Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20153/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank
Modified Files:
RunWalkForwardMultiOneRank.cs
Log Message:
maxRunningHours is better handled now
Index: RunWalkForwardMultiOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/RunWalkForwardMultiOneRank.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunWalkForwardMultiOneRank.cs 27 Nov 2005 00:03:05 -0000 1.2
--- RunWalkForwardMultiOneRank.cs 19 Feb 2006 17:53:01 -0000 1.3
***************
*** 67,74 ****
private WFMultiOneRankEndOfDayTimerHandler endOfDayTimerHandler;
-
private Account account;
-
private IEndOfDayTimer endOfDayTimer;
public RunWalkForwardMultiOneRank(
--- 67,73 ----
private WFMultiOneRankEndOfDayTimerHandler endOfDayTimerHandler;
private Account account;
private IEndOfDayTimer endOfDayTimer;
+ private DateTime startingTimeForScript;
public RunWalkForwardMultiOneRank(
***************
*** 109,112 ****
--- 108,112 ----
this.historicalQuoteProvider =
new HistoricalAdjustedQuoteProvider();
+ this.startingTimeForScript = DateTime.Now;
}
private void run_initializeEndOfDayTimer()
***************
*** 132,135 ****
--- 132,136 ----
new WFMultiOneRankEndOfDayTimerHandler(
this.tickerGroupID ,
+ this.benchmark ,
this.numberEligibleTickers ,
this.numberOfPortfolioPositions ,
***************
*** 177,182 ****
Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
{
! if ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime >
! this.lastDateTime )
{
// the simulation has reached the ending date
--- 178,185 ----
Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
{
! if ( ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime >
! this.lastDateTime ) ||
! ( DateTime.Now >=
! this.startingTimeForScript.AddHours( this.maxRunningHours ) ) )
{
// the simulation has reached the ending date
***************
*** 185,188 ****
--- 188,196 ----
// ObjectArchiver.Archive( this.account ,
// @"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" );
+ DateTime lastReportDateTime = this.lastDateTime;
+ if ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime <
+ lastReportDateTime )
+ lastReportDateTime =
+ ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime;
Report report = new Report( this.account , this.historicalQuoteProvider );
report.Create( "WFT One Rank" , 1 ,
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