb
(1) |
Mar
|
Apr
(6) |
May
(5) |
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
(1) |
| 2013 |
Jan
|
Feb
|
Mar
|
Apr
(1) |
May
(2) |
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
(2) |
| 2014 |
Jan
|
Feb
|
Mar
|
Apr
|
May
(1) |
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
|
From: Marco M. <mi...@us...> - 2006-07-08 10:37:43
|
Update of /cvsroot/quantproject/QuantProject In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv580 Added Files: QuantProject_SD.sln Log Message: QuantProject_SD.sln has been re-added to the repository as a text file (it was wrongly classified as binary) - used Tortoise this time ... --- NEW FILE: QuantProject_SD.sln --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-08 10:36:09
|
Update of /cvsroot/quantproject/QuantProject In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32470 Removed Files: QuantProject_SD.sln Log Message: QuantProject_SD.sln has been re-added to the repository as a text file (it was wrongly classified as binary) - used Tortoise this time ... --- QuantProject_SD.sln DELETED --- |
|
From: Marco M. <mi...@us...> - 2006-07-08 10:27:58
|
Update of /cvsroot/quantproject/QuantProject In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv28887 Added Files: QuantProject_SD.sln Log Message: QuantProject_SD.sln has been re-added to the repository as a text file (it was wrongly classified as binary) --- NEW FILE: QuantProject_SD.sln --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-08 10:22:52
|
Update of /cvsroot/quantproject/QuantProject In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26812 Removed Files: QuantProject_SD.sln Log Message: QuantProject_SD.sln has been re-added to the repository as a text file (it was wrongly classified as binary) --- QuantProject_SD.sln DELETED --- |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:16:22
|
Update of /cvsroot/quantproject/QuantProject/b5_Presentation In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22765/b5_Presentation Modified Files: b5_Presentation.csproj Log Message: These project files have been modified by VS.NET (I don't know anything about it ...) Index: b5_Presentation.csproj =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b5_Presentation/b5_Presentation.csproj,v retrieving revision 1.28 retrieving revision 1.29 diff -C2 -d -r1.28 -r1.29 *** b5_Presentation.csproj 11 Jun 2006 18:41:11 -0000 1.28 --- b5_Presentation.csproj 2 Jul 2006 20:16:16 -0000 1.29 *************** *** 116,127 **** /> <Reference - Name = "Microsoft.Office.Core" - Guid = "{2DF8D04C-5BFA-101B-BDE5-00AA0044DE52}" - VersionMajor = "2" - VersionMinor = "3" - Lcid = "0" - WrapperTool = "primary" - /> - <Reference Name = "b3_Data" Project = "{6AC0A2C1-B926-4921-A685-F5AA80E81C94}" --- 116,119 ---- *************** *** 138,142 **** Package = "{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}" /> - <Reference Name = "NPlot" --- 130,133 ---- *************** *** 144,148 **** HintPath = "..\..\..\NPlot.dll" /> - </References> </Build> --- 135,138 ---- |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:16:19
|
Update of /cvsroot/quantproject/QuantProject/b4_Business In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22765/b4_Business Modified Files: b4_Business.csproj Log Message: These project files have been modified by VS.NET (I don't know anything about it ...) Index: b4_Business.csproj =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/b4_Business.csproj,v retrieving revision 1.32 retrieving revision 1.33 diff -C2 -d -r1.32 -r1.33 *** b4_Business.csproj 18 Jun 2006 14:25:36 -0000 1.32 --- b4_Business.csproj 2 Jul 2006 20:16:16 -0000 1.33 *************** *** 126,137 **** /> <Reference - Name = "Microsoft.Office.Core" - Guid = "{2DF8D04C-5BFA-101B-BDE5-00AA0044DE52}" - VersionMajor = "2" - VersionMinor = "3" - Lcid = "0" - WrapperTool = "primary" - /> - <Reference Name = "b1_ADT" Project = "{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}" --- 126,129 ---- |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:13:08
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21162/b7_Scripts Modified Files: b7_Scripts.csproj Log Message: Added these files to the project: SimpleScriptsContainer; RunTestingOptimizationExtremeCounterTrend; GenomeManagerForEfficientOTCCTOPortfolio; CTODailyStrategy Index: b7_Scripts.csproj =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/b7_Scripts.csproj,v retrieving revision 1.56 retrieving revision 1.57 diff -C2 -d -r1.56 -r1.57 *** b7_Scripts.csproj 29 Jun 2006 17:03:00 -0000 1.56 --- b7_Scripts.csproj 2 Jul 2006 20:12:59 -0000 1.57 *************** *** 118,121 **** --- 118,126 ---- /> <File + RelPath = "SimpleScriptsContainer.cs" + SubType = "Code" + BuildAction = "Compile" + /> + <File RelPath = "ArbitrageTesting\PairTrading\PairTradingCandidate.cs" SubType = "Code" *************** *** 202,205 **** --- 207,215 ---- BuildAction = "Compile" /> + <File + RelPath = "EvaluatingOptimizationTechnique\TechnicalAnalysis\RunTestingOptimizationExtremeCounterTrend.cs" + SubType = "Code" + BuildAction = "Compile" + /> <Folder RelPath = "MultiTesting\MultiTestOneRank\" /> <File *************** *** 339,342 **** --- 349,357 ---- /> <File + RelPath = "TickerSelectionTesting\GenomeManagerForEfficientOTCCTOPortfolio.cs" + SubType = "Code" + BuildAction = "Compile" + /> + <File RelPath = "TickerSelectionTesting\GenomeManagerForEfficientOTCPortfolio.cs" SubType = "Code" *************** *** 529,532 **** --- 544,552 ---- /> <File + RelPath = "WalkForwardTesting\LinearCombination\OTC_CTODailyStrategy.cs" + SubType = "Code" + BuildAction = "Compile" + /> + <File RelPath = "WalkForwardTesting\LinearCombination\RunBestLinearCombination.cs" SubType = "Code" |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:10:47
|
Update of /cvsroot/quantproject/QuantProject/b3_Data In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20341/b3_Data Modified Files: b3_Data.csproj Log Message: Added SelectorByMaxLinearIndipendence class. Index: b3_Data.csproj =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b3_Data/b3_Data.csproj,v retrieving revision 1.39 retrieving revision 1.40 diff -C2 -d -r1.39 -r1.40 *** b3_Data.csproj 1 Jun 2006 23:40:11 -0000 1.39 --- b3_Data.csproj 2 Jul 2006 20:10:43 -0000 1.40 *************** *** 121,132 **** /> <Reference - Name = "Microsoft.Office.Core" - Guid = "{2DF8D04C-5BFA-101B-BDE5-00AA0044DE52}" - VersionMajor = "2" - VersionMinor = "3" - Lcid = "0" - WrapperTool = "primary" - /> - <Reference Name = "b1_ADT" Project = "{B8A01161-3698-4591-B1EF-90F5FC7D8DBA}" --- 121,124 ---- *************** *** 144,148 **** <File RelPath = "ExtendedDataTable.cs" ! SubType = "Component" BuildAction = "Compile" /> --- 136,140 ---- <File RelPath = "ExtendedDataTable.cs" ! SubType = "Code" BuildAction = "Compile" /> *************** *** 357,360 **** --- 349,367 ---- BuildAction = "Compile" /> + <File + RelPath = "Selectors\ByLinearIndipendence\Candidate.cs" + SubType = "Code" + BuildAction = "Compile" + /> + <File + RelPath = "Selectors\ByLinearIndipendence\GenomeManagerForMaxLinearIndipendenceSelector.cs" + SubType = "Code" + BuildAction = "Compile" + /> + <File + RelPath = "Selectors\ByLinearIndipendence\SelectorByMaxLinearIndipendence.cs" + SubType = "Code" + BuildAction = "Compile" + /> <Folder RelPath = "Timing\" /> </Include> |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:08:34
|
Update of /cvsroot/quantproject/QuantDownloader/Downloader In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19453/Downloader Added Files: QuantDownloader_SD.prjx QuantDownloader_SD.csproj.user QuantDownloader_SD.csproj Log Message: Added project files for SharpDevelop 2.0. All these files have as suffix "_SD" . --- NEW FILE: QuantDownloader_SD.prjx --- <Project name="QuantDownloader" standardNamespace="QuantProject.Applications.Downloader" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataBaseImporter.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataSet1.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Main.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TestDownloadedData.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerDownloader.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WebDownloader.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\QuotesChart.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\QuotesEditor.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\ValidationDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\ValidationGridTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\ValidationTabControl.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\ValidationTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\VisualValidationChart.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\VisualValidationDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\VisualValidationTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\CloseToClose\CloseToCloseChart.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\CloseToClose\CloseToCloseDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\CloseToClose\CloseToCloseTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\OHLC\OHLCdataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\OHLC\OHLCtabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\OHLC\OHLCuserControl.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\RangeToRange\RangeToRangeChart.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\RangeToRange\RangeToRangeDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuotesEditor\RangeToRange\RangeToRangeTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\GroupEditor.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\TickerGroupsListViewMenu.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\TickerGroupsViewer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\TickerSelectorForm.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\TickerViewer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectors\TickerViewerMenu.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Validate\ValidateDataGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Validate\ValidateForm.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\app.config" subtype="Code" buildaction="Nothing" dependson="" data="" /> <File name=".\App.ico" subtype="Code" buildaction="Nothing" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b1_ADT" localcopy="True" /> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b3_Data" localcopy="True" /> <Reference type="Project" refto="b4_Business" localcopy="True" /> <Reference type="Project" refto="b5_Presentation" localcopy="True" /> <Reference type="Assembly" refto="..\..\NPlot.dll" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="WinExe" definesymbols="" generatexmldocumentation="False" win32Icon=".\App.ico" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantDownloader" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="WinExe" definesymbols="" generatexmldocumentation="False" win32Icon=".\App.ico" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantDownloader" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="WinExe" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantDownloader" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> --- NEW FILE: QuantDownloader_SD.csproj.user --- (This appears to be a binary file; contents omitted.) --- NEW FILE: QuantDownloader_SD.csproj --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:08:34
|
Update of /cvsroot/quantproject/QuantDownloader In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19453 Added Files: QuantDownloader_SD.sln QuantDownloader_SD.cmbx Log Message: Added project files for SharpDevelop 2.0. All these files have as suffix "_SD" . --- NEW FILE: QuantDownloader_SD.cmbx --- <Combine fileversion="1.0" name="QuantDownloader" description=""> <StartMode startupentry="QuantDownloader" single="True"> <Execute entry="QuantDownloader" type="None" /> <Execute entry="b1_ADT" type="None" /> <Execute entry="b2_DataAccess" type="None" /> <Execute entry="b3_Data" type="None" /> <Execute entry="b4_Business" type="None" /> <Execute entry="b5_Presentation" type="None" /> </StartMode> <Entries> <Entry filename=".\Downloader\QuantDownloader_SD.prjx" /> <Entry filename="..\QuantProject\b1_ADT\ADT_SD.prjx" /> <Entry filename="..\QuantProject\b2_DataAccess\DataAccess_SD.prjx" /> <Entry filename="..\QuantProject\b3_Data\Data_SD.prjx" /> <Entry filename="..\QuantProject\b4_Business\Business_SD.prjx" /> <Entry filename="..\QuantProject\b5_Presentation\Presentation_SD.prjx" /> </Entries> <Configurations active="Debug"> <Configuration name="Release"> <Entry name="QuantDownloader" configurationname="Debug" build="False" /> <Entry name="b1_ADT" configurationname="Debug" build="False" /> <Entry name="b2_DataAccess" configurationname="Debug" build="False" /> <Entry name="b3_Data" configurationname="Debug" build="False" /> <Entry name="b4_Business" configurationname="Debug" build="False" /> <Entry name="b5_Presentation" configurationname="Debug" build="False" /> </Configuration> <Configuration name="Debug"> <Entry name="QuantDownloader" configurationname="Debug" build="False" /> <Entry name="b1_ADT" configurationname="Debug" build="False" /> <Entry name="b2_DataAccess" configurationname="Debug" build="False" /> <Entry name="b3_Data" configurationname="Debug" build="False" /> <Entry name="b4_Business" configurationname="Debug" build="False" /> <Entry name="b5_Presentation" configurationname="Debug" build="False" /> </Configuration> </Configurations> </Combine> --- NEW FILE: QuantDownloader_SD.sln --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:08:06
|
Update of /cvsroot/quantproject/QuantProject/b91_QuantProject In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19034/b91_QuantProject Added Files: QuantProject_SD.prjx QuantProject_SD.csproj.user QuantProject_SD.csproj Log Message: Added project files for SharpDevelop 2.0. All these files have as suffix "_SD" . --- NEW FILE: QuantProject_SD.prjx --- <Project name="b91_QuantProject" standardNamespace="QuantProject" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\DataSet1.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Main.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TestDownloadedData.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\app.config" subtype="Code" buildaction="Nothing" dependson="" data="" /> <File name=".\App.ico" subtype="Code" buildaction="Nothing" dependson="" data="" /> <File name=".\QuantProject.Principale.Principale.resources" subtype="Code" buildaction="EmbedAsResource" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b1_ADT" localcopy="True" /> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b3_Data" localcopy="True" /> <Reference type="Project" refto="b4_Business" localcopy="True" /> <Reference type="Project" refto="b5_Presentation" localcopy="True" /> <Reference type="Project" refto="b7_Scripts" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="WinExe" definesymbols="" generatexmldocumentation="False" win32Icon=".\App.ico" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="False" /> <Output directory="..\bin\Debug" assembly="QuantProject" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="WinExe" definesymbols="" generatexmldocumentation="False" win32Icon=".\App.ico" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="False" /> <Output directory="..\bin\Debug" assembly="QuantProject" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="WinExe" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="False" /> <Output directory="..\bin\Release" assembly="QuantProject" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> --- NEW FILE: QuantProject_SD.csproj --- (This appears to be a binary file; contents omitted.) --- NEW FILE: QuantProject_SD.csproj.user --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:08:03
|
Update of /cvsroot/quantproject/QuantProject/b4_Business In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19034/b4_Business Added Files: Business_SD.prjx Business_SD.csproj.user Business_SD.csproj Log Message: Added project files for SharpDevelop 2.0. All these files have as suffix "_SD" . --- NEW FILE: Business_SD.prjx --- <Project name="b4_Business" standardNamespace="Business" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\IValidator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\SospiciousDataRowEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\ValidateDataTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\ValidationWarnings.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\Validator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\Validators\CloseToCloseValidator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\Validators\MultiValidator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\Validators\OHLCvalidator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a0_Validation\Validators\RangeToRangeValidator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\EndOfDayDateTime.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\EndOfDaySpecificTime.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\EndOfDayTimingEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\HistoricalEndOfDayTimer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\IEndOfDayTimer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a05_Timing\IndexBasedEndOfDayTimer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a07_DataProviders\HistoricalAdjustedQuoteProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a07_DataProviders\HistoricalEndOfDayDataStreamer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a07_DataProviders\HistoricalRawQuoteProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a07_DataProviders\IHistoricalQuoteProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a1_Instruments\Instrument.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a1_Instruments\Instruments.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a1_Instruments\QuoteCache.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Account.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\AccountReportRecord.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Accounts.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Portfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Position.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\TimedTransaction.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Transaction.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\TransactionType.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\Commission.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\IBCommission.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\IBCommissionManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\ICommissionManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\ZeroCommission.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Commissions\ZeroCommissionManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\AccountReport.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\ReportTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AnnualSystemPercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AverageLongTradePercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AverageShortTradePercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\AverageTradePercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\LargestLosingTradePercentage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\LargestWinningTradePercentage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\MaxEquityDrawDown.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningLongTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningShortTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\ReturnOnAccount.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\SummaryRow.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalCommissionAmount.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNetProfit.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNumberOfLongTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNumberOfShortTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\TotalNumberOfTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\Tables\Equity.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\Tables\RoundTrades.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\Tables\Summary.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\Tables\Transactions.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Transactions\EndOfDayTransaction.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Transactions\TransactionHistory.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\HistoricalEndOfDayOrderExecutor.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\IOrderExecutor.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\Order.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\OrderFilledEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\OrderManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\Orders.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\OrderStatus.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a3_Ordering\OrderType.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\AccountStrategy.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\Signal.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\Signals.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\TradingSystem.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\TradingSystems.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\BackTester.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\Tester.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\TestResults.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\TestWindow.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\TestWindows.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a3_Testing\WalkForwardTester.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a4_Scripting\Script.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\BenchmarkPercentageReturn.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberLosingPeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberWinningPeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\PercentageWinningPeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberEvenPeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\DoubleSummaryRow.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\IntegerSummaryRow.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\PercentageSummaryRow.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\IEndOfDayStrategy.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\SharpeRatio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\EquityLine.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\PositionType.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Slippage\ISlippageManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Slippage\ZeroSlippageManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\Slippage\FixedPercentageSlippageManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\RebuildableAccount.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a2_Strategies\SignedTicker.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\PercentagePositivePeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\ExpectancyScore.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberNegativePeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\a1_Financial\a2_Accounting\h5_Reporting\SummaryRows\NumberPositivePeriods.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b1_ADT" localcopy="True" /> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b3_Data" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.VBIDE.dll" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.Excel.dll" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.Office.dll" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Business" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Business" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantProject.Business" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> --- NEW FILE: Business_SD.csproj --- (This appears to be a binary file; contents omitted.) --- NEW FILE: Business_SD.csproj.user --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:08:03
|
Update of /cvsroot/quantproject/QuantProject/b5_Presentation In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19034/b5_Presentation Added Files: Presentation_SD.prjx Presentation_SD.csproj.user Presentation_SD.csproj Log Message: Added project files for SharpDevelop 2.0. All these files have as suffix "_SD" . --- NEW FILE: Presentation_SD.prjx --- <Project name="b5_Presentation" standardNamespace="Presentation" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\FormatProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Charting\CharPlot.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Charting\Chart.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\Console\ConsoleManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\MicrosoftExcel\ExcelManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\EquityChartTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\Report.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\ReportGrid.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\ReportGridTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\ReportShower.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\ReportTabControl.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\SummaryTabPage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\AccountViewer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Reporting\WindowsForm\SummaryItem.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\VisualObjectArchiver.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> <Reference type="Assembly" refto="..\..\NPlot.dll" localcopy="True" /> <Reference type="Project" refto="b1_ADT" localcopy="True" /> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b3_Data" localcopy="True" /> <Reference type="Project" refto="b4_Business" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.VBIDE.dll" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.Excel.dll" localcopy="True" /> <Reference type="Assembly" refto="..\..\Interop.Office.dll" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Presentation" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Presentation" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantProject.Presentation" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> --- NEW FILE: Presentation_SD.csproj --- (This appears to be a binary file; contents omitted.) --- NEW FILE: Presentation_SD.csproj.user --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:08:03
|
Update of /cvsroot/quantproject/QuantProject/b3_Data In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19034/b3_Data Added Files: Data_SD.prjx Data_SD.csproj.user Data_SD.csproj Log Message: Added project files for SharpDevelop 2.0. All these files have as suffix "_SD" . --- NEW FILE: Data_SD.prjx --- <Project name="b3_Data" standardNamespace="Data" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ExtendedDataTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\FilterBuilder.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\HistoricalDataProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\IDataStreamer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\NewExtendedDateTimeEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\NewQuoteEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\Quote.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\Timer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\Caching\Cache.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\GroupQuotes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\Quotes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\TickerDataTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\Tickers_tickerGroups.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\ValidatedTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataTables\VisuallyValidatedQuotes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\ITickerReceiver.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\ITickerRemover.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\ITickerSelector.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByAbsolutePerformance.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByAverageCloseToClosePerformance.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByAverageOpenToClosePerformance.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByCloseToCloseLinearCorrelation.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByCloseToCloseVolatility.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByLiquidity.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByOpenToCloseLinearCorrelation.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByOpenToCloseVolatility.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByQuotationAtEachMarketDay.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByAverageRawOpenPrice.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\TickerSelector.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByWinningOpenToClose.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByOpenCloseCorrelationToBenchmark.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\Caching\EarlyDateException.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\Caching\CachePage.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\Caching\MissingQuoteException.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByGroup.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByCloseToCloseCorrelationToBenchmark.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByCloseToOpenVolatility.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByAverageCloseToOpenPerformance.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\Caching\ICache.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataProviders\Caching\SimpleCache.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Selectors\SelectorByQuotationNotAtEachMarketDay.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\MissingQuotesException.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b1_ADT" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Data" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.Data" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantProject.Data" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> --- NEW FILE: Data_SD.csproj --- (This appears to be a binary file; contents omitted.) --- NEW FILE: Data_SD.csproj.user --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:08:03
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19034/b7_Scripts Added Files: Scripts_SD.prjx Scripts_SD.csproj.user Scripts_SD.csproj Log Message: Added project files for SharpDevelop 2.0. All these files have as suffix "_SD" . --- NEW FILE: Scripts_SD.csproj.user --- (This appears to be a binary file; contents omitted.) --- NEW FILE: Scripts_SD.csproj --- (This appears to be a binary file; contents omitted.) --- NEW FILE: Scripts_SD.prjx --- <Project name="b7_Scripts" standardNamespace="Scripts" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\MyTradingSystem.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\CallingReportsForRunScripts\ShowReportFromFile.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\MultiTesting\MultiTestOneRank\" subtype="Code" buildaction="Nothing" dependson="" data="" /> <File name=".\SimpleTesting\MSFTsimpleTest\TsMSFTsimpleTest.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SimpleTesting\MSFTSimpleTest_2\TsMSFTsimpleTest_2.cs" subtype="Code" buildaction="Nothing" dependson="" data="" /> <File name=".\SimpleTesting\OneRank\OneRank.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SimpleTesting\OneRank\RunOneRank.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SimpleTesting\ShortTest\EndOfDayTimerHandler.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SimpleTesting\ShortTest\RunShortTest.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerCTC.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerCTO.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeManagerForEfficientCTCPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeManagerForEfficientCTOPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeManagerForEfficientPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunEfficientCTCPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunEfficientCTOPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\MSFTwalkForward\TsMSFTwalkForward.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\BestPerformingTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\ChosenTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\ComparableAccount.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\EligibleTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\ProgressBarForm.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\RunWalkForwardOneRank.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandler.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunEfficientPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\PortfolioType.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunTestOptimizedCTCPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerCTCTest.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SimpleTesting\OneRank\OneRankForm.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerLastChosenPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunLastChosenPortfolioOutOfSample.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\GenomeRepresentation.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\CandidateProperties.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\LinearCombinationTest.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\MainForm.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\OptimizationOutput.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\RunBestLinearCombination.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\TestDisplayer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerCTCWeekly.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunEfficientCTCWeeklyPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeManipulator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\OpenToCloseWeeklyStrategy.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\OpenToCloseDailyStrategy.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\WalkForwardTest\RunWalkForwardLinearCombination.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\WalkForwardTest\WalkForwardOpenToCloseDailyStrategy.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\EvaluatingOptimizationTechnique" subtype="Directory" buildaction="Compile" dependson="" data="" /> <File name=".\EvaluatingOptimizationTechnique\EfficientPortfolio" subtype="Directory" buildaction="Compile" dependson="" data="" /> <File name=".\EvaluatingOptimizationTechnique\OptimizationTechniqueEvaluator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\EvaluatingOptimizationTechnique\EfficientPortfolio\RunTestingOptimizationOpenToClose.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerOTCCTO.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunEfficientOTCCTOPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunEfficientOTCPortfolioMultiday.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerOTCMultiday.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\SimpleSelection" subtype="Directory" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\SimpleSelection\RunSimpleSelectionOpenToClose.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\SimpleSelection\BestTickersScreener.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\SimpleSelection\BestTickersScreenerOpenToClose.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\SimpleSelection\CandidatePropertiesForSimpleSelection.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\SimpleSelection\EndOfDayTimerHandlerSimpleSelection.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\SimpleSelection\EndOfDayTimerHandlerSimpleSelectionOpenToClose.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\SimpleSelection\RunSimpleSelection.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardOneRank\MyEndOfDayTimerHandler.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeMeaning.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeManagerForWeightedEfficientPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank" subtype="Directory" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank\WFMultiOneRankGenomeManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank\RunWalkForwardMultiOneRank.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank\WFMultiOneRankChosenTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank\WFMultiOneRankEligibleTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank\ReportDebugger\WFMultiOneRankDebugInSample.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank\WFMultiOneRankEndOfDayTimerHandler.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank\ReportDebugger\WFMultiOneRankDebugEndOfDayTimerHandler.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank\ReportDebugger\WFMultiOneRankReportDebugger.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\IWalkForwardProgressNotifier.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank\ReportDebugger\WFMultiOneRankDebugInSampleForm.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardMultiOneRank\ReportDebugger\WFMultiOneRankRunInSampleDebug.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\TestingOTCTypes\EndOfDayTimerHandlerOTCTypes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\TestingOTCTypes\RunEfficientOTCTypes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeManagerForEfficientOTCPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunEfficientOTCPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerOTC.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\RunTestOptimizedOTCPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\TestingOTCTypes\GenomeManagerForEfficientOTCTypes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TickerSelectionTesting\EndOfDayTimerHandlerOTCTest.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\EvaluatingOptimizationTechnique\EfficientPortfolio\RunTestingOptimizationCloseToOpen.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\StrategyType.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\CloseToOpenDailyStrategy.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\RunPairTrading.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\SimplePairTrading\EndOfDayTimerHandlerSimplePT.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\SimplePairTrading\GenomeManagerForSimplePT.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\SimplePairTrading\RunSimplePairTrading.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\PairTradingCandidate.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\SimplePairTrading\SimplePTGenomeManipulator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\SimplePairTrading\GenomeMeaningSimplePT.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\SimplePairTrading\InSample\RunSimplePairTradingIS.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\EvaluatingOptimizationTechnique\EfficientPortfolio\RunTestingOptimizationOpenToCloseFitnessCombined.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\EvaluatingOptimizationTechnique\TechnicalAnalysis\RunTestingOptimizationExtremeCounterTrend.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TechnicalAnalysisTesting\Oscillators\FixedPeriodOscillators\RunFPOscillatorCTC.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TechnicalAnalysisTesting\Oscillators\FixedPeriodOscillators\EndOfDayTimerHandlerFPOscillatorCTC.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\RunWalkForwardLag.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagSignedTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagCandidates.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagChosenTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagEligibleTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagEndOfDayTimerHandler.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagGenomeManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagDebugger\WFLagLog.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagDebugger\WFLagDebugPositions\WFLagDebugPositions.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TechnicalAnalysisTesting\Oscillators\FixedPeriodOscillators\GenomeManagerForFPOscillatorCTC.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TechnicalAnalysisTesting" subtype="Directory" buildaction="Compile" dependson="" data="" /> <File name=".\TechnicalAnalysisTesting\Oscillators" subtype="Directory" buildaction="Compile" dependson="" data="" /> <File name=".\TechnicalAnalysisTesting\Oscillators\FixedPeriodOscillators" subtype="Directory" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagDebugger\WFLagRunDebugger.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagDebugger\WFLagChosenPositions.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagDebugger\WFLagReportDebugger.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagDebugger\WFLagDebugPositions\WFLagDebugPositionsEndOfDayTimerHandler.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagNewChosenTickersEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagMain.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\SimplePairTrading\InSample\OutputDisplayer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\SimplePairTrading\InSample\EndOfDayTimerHandlerSimplePTIS.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\SimplePairTrading\InSample\GenomeRepresentation.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ArbitrageTesting\PairTrading\SimplePairTrading\InSample\OptimizationOutput.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TechnicalAnalysisTesting\Oscillators\ExtremeCounterTrend" subtype="Directory" buildaction="Compile" dependson="" data="" /> <File name=".\TechnicalAnalysisTesting\Oscillators\ExtremeCounterTrend\RunExtremeCounterTrend.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TechnicalAnalysisTesting\Oscillators\ExtremeCounterTrend\EndOfDayTimerHandlerECT.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\TechnicalAnalysisTesting\Oscillators\ExtremeCounterTrend\GenomeManagerECT.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\ExtremeCounterTrendStrategy.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\FixedPeriodOscillatorStrategy.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\WalkForwardLag\WFLagDebugger\WFLagDebugGenome.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuantProject.Scripts.WalkForwardTesting.LinearCombination.TestDisplayer.resources" subtype="Code" buildaction="EmbedAsResource" dependson="" data="" /> <File name=".\TickerSelectionTesting\GenomeManagerForEfficientOTCCTOPortfolio.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\WalkForwardTesting\LinearCombination\OTC_CTODailyStrategy.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b1_ADT" localcopy="True" /> <Reference type="Project" refto="b2_DataAccess" localcopy="True" /> <Reference type="Project" refto="b3_Data" localcopy="True" /> <Reference type="Project" refto="b4_Business" localcopy="True" /> <Reference type="Project" refto="b5_Presentation" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="Scripts" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="Scripts" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="Scripts" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:08:03
|
Update of /cvsroot/quantproject/QuantProject/b2_DataAccess In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19034/b2_DataAccess Added Files: DataAccess_SD.prjx DataAccess_SD.csproj.user DataAccess_SD.csproj Log Message: Added project files for SharpDevelop 2.0. All these files have as suffix "_SD" . --- NEW FILE: DataAccess_SD.prjx --- <Project name="b2_DataAccess" standardNamespace="DataAccess" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ConnectionProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataBase.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataBaseLocator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\DataBaseVersionManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\OleDbSingleTableAdapter.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\QuoteField.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SQLBuilder.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\SqlExecutor.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ValidationTypes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\FaultyTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\Quotes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\TickerGroups.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\Tickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\Tickers_tickerGroups.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\ValidatedTickers.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\VisuallyValidatedQuotes.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Tables\EventType.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\MissingQuoteException.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References> <Reference type="Project" refto="b1_ADT" localcopy="True" /> </References> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.DataAccess" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.DataAccess" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantProject.DataAccess" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> --- NEW FILE: DataAccess_SD.csproj --- (This appears to be a binary file; contents omitted.) --- NEW FILE: DataAccess_SD.csproj.user --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:08:02
|
Update of /cvsroot/quantproject/QuantProject/b1_ADT In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19034/b1_ADT Added Files: ADT_SD.prjx ADT_SD.csproj.user ADT_SD.csproj Log Message: Added project files for SharpDevelop 2.0. All these files have as suffix "_SD" . --- NEW FILE: ADT_SD.csproj.user --- (This appears to be a binary file; contents omitted.) --- NEW FILE: ADT_SD.prjx --- <Project name="b1_ADT" standardNamespace="ADT" description="" newfilesearch="None" enableviewstate="True" version="1.1" projecttype="C#"> <Contents> <File name=".\AdvancedSortedList.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\AssemblyInfo.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\BarComponent.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ConstantsProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ExtendedDataTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\ExtendedDateTime.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\HashProvider.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\IProgressNotifier.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Keyed.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\NewProgressEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\RecursiveHashTable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\FileManaging\ObjectArchiver.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Histories\History.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Optimizable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Parameter.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Parameters.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\GeneticOptimizer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\Genome.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\GenomeComparer.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\GenomeManagement.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\GenomeManagerTest.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\IGenomeManager.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\BasicFunctions.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\CalculusApproximation.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\Function.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\IPdfDefiner.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\NormalDistribution.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Histories\PreviousInterpolator.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Histories\IInterpolatonMethod.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\IndexOfKeyOrPreviousException.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Statistics\AdvancedFunctions.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\EstimatedObject.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\NewGenerationEventArgs.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Optimizing\Genetic\GenomeCounter.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> <File name=".\Collections\QPHashtable.cs" subtype="Code" buildaction="Compile" dependson="" data="" /> </Contents> <References /> <DeploymentInformation target="" script="" strategy="File" /> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.ADT" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configurations active="Debug"> <Configuration runwithwarnings="True" name="Debug"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="Standard" warninglevel="4" nowarn="" includedebuginformation="True" optimize="False" unsafecodeallowed="False" generateoverflowchecks="True" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Debug" assembly="QuantProject.ADT" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> <Configuration runwithwarnings="True" name="Release"> <CodeGeneration runtime="MsNet" compiler="Csc" compilerversion="" warninglevel="4" nowarn="" includedebuginformation="False" optimize="True" unsafecodeallowed="False" generateoverflowchecks="False" mainclass="" target="Library" definesymbols="" generatexmldocumentation="False" win32Icon="" noconfig="False" nostdlib="False" /> <Execution commandlineparameters="" consolepause="True" /> <Output directory="..\bin\Release" assembly="QuantProject.ADT" executeScript="" executeBeforeBuild="" executeAfterBuild="" executeBeforeBuildArguments="" executeAfterBuildArguments="" /> </Configuration> </Configurations> </Project> --- NEW FILE: ADT_SD.csproj --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:08:02
|
Update of /cvsroot/quantproject/QuantProject In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19034 Added Files: QuantProject_SD.sln Log Message: Added project files for SharpDevelop 2.0. All these files have as suffix "_SD" . --- NEW FILE: QuantProject_SD.sln --- (This appears to be a binary file; contents omitted.) |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:04:21
|
Update of /cvsroot/quantproject/QuantDownloader/Downloader In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17725/Downloader Modified Files: WebDownloader.cs TickerDownloader.cs Log Message: It is now possible to download only a single quote for a specified date. Fixed a serious bug when the overWrite option is selected: quotes are deleted from DB only for corresponding dates downloaded from source. Index: WebDownloader.cs =================================================================== RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/WebDownloader.cs,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** WebDownloader.cs 8 Apr 2006 13:54:10 -0000 1.20 --- WebDownloader.cs 2 Jul 2006 20:04:15 -0000 1.21 *************** *** 53,56 **** --- 53,58 ---- private System.Windows.Forms.ToolTip toolTip1; internal System.Windows.Forms.CheckBox checkBoxDownloadOnlyAfterCloseToCloseCheck; + private System.Windows.Forms.DateTimePicker dateTimePickerSelectedDate; + private System.Windows.Forms.RadioButton radioButtonDownloadSingleQuote; private System.ComponentModel.IContainer components; *************** *** 155,158 **** --- 157,162 ---- this.toolTip1 = new System.Windows.Forms.ToolTip(this.components); this.checkBoxDownloadOnlyAfterCloseToCloseCheck = new System.Windows.Forms.CheckBox(); + this.dateTimePickerSelectedDate = new System.Windows.Forms.DateTimePicker(); + this.radioButtonDownloadSingleQuote = new System.Windows.Forms.RadioButton(); ((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).BeginInit(); this.groupBoxWebDownloaderOptions.SuspendLayout(); *************** *** 337,340 **** --- 341,346 ---- // this.groupBoxUpdateDatabaseOptions.Controls.AddRange(new System.Windows.Forms.Control[] { + this.radioButtonDownloadSingleQuote, + this.dateTimePickerSelectedDate, this.radioButtonDownloadOnlyAfterMax, this.radioButtonDownloadBeforeMinAndAfterMax, *************** *** 361,378 **** // this.radioButtonDownloadBeforeMinAndAfterMax.Enabled = false; ! this.radioButtonDownloadBeforeMinAndAfterMax.Location = new System.Drawing.Point(16, 56); this.radioButtonDownloadBeforeMinAndAfterMax.Name = "radioButtonDownloadBeforeMinAndAfterMax"; ! this.radioButtonDownloadBeforeMinAndAfterMax.Size = new System.Drawing.Size(256, 32); this.radioButtonDownloadBeforeMinAndAfterMax.TabIndex = 2; this.radioButtonDownloadBeforeMinAndAfterMax.Text = "Download only quotes before first quote and after last quote (TO BE TESTED)"; // // radioButtonOverWriteNo // this.radioButtonOverWriteNo.Enabled = false; ! this.radioButtonOverWriteNo.Location = new System.Drawing.Point(16, 96); this.radioButtonOverWriteNo.Name = "radioButtonOverWriteNo"; ! this.radioButtonOverWriteNo.Size = new System.Drawing.Size(256, 32); this.radioButtonOverWriteNo.TabIndex = 1; this.radioButtonOverWriteNo.Text = "Download all quotes, adding to database only the missing ones (TO BE TESTED)"; // // radioButtonOverWriteYes --- 367,386 ---- // this.radioButtonDownloadBeforeMinAndAfterMax.Enabled = false; ! this.radioButtonDownloadBeforeMinAndAfterMax.Location = new System.Drawing.Point(200, 104); this.radioButtonDownloadBeforeMinAndAfterMax.Name = "radioButtonDownloadBeforeMinAndAfterMax"; ! this.radioButtonDownloadBeforeMinAndAfterMax.Size = new System.Drawing.Size(40, 32); this.radioButtonDownloadBeforeMinAndAfterMax.TabIndex = 2; this.radioButtonDownloadBeforeMinAndAfterMax.Text = "Download only quotes before first quote and after last quote (TO BE TESTED)"; + this.radioButtonDownloadBeforeMinAndAfterMax.Visible = false; // // radioButtonOverWriteNo // this.radioButtonOverWriteNo.Enabled = false; ! this.radioButtonOverWriteNo.Location = new System.Drawing.Point(240, 104); this.radioButtonOverWriteNo.Name = "radioButtonOverWriteNo"; ! this.radioButtonOverWriteNo.Size = new System.Drawing.Size(40, 32); this.radioButtonOverWriteNo.TabIndex = 1; this.radioButtonOverWriteNo.Text = "Download all quotes, adding to database only the missing ones (TO BE TESTED)"; + this.radioButtonOverWriteNo.Visible = false; // // radioButtonOverWriteYes *************** *** 413,416 **** --- 421,443 ---- "ed values respect current close to close ratio "); // + // dateTimePickerSelectedDate + // + this.dateTimePickerSelectedDate.Enabled = false; + this.dateTimePickerSelectedDate.Location = new System.Drawing.Point(24, 96); + this.dateTimePickerSelectedDate.Name = "dateTimePickerSelectedDate"; + this.dateTimePickerSelectedDate.Size = new System.Drawing.Size(184, 20); + this.dateTimePickerSelectedDate.TabIndex = 7; + // + // radioButtonDownloadSingleQuote + // + this.radioButtonDownloadSingleQuote.Checked = true; + this.radioButtonDownloadSingleQuote.Location = new System.Drawing.Point(16, 56); + this.radioButtonDownloadSingleQuote.Name = "radioButtonDownloadSingleQuote"; + this.radioButtonDownloadSingleQuote.Size = new System.Drawing.Size(256, 24); + this.radioButtonDownloadSingleQuote.TabIndex = 8; + this.radioButtonDownloadSingleQuote.TabStop = true; + this.radioButtonDownloadSingleQuote.Text = "Download single quote"; + this.radioButtonDownloadSingleQuote.CheckedChanged += new System.EventHandler(this.radioButtonDownloadSingleQuote_CheckedChanged); + // // WebDownloader // *************** *** 757,760 **** --- 784,795 ---- this.downloadThread.Abort(); } + + private void radioButtonDownloadSingleQuote_CheckedChanged(object sender, System.EventArgs e) + { + if(this.radioButtonDownloadSingleQuote.Checked) + this.dateTimePickerSelectedDate.Enabled = true; + else + this.dateTimePickerSelectedDate.Enabled = false; + } public bool IsComputeCloseToCloseRatioSelected *************** *** 810,813 **** --- 845,862 ---- } } + public bool IsSingleQuoteSelected + { + get + { + return this.radioButtonDownloadSingleQuote.Checked; + } + } + public DateTime SelectedDateForSingleQuote + { + get + { + return this.dateTimePickerSelectedDate.Value; + } + } } } Index: TickerDownloader.cs =================================================================== RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerDownloader.cs,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** TickerDownloader.cs 8 Apr 2006 13:54:10 -0000 1.19 --- TickerDownloader.cs 2 Jul 2006 20:04:15 -0000 1.20 *************** *** 251,266 **** DateTime currBeginDate = new DateTime(); currBeginDate = startDate; ! while ( currBeginDate < endDate ) { ! DateTime currEndDate = new DateTime(); ! if ( DateTime.Compare( DateTime.Today , currBeginDate.AddDays( numDaysOfTimeFrame ) ) < 0 ) ! currEndDate = DateTime.Today; ! else ! currEndDate = currBeginDate.AddDays( numDaysOfTimeFrame ); ! this.importTickerForCurrentTimeFrame ( currBeginDate , currEndDate ); ! currBeginDate = currEndDate.AddDays( 1 ); } - return this.downloadedValuesFromSource; - } --- 251,279 ---- DateTime currBeginDate = new DateTime(); currBeginDate = startDate; ! if(currBeginDate == endDate) ! //just a single quote requested: initial date is 10 day before end date ! //just for close to close direct computation { ! this.importTickerForCurrentTimeFrame ( currBeginDate.AddDays(-10) , endDate ); ! int rowsDownloaded = this.downloadedValuesFromSource.Rows.Count; ! for(int i = rowsDownloaded-1;i>1 ;i--) ! //for the computation of ctc ratio it is necessary to have previous quote ! this.downloadedValuesFromSource.Rows.RemoveAt(i); ! return this.downloadedValuesFromSource; ! } ! else ! { ! while ( currBeginDate < endDate ) ! { ! DateTime currEndDate = new DateTime(); ! if ( DateTime.Compare( DateTime.Today , currBeginDate.AddDays( numDaysOfTimeFrame ) ) < 0 ) ! currEndDate = DateTime.Today; ! else ! currEndDate = currBeginDate.AddDays( numDaysOfTimeFrame ); ! this.importTickerForCurrentTimeFrame ( currBeginDate , currEndDate ); ! currBeginDate = currEndDate.AddDays( 1 ); ! } ! return this.downloadedValuesFromSource; } } *************** *** 348,352 **** this.downloadedValuesFromSource = this.getTableOfDownloadedValues(Quotes.GetEndDate(this.p_quTicker), DateTime.Now); ! this.commitDownloadedValuesToDatabase(); } } --- 361,365 ---- this.downloadedValuesFromSource = this.getTableOfDownloadedValues(Quotes.GetEndDate(this.p_quTicker), DateTime.Now); ! this.commitDownloadedValuesToDatabase(); } } *************** *** 374,377 **** --- 387,396 ---- } + private void downloadTickerForTheSelectedDate(DateTime date) + { + this.startDate = date; + this.endDate = date; + this.checkForNewAdjustedAndContinueOrStop(); + } private void downloadTickerAfterLastQuote() *************** *** 399,403 **** { if(this.p_myForm.IsOverWriteYesSelected) ! Quotes.Delete(this.p_quTicker); if(this.p_myForm.IsComputeCloseToCloseRatioSelected) QuantProject.DataAccess.Tables.Quotes.ComputeCloseToCloseValues(this.downloadedValuesFromSource); --- 418,425 ---- { if(this.p_myForm.IsOverWriteYesSelected) ! { ! foreach(DataRow row in this.downloadedValuesFromSource.Rows) ! Quotes.Delete(this.p_quTicker, (DateTime)row["quDate"]); ! } if(this.p_myForm.IsComputeCloseToCloseRatioSelected) QuantProject.DataAccess.Tables.Quotes.ComputeCloseToCloseValues(this.downloadedValuesFromSource); *************** *** 452,455 **** --- 474,485 ---- this.resetAndImportTicker(); } + else if(this.p_myForm.IsSingleQuoteSelected) + { + if(Quotes.GetTickerQuotes(this.p_quTicker, + this.p_myForm.SelectedDateForSingleQuote, + this.p_myForm.SelectedDateForSingleQuote).Rows.Count == 0) + //there's no quote for the ticker at the given date + this.downloadTickerForTheSelectedDate(this.p_myForm.SelectedDateForSingleQuote); + } Cursor.Current = Cursors.Default; |
|
From: Marco M. <mi...@us...> - 2006-07-02 20:01:11
|
Update of /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16408/Downloader/TickerSelectors Modified Files: TickerSelectorForm.cs Log Message: Added SelectorByMaxLinearIndipendence to the visual selector form. Some minor bugs have been fixed, too. Index: TickerSelectorForm.cs =================================================================== RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerSelectorForm.cs,v retrieving revision 1.19 retrieving revision 1.20 diff -C2 -d -r1.19 -r1.20 *** TickerSelectorForm.cs 8 Apr 2006 14:25:50 -0000 1.19 --- TickerSelectorForm.cs 2 Jul 2006 20:01:07 -0000 1.20 *************** *** 32,35 **** --- 32,36 ---- using QuantProject.Data.DataTables; using QuantProject.Data.Selectors; + using QuantProject.Data.Selectors.ByLinearIndipendence; namespace QuantProject.Applications.Downloader.TickerSelectors *************** *** 69,74 **** private System.Windows.Forms.Splitter splitter1; private System.Windows.Forms.CheckBox checkBoxOnlyWithAtLeastOneWinningDay; - private System.Windows.Forms.TextBox textBoxNumDaysBetweenEachClose; - private System.Windows.Forms.Label labelNumDaysBetweenEachClose; private DataTable tableOfSelectedTickers; --- 70,73 ---- *************** *** 97,100 **** --- 96,100 ---- this.comboBoxAvailableSelectionRules.Items.Add("OpenToCloseCorrelationToBenchmark"); this.comboBoxAvailableSelectionRules.Items.Add("CloseToCloseCorrelationToBenchmark"); + this.comboBoxAvailableSelectionRules.Items.Add("MaxLinearIndipendence"); } *************** *** 132,469 **** /// </summary> private void InitializeComponent() { ! this.components = new System.ComponentModel.Container(); ! this.splitter1 = new System.Windows.Forms.Splitter(); ! this.textBoxMaxPrice = new System.Windows.Forms.TextBox(); ! this.labelMaxPrice = new System.Windows.Forms.Label(); ! this.label5 = new System.Windows.Forms.Label(); ! this.labelMaxStdDev = new System.Windows.Forms.Label(); ! this.label7 = new System.Windows.Forms.Label(); ! this.textBoxMaxNumOfReturnedTickers = new System.Windows.Forms.TextBox(); ! this.panel2 = new System.Windows.Forms.Panel(); ! this.groupBoxSelectionRule = new System.Windows.Forms.GroupBox(); ! this.checkBoxOnlyWithAtLeastOneWinningDay = new System.Windows.Forms.CheckBox(); ! this.textBoxMaxStdDev = new System.Windows.Forms.TextBox(); ! this.labelMinStdDev = new System.Windows.Forms.Label(); ! this.textBoxMinStdDev = new System.Windows.Forms.TextBox(); ! this.labelMinPrice = new System.Windows.Forms.Label(); ! this.textBoxMinPrice = new System.Windows.Forms.TextBox(); ! this.labelMarketIndexKey = new System.Windows.Forms.Label(); ! this.textBoxMarketIndex = new System.Windows.Forms.TextBox(); ! this.checkBoxASCMode = new System.Windows.Forms.CheckBox(); ! this.label3 = new System.Windows.Forms.Label(); ! this.comboBoxAvailableSelectionRules = new System.Windows.Forms.ComboBox(); ! this.label2 = new System.Windows.Forms.Label(); ! this.label1 = new System.Windows.Forms.Label(); ! this.textBoxGroupID = new System.Windows.Forms.TextBox(); ! this.dateTimePickerLastDate = new System.Windows.Forms.DateTimePicker(); ! this.dateTimePickerFirstDate = new System.Windows.Forms.DateTimePicker(); ! this.buttonSelectTickers = new System.Windows.Forms.Button(); ! this.dataGrid1 = new System.Windows.Forms.DataGrid(); ! this.toolTip1 = new System.Windows.Forms.ToolTip(this.components); ! this.textBoxNumDaysBetweenEachClose = new System.Windows.Forms.TextBox(); ! this.labelNumDaysBetweenEachClose = new System.Windows.Forms.Label(); ! this.panel2.SuspendLayout(); ! this.groupBoxSelectionRule.SuspendLayout(); ! ((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).BeginInit(); ! this.SuspendLayout(); ! // ! // splitter1 ! // ! this.splitter1.BackColor = System.Drawing.SystemColors.Highlight; ! this.splitter1.Location = new System.Drawing.Point(432, 0); ! this.splitter1.Name = "splitter1"; ! this.splitter1.Size = new System.Drawing.Size(3, 478); ! this.splitter1.TabIndex = 8; ! this.splitter1.TabStop = false; ! // ! // textBoxMaxPrice ! // ! this.textBoxMaxPrice.Location = new System.Drawing.Point(72, 232); ! this.textBoxMaxPrice.Name = "textBoxMaxPrice"; ! this.textBoxMaxPrice.Size = new System.Drawing.Size(56, 20); ! this.textBoxMaxPrice.TabIndex = 32; ! this.textBoxMaxPrice.Text = ""; ! this.textBoxMaxPrice.Visible = false; ! // ! // labelMaxPrice ! // ! this.labelMaxPrice.Location = new System.Drawing.Point(16, 232); ! this.labelMaxPrice.Name = "labelMaxPrice"; ! this.labelMaxPrice.Size = new System.Drawing.Size(56, 23); ! this.labelMaxPrice.TabIndex = 33; ! this.labelMaxPrice.Text = "Max Price"; ! this.labelMaxPrice.Visible = false; ! // ! // label5 ! // ! this.label5.Location = new System.Drawing.Point(8, 24); ! this.label5.Name = "label5"; ! this.label5.Size = new System.Drawing.Size(64, 16); ! this.label5.TabIndex = 18; ! this.label5.Text = "First Date"; ! // ! // labelMaxStdDev ! // ! this.labelMaxStdDev.Location = new System.Drawing.Point(152, 232); ! this.labelMaxStdDev.Name = "labelMaxStdDev"; ! this.labelMaxStdDev.Size = new System.Drawing.Size(80, 23); ! this.labelMaxStdDev.TabIndex = 37; ! this.labelMaxStdDev.Text = "Max Std Dev"; ! this.labelMaxStdDev.Visible = false; ! // ! // label7 ! // ! this.label7.Location = new System.Drawing.Point(168, 24); ! this.label7.Name = "label7"; ! this.label7.Size = new System.Drawing.Size(64, 16); ! this.label7.TabIndex = 20; ! this.label7.Text = "Last Date"; ! // ! // textBoxMaxNumOfReturnedTickers ! // ! this.textBoxMaxNumOfReturnedTickers.Location = new System.Drawing.Point(312, 64); ! this.textBoxMaxNumOfReturnedTickers.Name = "textBoxMaxNumOfReturnedTickers"; ! this.textBoxMaxNumOfReturnedTickers.Size = new System.Drawing.Size(48, 20); ! this.textBoxMaxNumOfReturnedTickers.TabIndex = 23; ! this.textBoxMaxNumOfReturnedTickers.Text = ""; ! // ! // panel2 ! // ! this.panel2.Controls.AddRange(new System.Windows.Forms.Control[] { ! this.groupBoxSelectionRule, ! this.buttonSelectTickers}); ! this.panel2.Dock = System.Windows.Forms.DockStyle.Fill; ! this.panel2.ForeColor = System.Drawing.SystemColors.ControlText; ! this.panel2.Location = new System.Drawing.Point(432, 0); ! this.panel2.Name = "panel2"; ! this.panel2.Size = new System.Drawing.Size(372, 478); ! this.panel2.TabIndex = 7; ! // ! // groupBoxSelectionRule ! // ! this.groupBoxSelectionRule.Controls.AddRange(new System.Windows.Forms.Control[] { ! this.labelNumDaysBetweenEachClose, ! this.textBoxNumDaysBetweenEachClose, ! this.checkBoxOnlyWithAtLeastOneWinningDay, ! this.labelMaxStdDev, ! this.textBoxMaxStdDev, ! this.labelMinStdDev, ! this.textBoxMinStdDev, ! this.labelMaxPrice, ! this.textBoxMaxPrice, ! this.labelMinPrice, ! this.textBoxMinPrice, ! this.labelMarketIndexKey, ! this.textBoxMarketIndex, ! this.checkBoxASCMode, ! this.label3, ! this.comboBoxAvailableSelectionRules, ! this.label2, ! this.textBoxMaxNumOfReturnedTickers, ! this.label1, ! this.textBoxGroupID, ! this.label7, ! this.label5, ! this.dateTimePickerLastDate, ! this.dateTimePickerFirstDate}); ! this.groupBoxSelectionRule.Location = new System.Drawing.Point(8, 16); ! this.groupBoxSelectionRule.Name = "groupBoxSelectionRule"; ! this.groupBoxSelectionRule.Size = new System.Drawing.Size(376, 272); ! this.groupBoxSelectionRule.TabIndex = 14; ! this.groupBoxSelectionRule.TabStop = false; ! this.groupBoxSelectionRule.Text = "Single Selection rule"; ! // ! // checkBoxOnlyWithAtLeastOneWinningDay ! // ! this.checkBoxOnlyWithAtLeastOneWinningDay.Enabled = false; ! this.checkBoxOnlyWithAtLeastOneWinningDay.Location = new System.Drawing.Point(192, 144); ! this.checkBoxOnlyWithAtLeastOneWinningDay.Name = "checkBoxOnlyWithAtLeastOneWinningDay"; ! this.checkBoxOnlyWithAtLeastOneWinningDay.Size = new System.Drawing.Size(152, 24); ! this.checkBoxOnlyWithAtLeastOneWinningDay.TabIndex = 38; ! this.checkBoxOnlyWithAtLeastOneWinningDay.Text = "Exclude \"pure\" losers"; ! this.toolTip1.SetToolTip(this.checkBoxOnlyWithAtLeastOneWinningDay, "Check if you want to filter only tickers with at least one winning day"); ! // ! // textBoxMaxStdDev ! // ! this.textBoxMaxStdDev.Location = new System.Drawing.Point(232, 232); ! this.textBoxMaxStdDev.Name = "textBoxMaxStdDev"; ! this.textBoxMaxStdDev.Size = new System.Drawing.Size(56, 20); ! this.textBoxMaxStdDev.TabIndex = 36; ! this.textBoxMaxStdDev.Text = ""; ! this.textBoxMaxStdDev.Visible = false; ! // ! // labelMinStdDev ! // ! this.labelMinStdDev.Location = new System.Drawing.Point(152, 184); ! this.labelMinStdDev.Name = "labelMinStdDev"; ! this.labelMinStdDev.Size = new System.Drawing.Size(72, 23); ! this.labelMinStdDev.TabIndex = 35; ! this.labelMinStdDev.Text = "Min Std Dev"; ! this.labelMinStdDev.Visible = false; ! // ! // textBoxMinStdDev ! // ! this.textBoxMinStdDev.Location = new System.Drawing.Point(232, 184); ! this.textBoxMinStdDev.Name = "textBoxMinStdDev"; ! this.textBoxMinStdDev.Size = new System.Drawing.Size(56, 20); ! this.textBoxMinStdDev.TabIndex = 34; ! this.textBoxMinStdDev.Text = ""; ! this.textBoxMinStdDev.Visible = false; ! // ! // labelMinPrice ! // ! this.labelMinPrice.Location = new System.Drawing.Point(16, 184); ! this.labelMinPrice.Name = "labelMinPrice"; ! this.labelMinPrice.Size = new System.Drawing.Size(56, 23); ! this.labelMinPrice.TabIndex = 31; ! this.labelMinPrice.Text = "Min Price"; ! this.labelMinPrice.Visible = false; ! // ! // textBoxMinPrice ! // ! this.textBoxMinPrice.Location = new System.Drawing.Point(72, 184); ! this.textBoxMinPrice.Name = "textBoxMinPrice"; ! this.textBoxMinPrice.Size = new System.Drawing.Size(56, 20); ! this.textBoxMinPrice.TabIndex = 30; ! this.textBoxMinPrice.Text = ""; ! this.textBoxMinPrice.Visible = false; ! // ! // labelMarketIndexKey ! // ! this.labelMarketIndexKey.Location = new System.Drawing.Point(16, 208); ! this.labelMarketIndexKey.Name = "labelMarketIndexKey"; ! this.labelMarketIndexKey.Size = new System.Drawing.Size(96, 23); ! this.labelMarketIndexKey.TabIndex = 29; ! this.labelMarketIndexKey.Text = "Market index key:"; ! this.labelMarketIndexKey.Visible = false; ! // ! // textBoxMarketIndex ! // ! this.textBoxMarketIndex.Location = new System.Drawing.Point(120, 208); ! this.textBoxMarketIndex.Name = "textBoxMarketIndex"; ! this.textBoxMarketIndex.Size = new System.Drawing.Size(56, 20); ! this.textBoxMarketIndex.TabIndex = 28; ! this.textBoxMarketIndex.Text = ""; ! this.textBoxMarketIndex.Visible = false; ! // ! // checkBoxASCMode ! // ! this.checkBoxASCMode.Location = new System.Drawing.Point(8, 144); ! this.checkBoxASCMode.Name = "checkBoxASCMode"; ! this.checkBoxASCMode.Size = new System.Drawing.Size(152, 24); ! this.checkBoxASCMode.TabIndex = 27; ! this.checkBoxASCMode.Text = "Order by ASC mode"; ! // ! // label3 ! // ! this.label3.Location = new System.Drawing.Point(16, 96); ! this.label3.Name = "label3"; ! this.label3.Size = new System.Drawing.Size(120, 16); ! this.label3.TabIndex = 26; ! this.label3.Text = "Choose selection rule"; ! // ! // comboBoxAvailableSelectionRules ! // ! this.comboBoxAvailableSelectionRules.Location = new System.Drawing.Point(8, 120); ! this.comboBoxAvailableSelectionRules.Name = "comboBoxAvailableSelectionRules"; ! this.comboBoxAvailableSelectionRules.Size = new System.Drawing.Size(176, 21); ! this.comboBoxAvailableSelectionRules.TabIndex = 25; ! this.comboBoxAvailableSelectionRules.Text = "comboBox1"; ! this.comboBoxAvailableSelectionRules.SelectedValueChanged += new System.EventHandler(this.comboBoxAvailableSelectionRules_SelectedValueChanged); ! // ! // label2 ! // ! this.label2.Location = new System.Drawing.Point(160, 64); ! this.label2.Name = "label2"; ! this.label2.Size = new System.Drawing.Size(152, 24); ! this.label2.TabIndex = 24; ! this.label2.Text = "Max Num of returned tickers"; ! // ! // label1 ! // ! this.label1.Location = new System.Drawing.Point(8, 64); ! this.label1.Name = "label1"; ! this.label1.Size = new System.Drawing.Size(64, 16); ! this.label1.TabIndex = 22; ! this.label1.Text = "GroupID"; ! // ! // textBoxGroupID ! // ! this.textBoxGroupID.Location = new System.Drawing.Point(72, 64); ! this.textBoxGroupID.Name = "textBoxGroupID"; ! this.textBoxGroupID.Size = new System.Drawing.Size(88, 20); ! this.textBoxGroupID.TabIndex = 21; ! this.textBoxGroupID.Text = ""; ! // ! // dateTimePickerLastDate ! // ! this.dateTimePickerLastDate.Format = System.Windows.Forms.DateTimePickerFormat.Short; ! this.dateTimePickerLastDate.Location = new System.Drawing.Point(240, 24); ! this.dateTimePickerLastDate.Name = "dateTimePickerLastDate"; ! this.dateTimePickerLastDate.Size = new System.Drawing.Size(88, 20); ! this.dateTimePickerLastDate.TabIndex = 15; ! // ! // dateTimePickerFirstDate ! // ! this.dateTimePickerFirstDate.Format = System.Windows.Forms.DateTimePickerFormat.Short; ! this.dateTimePickerFirstDate.Location = new System.Drawing.Point(72, 24); ! this.dateTimePickerFirstDate.Name = "dateTimePickerFirstDate"; ! this.dateTimePickerFirstDate.Size = new System.Drawing.Size(88, 20); ! this.dateTimePickerFirstDate.TabIndex = 13; ! // ! // buttonSelectTickers ! // ! this.buttonSelectTickers.Location = new System.Drawing.Point(136, 296); ! this.buttonSelectTickers.Name = "buttonSelectTickers"; ! this.buttonSelectTickers.Size = new System.Drawing.Size(104, 24); ! this.buttonSelectTickers.TabIndex = 3; ! this.buttonSelectTickers.Text = "Select Tickers"; ! this.buttonSelectTickers.Click += new System.EventHandler(this.buttonSelectTickers_Click); ! // ! // dataGrid1 ! // ! this.dataGrid1.BorderStyle = System.Windows.Forms.BorderStyle.None; ! this.dataGrid1.DataMember = ""; ! this.dataGrid1.Dock = System.Windows.Forms.DockStyle.Left; ! this.dataGrid1.Font = new System.Drawing.Font("Microsoft Sans Serif", 8.25F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point, ((System.Byte)(0))); ! this.dataGrid1.HeaderForeColor = System.Drawing.SystemColors.ControlText; ! this.dataGrid1.Name = "dataGrid1"; ! this.dataGrid1.Size = new System.Drawing.Size(432, 478); ! this.dataGrid1.TabIndex = 2; ! // ! // textBoxNumDaysBetweenEachClose ! // ! this.textBoxNumDaysBetweenEachClose.Location = new System.Drawing.Point(328, 208); ! this.textBoxNumDaysBetweenEachClose.Name = "textBoxNumDaysBetweenEachClose"; ! this.textBoxNumDaysBetweenEachClose.Size = new System.Drawing.Size(32, 20); ! this.textBoxNumDaysBetweenEachClose.TabIndex = 39; ! this.textBoxNumDaysBetweenEachClose.Text = ""; ! this.textBoxNumDaysBetweenEachClose.Visible = false; ! // ! // labelNumDaysBetweenEachClose ! // ! this.labelNumDaysBetweenEachClose.Location = new System.Drawing.Point(184, 208); ! this.labelNumDaysBetweenEachClose.Name = "labelNumDaysBetweenEachClose"; ! this.labelNumDaysBetweenEachClose.Size = new System.Drawing.Size(144, 23); ! this.labelNumDaysBetweenEachClose.TabIndex = 40; ! this.labelNumDaysBetweenEachClose.Text = "Num days betw. each close"; ! this.labelNumDaysBetweenEachClose.Visible = false; ! // ! // TickerSelectorForm ! // ! this.AutoScaleBaseSize = new System.Drawing.Size(5, 13); ! this.ClientSize = new System.Drawing.Size(804, 478); ! this.Controls.AddRange(new System.Windows.Forms.Control[] { ! this.splitter1, ! this.panel2, ! this.dataGrid1}); ! this.Name = "TickerSelectorForm"; ! this.Text = "Ticker Selector"; ! this.panel2.ResumeLayout(false); ! this.groupBoxSelectionRule.ResumeLayout(false); ! ((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).EndInit(); ! this.ResumeLayout(false); ! } #endregion --- 132,497 ---- /// </summary> private void InitializeComponent() { ! this.components = new System.ComponentModel.Container(); ! this.splitter1 = new System.Windows.Forms.Splitter(); ! this.textBoxMaxPrice = new System.Windows.Forms.TextBox(); ! this.labelMaxPrice = new System.Windows.Forms.Label(); ! this.label5 = new System.Windows.Forms.Label(); ! this.labelMaxStdDev = new System.Windows.Forms.Label(); ! this.label7 = new System.Windows.Forms.Label(); ! this.textBoxMaxNumOfReturnedTickers = new System.Windows.Forms.TextBox(); ! this.panel2 = new System.Windows.Forms.Panel(); ! this.groupBoxSelectionRule = new System.Windows.Forms.GroupBox(); ! this.labelTextBoxPopulationSize = new System.Windows.Forms.Label(); ! this.labelTextBoxGenerations = new System.Windows.Forms.Label(); ! this.textBoxGenerationsForGeneticOptimizer = new System.Windows.Forms.TextBox(); ! this.textBoxPopulationSizeForGeneticOptimizer = new System.Windows.Forms.TextBox(); ! this.checkBoxAddIndexToOutputTable = new System.Windows.Forms.CheckBox(); ! this.checkBoxOnlyWithAtLeastOneWinningDay = new System.Windows.Forms.CheckBox(); ! this.textBoxMaxStdDev = new System.Windows.Forms.TextBox(); ! this.labelMinStdDev = new System.Windows.Forms.Label(); ! this.textBoxMinStdDev = new System.Windows.Forms.TextBox(); ! this.labelMinPrice = new System.Windows.Forms.Label(); ! this.textBoxMinPrice = new System.Windows.Forms.TextBox(); ! this.labelMarketIndexKey = new System.Windows.Forms.Label(); ! this.textBoxMarketIndex = new System.Windows.Forms.TextBox(); ! this.checkBoxASCMode = new System.Windows.Forms.CheckBox(); ! this.label3 = new System.Windows.Forms.Label(); ! this.comboBoxAvailableSelectionRules = new System.Windows.Forms.ComboBox(); ! this.label2 = new System.Windows.Forms.Label(); ! this.label1 = new System.Windows.Forms.Label(); ! this.textBoxGroupID = new System.Windows.Forms.TextBox(); ! this.dateTimePickerLastDate = new System.Windows.Forms.DateTimePicker(); ! this.dateTimePickerFirstDate = new System.Windows.Forms.DateTimePicker(); ! this.buttonSelectTickers = new System.Windows.Forms.Button(); ! this.dataGrid1 = new System.Windows.Forms.DataGrid(); ! this.toolTip1 = new System.Windows.Forms.ToolTip(this.components); ! this.panel2.SuspendLayout(); ! this.groupBoxSelectionRule.SuspendLayout(); ! ((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).BeginInit(); ! this.SuspendLayout(); ! // ! // splitter1 ! // ! this.splitter1.BackColor = System.Drawing.SystemColors.Highlight; ! this.splitter1.Location = new System.Drawing.Point(432, 0); ! this.splitter1.Name = "splitter1"; ! this.splitter1.Size = new System.Drawing.Size(3, 478); ! this.splitter1.TabIndex = 8; ! this.splitter1.TabStop = false; ! // ! // textBoxMaxPrice ! // ! this.textBoxMaxPrice.Location = new System.Drawing.Point(69, 202); ! this.textBoxMaxPrice.Name = "textBoxMaxPrice"; ! this.textBoxMaxPrice.Size = new System.Drawing.Size(56, 21); ! this.textBoxMaxPrice.TabIndex = 32; ! this.textBoxMaxPrice.Visible = false; ! // ! // labelMaxPrice ! // ! this.labelMaxPrice.Location = new System.Drawing.Point(13, 202); ! this.labelMaxPrice.Name = "labelMaxPrice"; ! this.labelMaxPrice.Size = new System.Drawing.Size(56, 14); ! this.labelMaxPrice.TabIndex = 33; ! this.labelMaxPrice.Text = "Max Price"; ! this.labelMaxPrice.Visible = false; ! // ! // label5 ! // ! this.label5.Location = new System.Drawing.Point(8, 16); ! this.label5.Name = "label5"; ! this.label5.Size = new System.Drawing.Size(64, 21); ! this.label5.TabIndex = 18; ! this.label5.Text = "First Date"; ! // ! // labelMaxStdDev ! // ! this.labelMaxStdDev.Location = new System.Drawing.Point(149, 202); ! this.labelMaxStdDev.Name = "labelMaxStdDev"; ! this.labelMaxStdDev.Size = new System.Drawing.Size(80, 14); ! this.labelMaxStdDev.TabIndex = 37; ! this.labelMaxStdDev.Text = "Max Std Dev"; ! this.labelMaxStdDev.Visible = false; ! // ! // label7 ! // ! this.label7.Location = new System.Drawing.Point(168, 16); ! this.label7.Name = "label7"; ! this.label7.Size = new System.Drawing.Size(64, 21); ! this.label7.TabIndex = 20; ! this.label7.Text = "Last Date"; ! // ! // textBoxMaxNumOfReturnedTickers ! // ! this.textBoxMaxNumOfReturnedTickers.Location = new System.Drawing.Point(312, 41); ! this.textBoxMaxNumOfReturnedTickers.Name = "textBoxMaxNumOfReturnedTickers"; ! this.textBoxMaxNumOfReturnedTickers.Size = new System.Drawing.Size(48, 21); ! this.textBoxMaxNumOfReturnedTickers.TabIndex = 23; ! // ! // panel2 ! // ! this.panel2.Controls.Add(this.groupBoxSelectionRule); ! this.panel2.Controls.Add(this.buttonSelectTickers); ! this.panel2.Dock = System.Windows.Forms.DockStyle.Fill; ! this.panel2.ForeColor = System.Drawing.SystemColors.ControlText; ! this.panel2.Location = new System.Drawing.Point(432, 0); ! this.panel2.Name = "panel2"; ! this.panel2.Size = new System.Drawing.Size(372, 478); ! this.panel2.TabIndex = 7; ! // ! // groupBoxSelectionRule ! // ! this.groupBoxSelectionRule.Controls.Add(this.labelTextBoxPopulationSize); ! this.groupBoxSelectionRule.Controls.Add(this.labelTextBoxGenerations); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxGenerationsForGeneticOptimizer); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxPopulationSizeForGeneticOptimizer); ! this.groupBoxSelectionRule.Controls.Add(this.checkBoxAddIndexToOutputTable); ! this.groupBoxSelectionRule.Controls.Add(this.checkBoxOnlyWithAtLeastOneWinningDay); ! this.groupBoxSelectionRule.Controls.Add(this.labelMaxStdDev); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMaxStdDev); ! this.groupBoxSelectionRule.Controls.Add(this.labelMinStdDev); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMinStdDev); ! this.groupBoxSelectionRule.Controls.Add(this.labelMaxPrice); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMaxPrice); ! this.groupBoxSelectionRule.Controls.Add(this.labelMinPrice); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMinPrice); ! this.groupBoxSelectionRule.Controls.Add(this.labelMarketIndexKey); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMarketIndex); ! this.groupBoxSelectionRule.Controls.Add(this.checkBoxASCMode); ! this.groupBoxSelectionRule.Controls.Add(this.label3); ! this.groupBoxSelectionRule.Controls.Add(this.comboBoxAvailableSelectionRules); ! this.groupBoxSelectionRule.Controls.Add(this.label2); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxMaxNumOfReturnedTickers); ! this.groupBoxSelectionRule.Controls.Add(this.label1); ! this.groupBoxSelectionRule.Controls.Add(this.textBoxGroupID); ! this.groupBoxSelectionRule.Controls.Add(this.label7); ! this.groupBoxSelectionRule.Controls.Add(this.label5); ! this.groupBoxSelectionRule.Controls.Add(this.dateTimePickerLastDate); ! this.groupBoxSelectionRule.Controls.Add(this.dateTimePickerFirstDate); ! this.groupBoxSelectionRule.Location = new System.Drawing.Point(8, 10); ! this.groupBoxSelectionRule.Name = "groupBoxSelectionRule"; ! this.groupBoxSelectionRule.Size = new System.Drawing.Size(361, 272); ! this.groupBoxSelectionRule.TabIndex = 14; ! this.groupBoxSelectionRule.TabStop = false; ! this.groupBoxSelectionRule.Text = "Single Selection rule"; ! // ! // labelTextBoxPopulationSize ! // ! this.labelTextBoxPopulationSize.Location = new System.Drawing.Point(192, 227); ! this.labelTextBoxPopulationSize.Name = "labelTextBoxPopulationSize"; ! this.labelTextBoxPopulationSize.Size = new System.Drawing.Size(70, 14); ! this.labelTextBoxPopulationSize.TabIndex = 45; ! this.labelTextBoxPopulationSize.Text = "Pop. Size"; ! this.labelTextBoxPopulationSize.Visible = false; ! // ! // labelTextBoxGenerations ! // ! this.labelTextBoxGenerations.Location = new System.Drawing.Point(16, 227); ! this.labelTextBoxGenerations.Name = "labelTextBoxGenerations"; ! this.labelTextBoxGenerations.Size = new System.Drawing.Size(73, 15); ! this.labelTextBoxGenerations.TabIndex = 44; ! this.labelTextBoxGenerations.Text = "Generations"; ! this.labelTextBoxGenerations.Visible = false; ! // ! // textBoxGenerationsForGeneticOptimizer ! // ! this.textBoxGenerationsForGeneticOptimizer.Location = new System.Drawing.Point(117, 228); ! this.textBoxGenerationsForGeneticOptimizer.Name = "textBoxGenerationsForGeneticOptimizer"; ! this.textBoxGenerationsForGeneticOptimizer.Size = new System.Drawing.Size(56, 21); ! this.textBoxGenerationsForGeneticOptimizer.TabIndex = 43; ! this.textBoxGenerationsForGeneticOptimizer.Visible = false; ! // ! // textBoxPopulationSizeForGeneticOptimizer ! // ! this.textBoxPopulationSizeForGeneticOptimizer.Location = new System.Drawing.Point(269, 227); ! this.textBoxPopulationSizeForGeneticOptimizer.Name = "textBoxPopulationSizeForGeneticOptimizer"; ! this.textBoxPopulationSizeForGeneticOptimizer.Size = new System.Drawing.Size(56, 21); ! this.textBoxPopulationSizeForGeneticOptimizer.TabIndex = 42; ! this.textBoxPopulationSizeForGeneticOptimizer.Visible = false; ! // ! // checkBoxAddIndexToOutputTable ! // ! this.checkBoxAddIndexToOutputTable.Location = new System.Drawing.Point(11, 131); ! this.checkBoxAddIndexToOutputTable.Name = "checkBoxAddIndexToOutputTable"; ! this.checkBoxAddIndexToOutputTable.Size = new System.Drawing.Size(164, 15); ! this.checkBoxAddIndexToOutputTable.TabIndex = 41; ! this.checkBoxAddIndexToOutputTable.Text = "Add index to Output Table"; ! this.toolTip1.SetToolTip(this.checkBoxAddIndexToOutputTable, "Check if you want to filter only tickers with at least one winning day"); ! this.checkBoxAddIndexToOutputTable.Visible = false; ! // ! // checkBoxOnlyWithAtLeastOneWinningDay ! // ! this.checkBoxOnlyWithAtLeastOneWinningDay.Location = new System.Drawing.Point(195, 113); ! this.checkBoxOnlyWithAtLeastOneWinningDay.Name = "checkBoxOnlyWithAtLeastOneWinningDay"; ! this.checkBoxOnlyWithAtLeastOneWinningDay.Size = new System.Drawing.Size(152, 16); ! this.checkBoxOnlyWithAtLeastOneWinningDay.TabIndex = 38; ! this.checkBoxOnlyWithAtLeastOneWinningDay.Text = "Exclude \"pure\" losers"; ! this.toolTip1.SetToolTip(this.checkBoxOnlyWithAtLeastOneWinningDay, "Check if you want to filter only tickers with at least one winning day"); ! this.checkBoxOnlyWithAtLeastOneWinningDay.Visible = false; ! // ! // textBoxMaxStdDev ! // ! this.textBoxMaxStdDev.Location = new System.Drawing.Point(229, 202); ! this.textBoxMaxStdDev.Name = "textBoxMaxStdDev"; ! this.textBoxMaxStdDev.Size = new System.Drawing.Size(56, 21); ! this.textBoxMaxStdDev.TabIndex = 36; ! this.textBoxMaxStdDev.Visible = false; ! // ! // labelMinStdDev ! // ! this.labelMinStdDev.Location = new System.Drawing.Point(152, 149); ! this.labelMinStdDev.Name = "labelMinStdDev"; ! this.labelMinStdDev.Size = new System.Drawing.Size(72, 14); ! this.labelMinStdDev.TabIndex = 35; ! this.labelMinStdDev.Text = "Min Std Dev"; ! this.labelMinStdDev.Visible = false; ! // ! // textBoxMinStdDev ! // ! this.textBoxMinStdDev.Location = new System.Drawing.Point(232, 149); ! this.textBoxMinStdDev.Name = "textBoxMinStdDev"; ! this.textBoxMinStdDev.Size = new System.Drawing.Size(56, 21); ! this.textBoxMinStdDev.TabIndex = 34; ! this.textBoxMinStdDev.Visible = false; ! // ! // labelMinPrice ! // ! this.labelMinPrice.Location = new System.Drawing.Point(16, 149); ! this.labelMinPrice.Name = "labelMinPrice"; ! this.labelMinPrice.Size = new System.Drawing.Size(56, 14); ! this.labelMinPrice.TabIndex = 31; ! this.labelMinPrice.Text = "Min Price"; ! this.labelMinPrice.Visible = false; ! // ! // textBoxMinPrice ! // ! this.textBoxMinPrice.Location = new System.Drawing.Point(72, 149); ! this.textBoxMinPrice.Name = "textBoxMinPrice"; ! this.textBoxMinPrice.Size = new System.Drawing.Size(56, 21); ! this.textBoxMinPrice.TabIndex = 30; ! this.textBoxMinPrice.Visible = false; ! // ! // labelMarketIndexKey ! // ! this.labelMarketIndexKey.Location = new System.Drawing.Point(13, 176); ! this.labelMarketIndexKey.Name = "labelMarketIndexKey"; ! this.labelMarketIndexKey.Size = new System.Drawing.Size(96, 16); ! this.labelMarketIndexKey.TabIndex = 29; ! this.labelMarketIndexKey.Text = "Market index key:"; ! this.labelMarketIndexKey.Visible = false; ! // ! // textBoxMarketIndex ! // ! this.textBoxMarketIndex.Location = new System.Drawing.Point(117, 176); ! this.textBoxMarketIndex.Name = "textBoxMarketIndex"; ! this.textBoxMarketIndex.Size = new System.Drawing.Size(56, 21); ! this.textBoxMarketIndex.TabIndex = 28; ! this.textBoxMarketIndex.Visible = false; ! // ! // checkBoxASCMode ! // ! this.checkBoxASCMode.Location = new System.Drawing.Point(11, 113); ! this.checkBoxASCMode.Name = "checkBoxASCMode"; ! this.checkBoxASCMode.Size = new System.Drawing.Size(152, 16); ! this.checkBoxASCMode.TabIndex = 27; ! this.checkBoxASCMode.Text = "Order by ASC mode"; ! // ! // label3 ! // ! this.label3.Location = new System.Drawing.Point(16, 68); ! this.label3.Name = "label3"; ! this.label3.Size = new System.Drawing.Size(120, 11); ! this.label3.TabIndex = 26; ! this.label3.Text = "Choose selection rule"; ! // ! // comboBoxAvailableSelectionRules ! // ! this.comboBoxAvailableSelectionRules.Location = new System.Drawing.Point(11, 87); ! this.comboBoxAvailableSelectionRules.Name = "comboBoxAvailableSelectionRules"; ! this.comboBoxAvailableSelectionRules.Size = new System.Drawing.Size(176, 21); ! this.comboBoxAvailableSelectionRules.TabIndex = 25; ! this.comboBoxAvailableSelectionRules.Text = "comboBox1"; ! this.comboBoxAvailableSelectionRules.SelectedValueChanged += new System.EventHandler(this.comboBoxAvailableSelectionRules_SelectedValueChanged); ! // ! // label2 ! // ! this.label2.Location = new System.Drawing.Point(160, 41); ! this.label2.Name = "label2"; ! this.label2.Size = new System.Drawing.Size(152, 16); ! this.label2.TabIndex = 24; ! this.label2.Text = "Max Num of returned tickers"; ! // ! // label1 ! // ! this.label1.Location = new System.Drawing.Point(8, 41); ! this.label1.Name = "label1"; ! this.label1.Size = new System.Drawing.Size(64, 21); ! this.label1.TabIndex = 22; ! this.label1.Text = "GroupID"; ! // ! // textBoxGroupID ! // ! this.textBoxGroupID.Location = new System.Drawing.Point(72, 41); ! this.textBoxGroupID.Name = "textBoxGroupID"; ! this.textBoxGroupID.Size = new System.Drawing.Size(88, 21); ! this.textBoxGroupID.TabIndex = 21; ! // ! // dateTimePickerLastDate ! // ! this.dateTimePickerLastDate.Format = System.Windows.Forms.DateTimePickerFormat.Short; ! this.dateTimePickerLastDate.Location = new System.Drawing.Point(240, 16); ! this.dateTimePickerLastDate.Name = "dateTimePickerLastDate"; ! this.dateTimePickerLastDate.Size = new System.Drawing.Size(88, 21); ! this.dateTimePickerLastDate.TabIndex = 15; ! // ! // dateTimePickerFirstDate ! // ! this.dateTimePickerFirstDate.Format = System.Windows.Forms.DateTimePickerFormat.Short; ! this.dateTimePickerFirstDate.Location = new System.Drawing.Point(72, 16); ! this.dateTimePickerFirstDate.Name = "dateTimePickerFirstDate"; ! this.dateTimePickerFirstDate.Size = new System.Drawing.Size(88, 21); ! this.dateTimePickerFirstDate.TabIndex = 13; ! // ! // buttonSelectTickers ! // ! this.buttonSelectTickers.Location = new System.Drawing.Point(148, 301); ! this.buttonSelectTickers.Name = "buttonSelectTickers"; ! this.buttonSelectTickers.Size = new System.Drawing.Size(104, 31); ! this.buttonSelectTickers.TabIndex = 3; ! this.buttonSelectTickers.Text = "Select Tickers"; ! this.buttonSelectTickers.Click += new System.EventHandler(this.buttonSelectTickers_Click); ! // ! // dataGrid1 ! // ! this.dataGrid1.BorderStyle = System.Windows.Forms.BorderStyle.None; ! this.dataGrid1.DataMember = ""; ! this.dataGrid1.Dock = System.Windows.Forms.DockStyle.Left; ! this.dataGrid1.Font = new System.Drawing.Font("Microsoft Sans Serif", 8.25F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point, ((byte)(0))); ! this.dataGrid1.HeaderForeColor = System.Drawing.SystemColors.ControlText; ! this.dataGrid1.Location = new System.Drawing.Point(0, 0); ! this.dataGrid1.Name = "dataGrid1"; ! this.dataGrid1.Size = new System.Drawing.Size(432, 478); ! this.dataGrid1.TabIndex = 2; ! // ! // TickerSelectorForm ! // ! this.AutoScaleBaseSize = new System.Drawing.Size(5, 14); ! this.ClientSize = new System.Drawing.Size(804, 478); ! this.Controls.Add(this.splitter1); ! this.Controls.Add(this.panel2); ! this.Controls.Add(this.dataGrid1); ! this.Name = "TickerSelectorForm"; ! this.Text = "Ticker Selector"; ! this.panel2.ResumeLayout(false); ! this.groupBoxSelectionRule.ResumeLayout(false); ! this.groupBoxSelectionRule.PerformLayout(); ! ((System.ComponentModel.ISupportInitialize)(this.dataGrid1)).EndInit(); ! this.ResumeLayout(false); } + private System.Windows.Forms.Label labelTextBoxPopulationSize; + private System.Windows.Forms.Label labelTextBoxGenerations; + private System.Windows.Forms.CheckBox checkBoxAddIndexToOutputTable; + private System.Windows.Forms.TextBox textBoxPopulationSizeForGeneticOptimizer; + private System.Windows.Forms.TextBox textBoxGenerationsForGeneticOptimizer; #endregion *************** *** 691,700 **** this.checkBoxASCMode.Checked, this.dateTimePickerFirstDate.Value, this.dateTimePickerLastDate.Value, Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text), ! Int32.Parse(this.textBoxNumDaysBetweenEachClose.Text)); else returnValue = new SelectorByCloseToCloseCorrelationToBenchmark(this.tableOfSelectedTickers, this.textBoxMarketIndex.Text, this.checkBoxASCMode.Checked, this.dateTimePickerFirstDate.Value, this.dateTimePickerLastDate.Value, Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text), ! Int32.Parse(this.textBoxNumDaysBetweenEachClose.Text)); } return returnValue; --- 719,743 ---- this.checkBoxASCMode.Checked, this.dateTimePickerFirstDate.Value, this.dateTimePickerLastDate.Value, Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text), ! false); else returnValue = new SelectorByCloseToCloseCorrelationToBenchmark(this.tableOfSelectedTickers, this.textBoxMarketIndex.Text, this.checkBoxASCMode.Checked, this.dateTimePickerFirstDate.Value, this.dateTimePickerLastDate.Value, Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text), ! false); ! } ! else if (this.comboBoxAvailableSelectionRules.Text == "MaxLinearIndipendence") ! { ! if(this.textBoxGroupID.Text != "") ! returnValue = new SelectorByMaxLinearIndipendence(this.textBoxGroupID.Text, ! this.dateTimePickerFirstDate.Value,this.dateTimePickerLastDate.Value, ! Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text),Int32.Parse(this.textBoxGenerationsForGeneticOptimizer.Text), ! Int32.Parse(this.textBoxPopulationSizeForGeneticOptimizer.Text), ! this.textBoxMarketIndex.Text); ! else ! returnValue = new SelectorByMaxLinearIndipendence(this.tableOfSelectedTickers, ! this.dateTimePickerFirstDate.Value,this.dateTimePickerLastDate.Value, ! Int32.Parse(this.textBoxMaxNumOfReturnedTickers.Text),Int32.Parse(this.textBoxGenerationsForGeneticOptimizer.Text), ! Int32.Parse(this.textBoxPopulationSizeForGeneticOptimizer.Text), ! this.textBoxMarketIndex.Text); } return returnValue; *************** *** 711,714 **** --- 754,758 ---- this.checkBoxASCMode.Enabled = showControls; this.checkBoxOnlyWithAtLeastOneWinningDay.Enabled = showControls; + } private void setVisibilityForControls_AverageRawOpenPrice(bool showControls) *************** *** 726,737 **** } ! private void setVisibilityForControls_NumDaysBetweenEachClose(bool showControls) { - this.labelNumDaysBetweenEachClose.Visible = showControls; - this.textBoxNumDaysBetweenEachClose.Visible = showControls; this.labelMarketIndexKey.Visible = showControls; this.textBoxMarketIndex.Visible = showControls; } private void comboBoxAvailableSelectionRules_SelectedValueChanged(object sender, System.EventArgs e) { --- 770,790 ---- } ! private void setVisibilityForControls_CloseToCloseCorrelationToBenchmark(bool showControls) { this.labelMarketIndexKey.Visible = showControls; this.textBoxMarketIndex.Visible = showControls; + this.checkBoxAddIndexToOutputTable.Visible = showControls; } + private void setVisibilityForControls_MaxLinearIndipendence(bool showControls) + { + this.textBoxMarketIndex.Visible = showControls; + this.labelMarketIndexKey.Visible = showControls; + this.labelTextBoxPopulationSize.Visible = showControls; + this.textBoxPopulationSizeForGeneticOptimizer.Visible = showControls; + this.labelTextBoxGenerations.Visible = showControls; + this.textBoxGenerationsForGeneticOptimizer.Visible = showControls; + } + private void comboBoxAvailableSelectionRules_SelectedValueChanged(object sender, System.EventArgs e) { *************** *** 740,746 **** this.comboBoxAvailableSelectionRules.Text == "OpenToCloseCorrelationToBenchmark") { ! this.setVisibilityForControls_NumDaysBetweenEachClose(false); this.setVisibilityForControls_AverageRawOpenPrice(false); this.setVisibilityForControls_WinningOpenToClose(false); this.setVisibilityForControls_QuotedAtEachMarketDay(true); } --- 793,800 ---- this.comboBoxAvailableSelectionRules.Text == "OpenToCloseCorrelationToBenchmark") { ! this.setVisibilityForControls_CloseToCloseCorrelationToBenchmark(false); this.setVisibilityForControls_AverageRawOpenPrice(false); this.setVisibilityForControls_WinningOpenToClose(false); + this.setVisibilityForControls_MaxLinearIndipendence(false); this.setVisibilityForControls_QuotedAtEachMarketDay(true); } *************** *** 748,754 **** { this.textBoxMarketIndex.Text = ""; ! this.setVisibilityForControls_NumDaysBetweenEachClose(false); this.setVisibilityForControls_QuotedAtEachMarketDay(false); this.setVisibilityForControls_WinningOpenToClose(false); this.setVisibilityForControls_AverageRawOpenPrice(true); } --- 802,809 ---- { this.textBoxMarketIndex.Text = ""; ! this.setVisibilityForControls_CloseToCloseCorrelationToBenchmark(false); this.setVisibilityForControls_QuotedAtEachMarketDay(false); this.setVisibilityForControls_WinningOpenToClose(false); + this.setVisibilityForControls_MaxLinearIndipendence(false); this.setVisibilityForControls_AverageRawOpenPrice(true); } *************** *** 756,762 **** { this.textBoxMarketIndex.Text = ""; ! this.setVisibilityForControls_NumDaysBetweenEachClose(false); this.setVisibilityForControls_QuotedAtEachMarketDay(false); this.setVisibilityForControls_AverageRawOpenPrice(false); this.setVisibilityForControls_WinningOpenToClose(true); } --- 811,818 ---- { this.textBoxMarketIndex.Text = ""; ! this.setVisibilityForControls_CloseToCloseCorrelationToBenchmark(false); this.setVisibilityForControls_QuotedAtEachMarketDay(false); this.setVisibilityForControls_AverageRawOpenPrice(false); + this.setVisibilityForControls_MaxLinearIndipendence(false); this.setVisibilityForControls_WinningOpenToClose(true); } *************** *** 766,778 **** this.setVisibilityForControls_AverageRawOpenPrice(false); this.setVisibilityForControls_WinningOpenToClose(false); ! this.setVisibilityForControls_NumDaysBetweenEachClose(true); } else { this.textBoxMarketIndex.Text = ""; ! this.setVisibilityForControls_QuotedAtEachMarketDay(false); ! this.setVisibilityForControls_AverageRawOpenPrice(false); this.setVisibilityForControls_WinningOpenToClose(false); ! this.setVisibilityForControls_NumDaysBetweenEachClose(false); this.checkBoxASCMode.Enabled = true; } --- 822,844 ---- this.setVisibilityForControls_AverageRawOpenPrice(false); this.setVisibilityForControls_WinningOpenToClose(false); ! this.setVisibilityForControls_MaxLinearIndipendence(false); ! this.setVisibilityForControls_CloseToCloseCorrelationToBenchmark(true); ! } ! else if(this.comboBoxAvailableSelectionRules.Text == "MaxLinearIndipendence") ! { ! this.setVisibilityForControls_QuotedAtEachMarketDay(false); ! this.setVisibilityForControls_AverageRawOpenPrice(false); ! this.setVisibilityForControls_WinningOpenToClose(false); ! this.setVisibilityForControls_CloseToCloseCorrelationToBenchmark(false); ! this.setVisibilityForControls_MaxLinearIndipendence(true); } else { this.textBoxMarketIndex.Text = ""; ! this.setVisibilityForControls_AverageRawOpenPrice(false); this.setVisibilityForControls_WinningOpenToClose(false); ! this.setVisibilityForControls_CloseToCloseCorrelationToBenchmark(false); ! this.setVisibilityForControls_MaxLinearIndipendence(false); ! this.setVisibilityForControls_QuotedAtEachMarketDay(true); this.checkBoxASCMode.Enabled = true; } |
|
From: Marco M. <mi...@us...> - 2006-07-02 19:59:07
|
Update of /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15527/Downloader/TickerSelectors Modified Files: TickerGroupsViewer.cs Log Message: oleDbConnection is closed only if it references an object. Index: TickerGroupsViewer.cs =================================================================== RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/TickerSelectors/TickerGroupsViewer.cs,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** TickerGroupsViewer.cs 27 Aug 2005 19:21:35 -0000 1.9 --- TickerGroupsViewer.cs 2 Jul 2006 19:59:01 -0000 1.10 *************** *** 465,469 **** { Cursor.Current = Cursors.Default; ! this.oleDbConnection.Close(); } } --- 465,470 ---- { Cursor.Current = Cursors.Default; ! if(this.oleDbConnection != null) ! this.oleDbConnection.Close(); } } |
|
From: Marco M. <mi...@us...> - 2006-07-02 19:57:37
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15028/b7_Scripts/TickerSelectionTesting/TestingOTCTypes Modified Files: EndOfDayTimerHandlerOTCTypes.cs Log Message: Updated strategies based on OTC and CTO behaviours. Minor changes. Index: EndOfDayTimerHandlerOTCTypes.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/EndOfDayTimerHandlerOTCTypes.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** EndOfDayTimerHandlerOTCTypes.cs 7 Jan 2006 10:28:56 -0000 1.2 --- EndOfDayTimerHandlerOTCTypes.cs 2 Jul 2006 19:57:34 -0000 1.3 *************** *** 29,32 **** --- 29,33 ---- using QuantProject.Business.Financial.Ordering; using QuantProject.Business.Timing; + using QuantProject.Business.Strategies; using QuantProject.Data.DataProviders; using QuantProject.Data.Selectors; *************** *** 49,53 **** private int seedForRandomGenerator; private Account[] accounts; ! //private ArrayList[] ordersForAccounts; public EndOfDayTimerHandlerOTCTypes(string tickerGroupID, int numberOfEligibleTickers, --- 50,56 ---- private int seedForRandomGenerator; private Account[] accounts; ! private string[,] lastOrderedTickersForTheAccount; ! int numOfClosesWithOpenPositionsFor2DaysStrategy; ! public EndOfDayTimerHandlerOTCTypes(string tickerGroupID, int numberOfEligibleTickers, *************** *** 69,104 **** this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator; this.accounts = accounts; ! //for(int i = 0; i<this.accounts.Length;i++) ! //ordersForAccounts[i] = new ArrayList(); } ! ! // protected override void addChosenTickersToOrderList() ! // { ! // for(int i = 0; i<this.accounts.Length; i++) ! // { ! // if(i==0)//OTC daily ! // {} ! // if(i==1) ! // {} ! // if(i==2) ! // {} ! // for(int j = 0; j<this.numberOfTickersToBeChosen; j++) ! // { ! // string ticker = this.chosenTickersForAccounts[i,j]; ! // if( ticker != null) ! // { ! // this.addOrderForTickerForEachAccount(i, ticker ); ! // this.lastOrderedTickersForAccounts[i,j] = ! // GenomeManagerForEfficientPortfolio.GetCleanTickerCode(ticker); ! // } ! // } ! // } ! // } ! private void openPositions_openWhenPortfolioIsEmpty(int accountNumber) { if(this.accounts[accountNumber].Portfolio.Count == 0) { ! foreach(object item in this.orders) ! this.accounts[accountNumber].AddOrder((Order)item); } } --- 72,91 ---- this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator; this.accounts = accounts; ! this.lastOrderedTickersForTheAccount = new string[this.accounts.Length, ! this.numberOfTickersToBeChosen]; } ! ! private void openPositionsForTheAccountWhenPortfolioIsEmpty(int accountNumber) { if(this.accounts[accountNumber].Portfolio.Count == 0) { ! this.orders.Clear(); ! this.addChosenTickersToOrderListForTheGivenAccount(accountNumber); ! for(int i = 0; i<this.orders.Count;i++) ! { ! this.accounts[accountNumber].AddOrder((Order)this.orders[i]); ! this.lastOrderedTickersForTheAccount[accountNumber, i] = ! SignedTicker.GetTicker(((Order)this.orders[i]).Instrument.Key); ! } } } *************** *** 123,126 **** --- 110,114 ---- this.orders.Add(order); } + protected void addChosenTickersToOrderListForTheGivenAccount(int accountNumber) { *************** *** 128,178 **** { if(this.chosenTickers[i] != null) - { this.addOrderForTickerForTheGivenAccount( i, accountNumber ); - this.lastOrderedTickers[i] = - GenomeManagerForEfficientPortfolio.GetCleanTickerCode(this.chosenTickers[i]); - } - } - } - protected override void openPositions() - { - - for(int i = 0; i<this.accounts.Length; i++) - { - //add cash first for each account - if(this.orders.Count == 0 && this.accounts[i].Transactions.Count == 0) - this.accounts[i].AddCash(30000); - - if(i<=1)//daily classical, and multiday - { - this.orders.Clear(); - this.addChosenTickersToOrderListForTheGivenAccount(i); - this.openPositions_openWhenPortfolioIsEmpty(i); - } - else if(i==2)//for the CTO OTC - { - this.closePositions_close(i); - this.orders.Clear(); - this.addChosenTickersToOrderListForTheGivenAccount(i); - foreach(object item in this.orders) - this.accounts[i].AddOrder((Order)item); - } - else if(i==3)//for the CTO, no position is opened - //at market open. Any open position is closed, instead - { - this.closePositions_close(i); - } } } ! ! private void closePositions_close(int accountNumber) { string ticker; if(this.accounts[accountNumber].Portfolio.Count >0) { ! for(int j = 0; j<this.lastOrderedTickers.Length; j++) { ! ticker = this.lastOrderedTickers[j]; if( ticker != null) { --- 116,132 ---- { if(this.chosenTickers[i] != null) this.addOrderForTickerForTheGivenAccount( i, accountNumber ); } } + ! private void closePositionsForTheAccount(int accountNumber) { string ticker; if(this.accounts[accountNumber].Portfolio.Count >0) { ! for(int j = 0; j<this.numberOfTickersToBeChosen; j++) { ! ticker = this.lastOrderedTickersForTheAccount[accountNumber, j]; if( ticker != null) { *************** *** 184,245 **** } ! ! ! protected override void closePositions() { ! for(int i=0; i<this.accounts.Length; i++) { ! if(i==0)//OTC daily account ! this.closePositions_close(i); ! if(i==1)//OTC 2 days ! { ! if(this.numDaysElapsedSinceLastOptimization == ! this.numDaysBetweenEachOptimization - 1) ! this.closePositions_close(i); ! } ! if(i==2)//OTC-CTO ! { ! this.closePositions_close(i); ! if(this.numDaysElapsedSinceLastOptimization < ! this.numDaysBetweenEachOptimization - 1) ! //open reverse positions at night ! { ! this.reverseSignOfChosenTickers(); ! this.orders.Clear(); ! this.addChosenTickersToOrderListForTheGivenAccount(i); ! this.openPositions_openWhenPortfolioIsEmpty(i); ! this.reverseSignOfChosenTickers(); ! this.orders.Clear(); ! } ! } ! if(i==3)//CTO, only at night ! { ! // this.closePositions_close(i); ! if(this.numDaysElapsedSinceLastOptimization < ! this.numDaysBetweenEachOptimization - 1) ! //open reverse positions at night ! { ! this.reverseSignOfChosenTickers(); ! this.orders.Clear(); ! this.addChosenTickersToOrderListForTheGivenAccount(i); ! this.openPositions_openWhenPortfolioIsEmpty(i); ! this.reverseSignOfChosenTickers(); ! this.orders.Clear(); ! } ! } } ! } ! private void reverseSignOfChosenTickers() ! { ! for(int i = 0; i<this.chosenTickers.Length; i++) { ! if(this.chosenTickers[i] != null) ! { ! if(this.chosenTickers[i].StartsWith("-")) ! this.chosenTickers[i] = ! GenomeManagerForEfficientPortfolio.GetCleanTickerCode(this.chosenTickers[i]); ! else ! this.chosenTickers[i] = "-" + this.chosenTickers[i]; ! } } } --- 138,156 ---- } ! private void marketCloseEventHandler_reversePositionsForTheAccount(int accountNumber) { ! this.closePositionsForTheAccount(accountNumber); ! SignedTicker.ChangeSignOfEachTicker(this.chosenTickers); ! try { ! this.openPositionsForTheAccountWhenPortfolioIsEmpty(accountNumber); } ! catch(Exception ex) { ! ex = ex; ! } ! finally ! { ! SignedTicker.ChangeSignOfEachTicker(this.chosenTickers); } } *************** *** 253,271 **** Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) { ! //temporarily the if condition ! //if(this.numDaysElapsedSinceLastOptimization == 0) ! this.openPositions(); } ! ! public override void MarketCloseEventHandler( Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) { ! ! //temporarily ! //if(this.numDaysElapsedSinceLastOptimization == ! // this.numDaysBetweenEachOptimization) ! this.closePositions(); ! } --- 164,210 ---- Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) { ! for(int i = 0; i<this.accounts.Length; i++) ! { ! //add cash first for each account ! if(this.orders.Count == 0 && this.accounts[i].Transactions.Count == 0) ! this.accounts[i].AddCash(30000); ! ! if(i<=1)//daily classical and multiday ! this.openPositionsForTheAccountWhenPortfolioIsEmpty(i); ! ! if(i==2)//for the CTO OTC ! { ! this.closePositionsForTheAccount(i); ! this.openPositionsForTheAccountWhenPortfolioIsEmpty(i); ! } ! if(i==3)//for the CTO, no position is opened ! //at market open. Any open position is closed, instead ! this.closePositionsForTheAccount(i); ! } } ! public override void MarketCloseEventHandler( Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) { ! if(this.accounts[1].Portfolio.Count > 0) ! numOfClosesWithOpenPositionsFor2DaysStrategy++; ! ! for(int i=0; i<this.accounts.Length; i++) ! { ! if(i==0)//OTC daily account ! this.closePositionsForTheAccount(i); ! ! if(i==1)//OTC 2 days ! { ! if(this.numOfClosesWithOpenPositionsFor2DaysStrategy == 2) ! { ! this.closePositionsForTheAccount(i); ! this.numOfClosesWithOpenPositionsFor2DaysStrategy = 0; ! } ! } ! ! if(i>=2)//for the OTC-CTO and CTO ! this.marketCloseEventHandler_reversePositionsForTheAccount(i); ! } } *************** *** 276,313 **** protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate) { ! /* ! SelectorByAverageRawOpenPrice selectorByOpenPrice = ! new SelectorByAverageRawOpenPrice(this.tickerGroupID, false, ! currentDate.AddDays(-this.numDaysForLiquidity), currentDate, ! this.numberOfEligibleTickers, this.minPriceForMinimumCommission, ! this.maxPriceForMinimumCommission, 0, 2); ! DataTable tickersByPrice = selectorByOpenPrice.GetTableOfSelectedTickers(); ! */ ! ! SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate); ! SelectorByOpenCloseCorrelationToBenchmark lessCorrelatedFromTemporizedGroup = ! new SelectorByOpenCloseCorrelationToBenchmark(temporizedGroup.GetTableOfSelectedTickers(), ! this.benchmark,true, ! currentDate.AddDays(-this.numDaysForOptimizationPeriod ), ! currentDate, ! this.numberOfEligibleTickers); ! this.eligibleTickers = lessCorrelatedFromTemporizedGroup.GetTableOfSelectedTickers(); ! SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromEligible = ! new SelectorByQuotationAtEachMarketDay( this.eligibleTickers, ! false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), ! currentDate, this.numberOfEligibleTickers, this.benchmark); ! //SelectorByWinningOpenToClose winners = ! // new SelectorByWinningOpenToClose(quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(), ! // false, currentDate.AddDays(-2), ! // currentDate, this.numberOfEligibleTickers/4); ! //return winners.GetTableOfSelectedTickers(); ! //SelectorByOpenCloseCorrelationToBenchmark lessCorrelated = ! // new SelectorByOpenCloseCorrelationToBenchmark(quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers(), ! // this.benchmark, true, ! // currentDate.AddDays(-this.numDaysForLiquidity), ! // currentDate, this.numberOfEligibleTickers/2); ! return quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers(); ! //return lessCorrelated.GetTableOfSelectedTickers(); } --- 215,239 ---- protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate) { ! SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate); ! DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers(); ! SelectorByAverageRawOpenPrice byPrice = ! new SelectorByAverageRawOpenPrice(tickersFromGroup,false,currentDate, ! currentDate.AddDays(-30), ! tickersFromGroup.Rows.Count, ! 30,500, 0.0001,100); ! ! ! SelectorByLiquidity mostLiquidSelector = ! new SelectorByLiquidity(byPrice.GetTableOfSelectedTickers(), ! false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, ! this.numberOfEligibleTickers); ! ! SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid = ! new SelectorByQuotationAtEachMarketDay(mostLiquidSelector.GetTableOfSelectedTickers(), ! false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, ! this.numberOfEligibleTickers, this.benchmark); ! ! return quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(); } *************** *** 323,327 **** { IGenomeManager genManEfficientOTCTypes = ! new GenomeManagerForEfficientOTCTypes(setOfTickersToBeOptimized, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, --- 249,253 ---- { IGenomeManager genManEfficientOTCTypes = ! new GenomeManagerForEfficientOTCCTOPortfolio(setOfTickersToBeOptimized, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, *************** *** 348,360 **** } - protected void oneHourAfterMarketCloseEventHandler_updatePrices() - { - //min price for minimizing commission amount - //according to IB Broker's commission scheme - this.minPriceForMinimumCommission = this.account.CashAmount/(this.numberOfTickersToBeChosen*100); - this.maxPriceForMinimumCommission = this.maxPriceForMinimumCommission; - //just to avoid warning message - } - /// <summary> /// Handles a "One hour after market close" event. --- 274,277 ---- *************** *** 367,371 **** this.seedForRandomGenerator++; this.orders.Clear(); - //this.oneHourAfterMarketCloseEventHandler_updatePrices(); if(this.numDaysElapsedSinceLastOptimization == this.numDaysBetweenEachOptimization - 1) --- 284,287 ---- |
|
From: Marco M. <mi...@us...> - 2006-07-02 19:57:37
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv15028/b7_Scripts/TickerSelectionTesting Modified Files: GenomeManagerForEfficientCTOPortfolio.cs EndOfDayTimerHandlerOTCCTO.cs EndOfDayTimerHandlerOTC.cs Log Message: Updated strategies based on OTC and CTO behaviours. Minor changes. Index: EndOfDayTimerHandlerOTCCTO.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCCTO.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** EndOfDayTimerHandlerOTCCTO.cs 7 Jan 2006 10:35:39 -0000 1.3 --- EndOfDayTimerHandlerOTCCTO.cs 2 Jul 2006 19:57:34 -0000 1.4 *************** *** 125,152 **** SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate); ! SelectorByOpenCloseCorrelationToBenchmark lessCorrelatedFromTemporizedGroup = ! new SelectorByOpenCloseCorrelationToBenchmark(temporizedGroup.GetTableOfSelectedTickers(), ! this.benchmark,true, ! currentDate.AddDays(-this.numDaysForOptimizationPeriod ), ! currentDate, ! this.numberOfEligibleTickers); - this.eligibleTickers = lessCorrelatedFromTemporizedGroup.GetTableOfSelectedTickers(); - SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromEligible = - new SelectorByQuotationAtEachMarketDay( this.eligibleTickers, - false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), - currentDate, this.numberOfEligibleTickers, this.benchmark); - //SelectorByWinningOpenToClose winners = - // new SelectorByWinningOpenToClose(quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(), - // false, currentDate.AddDays(-2), - // currentDate, this.numberOfEligibleTickers/4); - //return winners.GetTableOfSelectedTickers(); - //SelectorByOpenCloseCorrelationToBenchmark lessCorrelated = - // new SelectorByOpenCloseCorrelationToBenchmark(quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers(), - // this.benchmark, true, - // currentDate.AddDays(-this.numDaysForLiquidity), - // currentDate, this.numberOfEligibleTickers/2); - return quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers(); - //return lessCorrelated.GetTableOfSelectedTickers(); } --- 125,141 ---- SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate); ! DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers(); ! SelectorByLiquidity mostLiquid = ! new SelectorByLiquidity(tickersFromGroup, ! false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, ! this.numberOfEligibleTickers); ! ! SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid = ! new SelectorByQuotationAtEachMarketDay(mostLiquid.GetTableOfSelectedTickers(), ! false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, ! this.numberOfEligibleTickers, this.benchmark); ! ! return quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(); } *************** *** 161,166 **** { ! IGenomeManager genManEfficientOTCPortfolio = ! new GenomeManagerForEfficientOTCPortfolio(setOfTickersToBeOptimized, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, --- 150,155 ---- { ! IGenomeManager genManEfficientOTCCTOPortfolio = ! new GenomeManagerForEfficientOTCCTOPortfolio(setOfTickersToBeOptimized, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, *************** *** 169,173 **** this.portfolioType); ! GeneticOptimizer GO = new GeneticOptimizer(genManEfficientOTCPortfolio, this.populationSizeForGeneticOptimizer, this.generationNumberForGeneticOptimizer, --- 158,162 ---- this.portfolioType); ! GeneticOptimizer GO = new GeneticOptimizer(genManEfficientOTCCTOPortfolio, this.populationSizeForGeneticOptimizer, this.generationNumberForGeneticOptimizer, *************** *** 180,183 **** --- 169,173 ---- currentDate); this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers; + this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights; } //else it will be buyed again the previous optimized portfolio Index: EndOfDayTimerHandlerOTC.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTC.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** EndOfDayTimerHandlerOTC.cs 14 May 2006 18:39:14 -0000 1.2 --- EndOfDayTimerHandlerOTC.cs 2 Jul 2006 19:57:34 -0000 1.3 *************** *** 142,213 **** protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate) { ! SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate); ! SelectorByOpenCloseCorrelationToBenchmark lessCorrelatedFromTemporizedGroup = ! new SelectorByOpenCloseCorrelationToBenchmark(temporizedGroup.GetTableOfSelectedTickers(), ! this.benchmark,true, ! currentDate.AddDays(-this.numDaysForOptimizationPeriod ), ! currentDate, ! this.numberOfEligibleTickers); ! ! this.eligibleTickers = lessCorrelatedFromTemporizedGroup.GetTableOfSelectedTickers(); ! SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromEligible = ! new SelectorByQuotationAtEachMarketDay( this.eligibleTickers, ! false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), ! currentDate, this.numberOfEligibleTickers, this.benchmark); ! //SelectorByWinningOpenToClose winners = ! // new SelectorByWinningOpenToClose(quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(), ! // false, currentDate.AddDays(-2), ! // currentDate, this.numberOfEligibleTickers/4); ! //return winners.GetTableOfSelectedTickers(); ! //SelectorByOpenCloseCorrelationToBenchmark lessCorrelated = ! // new SelectorByOpenCloseCorrelationToBenchmark(quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers(), ! // this.benchmark, true, ! // currentDate.AddDays(-this.numDaysForLiquidity), ! // currentDate, this.numberOfEligibleTickers/2); ! return quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers(); ! ! ! /* ! SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate); ! ! SelectorByLiquidity mostLiquidFromTemporized = ! new SelectorByLiquidity(temporizedGroup.GetTableOfSelectedTickers(), ! false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), ! currentDate, this.numberOfEligibleTickers); ! ! SelectorByAverageRawOpenPrice selectorByOpenPriceFromMostLiquid = ! new SelectorByAverageRawOpenPrice(mostLiquidFromTemporized.GetTableOfSelectedTickers(), false, ! currentDate.AddDays(-10), currentDate, ! this.numberOfEligibleTickers, this.minPriceForMinimumCommission, ! this.maxPriceForMinimumCommission, 0, 10); ! ! SelectorByOpenCloseCorrelationToBenchmark lessCorrelatedFromSelectedByPrice = ! new SelectorByOpenCloseCorrelationToBenchmark(selectorByOpenPriceFromMostLiquid.GetTableOfSelectedTickers(), ! this.benchmark,true, ! currentDate.AddDays(-this.numDaysForOptimizationPeriod ), ! currentDate, ! this.numberOfEligibleTickers/2); ! this.eligibleTickers = lessCorrelatedFromSelectedByPrice.GetTableOfSelectedTickers(); ! SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromEligible = ! new SelectorByQuotationAtEachMarketDay( this.eligibleTickers, ! false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), ! currentDate, this.numberOfEligibleTickers/2, this.benchmark); ! ! //SelectorByWinningOpenToClose winners = ! // new SelectorByWinningOpenToClose(quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(), ! // false, currentDate.AddDays(-2), ! // currentDate, this.numberOfEligibleTickers/4); ! //return winners.GetTableOfSelectedTickers(); ! //SelectorByOpenCloseCorrelationToBenchmark lessCorrelated = ! // new SelectorByOpenCloseCorrelationToBenchmark(quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers(), ! // this.benchmark, true, ! // currentDate.AddDays(-this.numDaysForLiquidity), ! // currentDate, this.numberOfEligibleTickers/2); ! return quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers(); ! //return mostLiquidFromQuotedAtEachMarketDay.GetTableOfSelectedTickers(); ! //return lessCorrelated.GetTableOfSelectedTickers(); ! //return selectorByOpenPriceFromMostLiquid.GetTableOfSelectedTickers(); ! */ } --- 142,159 ---- protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate) { ! SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate); ! DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers(); ! SelectorByLiquidity mostLiquid = ! new SelectorByLiquidity(tickersFromGroup, ! false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, ! this.numberOfEligibleTickers); ! SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid = ! new SelectorByQuotationAtEachMarketDay(mostLiquid.GetTableOfSelectedTickers(), ! false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, ! this.numberOfEligibleTickers, this.benchmark); ! ! return quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(); ! } *************** *** 229,233 **** // this.targetReturn, // this.portfolioType); ! new GenomeManagerForEfficientOTCTypes (setOfTickersToBeOptimized, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, --- 175,179 ---- // this.targetReturn, // this.portfolioType); ! new GenomeManagerForEfficientOTCCTOPortfolio(setOfTickersToBeOptimized, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, Index: GenomeManagerForEfficientCTOPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientCTOPortfolio.cs,v retrieving revision 1.18 retrieving revision 1.19 diff -C2 -d -r1.18 -r1.19 *** GenomeManagerForEfficientCTOPortfolio.cs 14 May 2006 18:36:37 -0000 1.18 --- GenomeManagerForEfficientCTOPortfolio.cs 2 Jul 2006 19:57:34 -0000 1.19 *************** *** 106,112 **** this.variance = portfolioVariance; this.rateOfReturn = averagePortfolioRateOfReturn; ! //returnValue = this.getFitnessValue_calculate(); ! returnValue = this.getFitnessValue_calculate() - ! this.genManOTC.GetFitnessValue(genome); } --- 106,112 ---- this.variance = portfolioVariance; this.rateOfReturn = averagePortfolioRateOfReturn; ! returnValue = this.getFitnessValue_calculate(); ! // returnValue = this.getFitnessValue_calculate() - ! // this.genManOTC.GetFitnessValue(genome); } |
|
From: Marco M. <mi...@us...> - 2006-07-02 19:56:02
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14576/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend Modified Files: GenomeManagerECT.cs EndOfDayTimerHandlerECT.cs Log Message: Updated ExtremeCounterTrend strategy (minor changes) Index: EndOfDayTimerHandlerECT.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend/EndOfDayTimerHandlerECT.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** EndOfDayTimerHandlerECT.cs 14 May 2006 15:33:37 -0000 1.1 --- EndOfDayTimerHandlerECT.cs 2 Jul 2006 19:55:58 -0000 1.2 *************** *** 182,194 **** protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate) { ! SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, ! currentDate); ! SelectorByQuotationAtEachMarketDay quotedAtEachMarketFromTemporized = ! new SelectorByQuotationAtEachMarketDay(temporizedGroup.GetTableOfSelectedTickers(), false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, this.numberOfEligibleTickers, this.benchmark); ! ! return quotedAtEachMarketFromTemporized.GetTableOfSelectedTickers(); } --- 182,231 ---- protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate) { ! SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate); ! DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers(); ! SelectorByAverageRawOpenPrice byPrice = ! new SelectorByAverageRawOpenPrice(tickersFromGroup,false,currentDate, ! currentDate.AddDays(-30), ! tickersFromGroup.Rows.Count, ! 30,500, 0.0001,100); ! ! ! SelectorByLiquidity mostLiquidSelector = ! new SelectorByLiquidity(byPrice.GetTableOfSelectedTickers(), ! false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, ! this.numberOfEligibleTickers); ! ! SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid = ! new SelectorByQuotationAtEachMarketDay(mostLiquidSelector.GetTableOfSelectedTickers(), false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, this.numberOfEligibleTickers, this.benchmark); ! ! return quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(); ! //OLD for etf ! // SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, ! // currentDate); ! // ! // SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromTemporized = ! // new SelectorByQuotationAtEachMarketDay(temporizedGroup.GetTableOfSelectedTickers(), ! // false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, ! // 600, this.benchmark); ! // // filter to be used with plain stocks ! // DataTable tickersQuotedAtEachMarketDay = quotedAtEachMarketDayFromTemporized.GetTableOfSelectedTickers(); ! // SelectorByLiquidity mostLiquid = ! // new SelectorByLiquidity(tickersQuotedAtEachMarketDay, ! // false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate, ! // tickersQuotedAtEachMarketDay.Rows.Count/2); ! // ! // DataTable mostLiquidTickers = mostLiquid.GetTableOfSelectedTickers(); ! // ! // SelectorByCloseToCloseVolatility lessVolatile = ! // new SelectorByCloseToCloseVolatility(mostLiquidTickers, ! // true,currentDate.AddDays(-30), currentDate, ! // Math.Min(this.numberOfEligibleTickers, mostLiquidTickers.Rows.Count/2)); ! ////// return mostLiquid.GetTableOfSelectedTickers(); ! // return lessVolatile.GetTableOfSelectedTickers(); ! // // ! //// return quotedAtEachMarketDayFromTemporized.GetTableOfSelectedTickers(); } Index: GenomeManagerECT.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend/GenomeManagerECT.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** GenomeManagerECT.cs 14 May 2006 15:33:37 -0000 1.1 --- GenomeManagerECT.cs 2 Jul 2006 19:55:58 -0000 1.2 *************** *** 38,42 **** /// </summary> [Serializable] ! public class GenomeManagerECT : GenomeManagerForEfficientPortfolio { private int numDaysForReturnCalculation; --- 38,42 ---- /// </summary> [Serializable] ! public class GenomeManagerECT : GenomeManagerForWeightedEfficientPortfolio { private int numDaysForReturnCalculation; *************** *** 76,92 **** } ! public override object Decode(Genome genome) ! { ! ! string[] arrayOfTickers = new string[genome.Genes().Length]; ! int indexOfTicker; ! for(int index = 0; index < genome.Genes().Length; index++) ! { ! indexOfTicker = (int)genome.Genes().GetValue(index); ! arrayOfTickers[index] = this.decode_getTickerCodeForLongOrShortTrade(indexOfTicker); ! } ! GenomeMeaning meaning = new GenomeMeaning(arrayOfTickers); ! return meaning; ! } --- 76,95 ---- } ! //delete remarks if this object inherits from ! //simple genomeManagerForEfficientPortfolio (no coefficients) ! ! // public override object Decode(Genome genome) ! // { ! // ! // string[] arrayOfTickers = new string[genome.Genes().Length]; ! // int indexOfTicker; ! // for(int index = 0; index < genome.Genes().Length; index++) ! // { ! // indexOfTicker = (int)genome.Genes().GetValue(index); ! // arrayOfTickers[index] = this.decode_getTickerCodeForLongOrShortTrade(indexOfTicker); ! // } ! // GenomeMeaning meaning = new GenomeMeaning(arrayOfTickers); ! // return meaning; ! // } *************** *** 98,103 **** double[] equityLine = this.getFitnessValue_getEquityLineRates(); ! double sharpeRatioAll = BasicFunctions.SimpleAverage(equityLine)/ ! BasicFunctions.StdDev(equityLine); // double[] equityLineSecondHalf = new double[equityLine.Length/2]; // for(int i = 0; i<equityLine.Length/2; i++) --- 101,109 ---- double[] equityLine = this.getFitnessValue_getEquityLineRates(); ! // double sharpeRatioAll = BasicFunctions.SimpleAverage(equityLine)/ ! // BasicFunctions.StdDev(equityLine); ! // double modifiedSharpeRatioAll = BasicFunctions.SimpleAverage(equityLine)/ ! // Math.Pow(BasicFunctions.StdDev(equityLine),0.9); ! // double[] equityLineSecondHalf = new double[equityLine.Length/2]; // for(int i = 0; i<equityLine.Length/2; i++) *************** *** 105,109 **** // double sharpeRatioSecondHalf = BasicFunctions.SimpleAverage(equityLineSecondHalf)/ // Math.Pow(BasicFunctions.StdDev(equityLineSecondHalf),1.2); ! return sharpeRatioAll;//*sharpeRatioSecondHalf; } --- 111,118 ---- // double sharpeRatioSecondHalf = BasicFunctions.SimpleAverage(equityLineSecondHalf)/ // Math.Pow(BasicFunctions.StdDev(equityLineSecondHalf),1.2); ! // return sharpeRatioAll;//*sharpeRatioSecondHalf; ! // return modifiedSharpeRatioAll; ! return AdvancedFunctions.GetExpectancyScore(equityLine); ! } |
|
From: Marco M. <mi...@us...> - 2006-07-02 19:53:29
|
Update of /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv14034/b1_ADT/Optimizing/Genetic Modified Files: GeneticOptimizer.cs Log Message: Random member has been initialized more properly by using the constant SeedForRandomGenerator Index: GeneticOptimizer.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic/GeneticOptimizer.cs,v retrieving revision 1.14 retrieving revision 1.15 diff -C2 -d -r1.14 -r1.15 *** GeneticOptimizer.cs 7 May 2006 22:15:22 -0000 1.14 --- GeneticOptimizer.cs 2 Jul 2006 19:53:26 -0000 1.15 *************** *** 167,171 **** this.populationSize = populationSize; this.generationNumber = generationNumber; ! this.random = new Random((int)DateTime.Now.Ticks); this.commonInitialization(); } --- 167,171 ---- this.populationSize = populationSize; this.generationNumber = generationNumber; ! this.random = new Random(ConstantsProvider.SeedForRandomGenerator); this.commonInitialization(); } *************** *** 191,195 **** this.generationNumber = generationNumber; this.genomeManager = genomeManager; ! this.random = new Random((int)DateTime.Now.Ticks); this.commonInitialization(); } --- 191,195 ---- this.generationNumber = generationNumber; this.genomeManager = genomeManager; ! this.random = new Random(ConstantsProvider.SeedForRandomGenerator); this.commonInitialization(); } |
