Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv3322/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger
Added Files:
WFMultiOneRankRunInSampleDebug.cs
Log Message:
Class used to debug in sample results, starting from saved transactions
--- NEW FILE: WFMultiOneRankRunInSampleDebug.cs ---
/*
QuantProject - Quantitative Finance Library
WFMultiOneRankRunInSampleDebug.cs
Copyright (C) 2003
Glauco Siliprandi
This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*/
using System;
using System.Windows.Forms;
using QuantProject.Business.DataProviders;
using QuantProject.Business.Financial.Accounting;
using QuantProject.Business.Financial.Accounting.Transactions;
using QuantProject.Business.Timing;
using QuantProject.Presentation;
using QuantProject.Presentation.Reporting.WindowsForm;
namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardMultiOneRank
{
/// <summary>
/// Class used to debug in sample results, starting from saved
/// transactions
/// </summary>
public class WFMultiOneRankRunInSampleDebug
{
public WFMultiOneRankRunInSampleDebug()
{
//
// TODO: Add constructor logic here
//
}
public void Run()
{
VisualObjectArchiver visualObjectArchiver =
new VisualObjectArchiver();
TransactionHistory transactionHistory =
( TransactionHistory )visualObjectArchiver.Load(
"Load transactions" , "qPt" , "Load transactions" );
DateTime lastDateTime =
((DateTime)transactionHistory.GetKey(
transactionHistory.Count - 1 ) );
RebuildableAccount account =
new RebuildableAccount( "FromSerializedTransactions" );
account.Add( transactionHistory );
Report report = new Report( account ,
new HistoricalAdjustedQuoteProvider() );
report.Create( "WFT One Rank" , 1 ,
new EndOfDayDateTime(
lastDateTime ,
EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
"^SPX" );
WFMultiOneRankReportDebugger wFMultiOneRankReportDebugger =
new WFMultiOneRankReportDebugger( 6 ,
120 , "^SPX" );
report.TransactionGrid.MouseUp +=
new MouseEventHandler(
wFMultiOneRankReportDebugger.MouseClickEventHandler );
report.Show();
}
}
}
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