Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21254/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
RunWalkForwardLag.cs
Log Message:
A private WFLagLog object has been added and handled,
to save a log for the backtest.
Index: RunWalkForwardLag.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/RunWalkForwardLag.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunWalkForwardLag.cs 14 Mar 2006 14:59:35 -0000 1.1
--- RunWalkForwardLag.cs 8 Apr 2006 18:35:36 -0000 1.2
***************
*** 29,33 ****
--- 29,35 ----
using QuantProject.Business.Scripting;
using QuantProject.Business.Timing;
+ using QuantProject.Presentation;
using QuantProject.Presentation.Reporting.WindowsForm;
+ using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WFLagDebugger;
namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag
***************
*** 58,61 ****
--- 60,65 ----
private WFLagEndOfDayTimerHandler endOfDayTimerHandler;
+ private WFLagLog wFLagLog;
+
public event NewProgressEventHandler InSampleNewProgress;
***************
*** 87,90 ****
--- 91,97 ----
this.maxRunningHours = maxRunningHours;
+ this.wFLagLog =
+ new WFLagLog( this.numberDaysForInSampleOptimization ,
+ this.benchmark );
}
***************
*** 148,151 ****
--- 155,159 ----
this.account.AddCash( 30000 );
}
+ #region oneHourAfterMarketCloseEventHandler
private void oneHourAfterMarketCloseEventHandler_handleProgessBarForm(
IEndOfDayTimer endOfDayTimer )
***************
*** 157,161 ****
Console.WriteLine( progress );
}
! public void oneHourAfterMarketCloseEventHandler(
Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
{
--- 165,211 ----
Console.WriteLine( progress );
}
! private string nowToString()
! {
! string returnValue =
! DateTime.Now.Year.ToString() + "_" +
! DateTime.Now.Month.ToString() + "_" +
! DateTime.Now.Day.ToString();
! return returnValue;
! }
! private string getDefaultLogFileName()
! {
! string defaultFileName =
! nowToString() + "_" +
! "DrivingPositions_" + this.numberOfDrivingPositions + "_" +
! "DrivingPositions_" + this.numberOfPortfolioPositions + "_" +
! "From_" + this.nowToString() + "_" +
! "To_" + this.nowToString();
! return defaultFileName;
! }
! private void saveLog()
! {
! this.wFLagLog.TransactionHistory = this.account.Transactions;
! string defaultFolderPath =
! "C:\\Documents and Settings\\Glauco\\Desktop\\reports\\WalkForwardLag";
! VisualObjectArchiver visualObjectArchiver =
! new VisualObjectArchiver();
! visualObjectArchiver.Save( this.wFLagLog , "qPWFLagLog" ,
! this.getDefaultLogFileName() , defaultFolderPath );
! }
! private void showReport( object sender )
! {
! 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( "Walk Forward Lag" , 1 ,
! new EndOfDayDateTime( lastReportDateTime ,
! EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
! this.benchmark );
! report.Show();
! }
! private void oneHourAfterMarketCloseEventHandler(
Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
{
***************
*** 171,184 ****
// 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( "Walk Forward Lag" , 1 ,
! new EndOfDayDateTime( lastReportDateTime ,
! EndOfDaySpecificTime.OneHourAfterMarketClose ) ,
! this.benchmark );
// WFMultiOneRankReportDebugger wFMultiOneRankReportDebugger =
// new WFMultiOneRankReportDebugger( this.numberOfPortfolioPositions ,
--- 221,226 ----
// ObjectArchiver.Archive( this.account ,
// @"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" );
! this.saveLog();
! this.showReport( sender );
// WFMultiOneRankReportDebugger wFMultiOneRankReportDebugger =
// new WFMultiOneRankReportDebugger( this.numberOfPortfolioPositions ,
***************
*** 187,191 ****
// new MouseEventHandler(
// wFMultiOneRankReportDebugger.MouseClickEventHandler );
- report.Show();
}
else
--- 229,232 ----
***************
*** 194,197 ****
--- 235,247 ----
( IEndOfDayTimer )sender );
}
+ #endregion
+ private void newChosenTickersEventHandler( object sender ,
+ WFLagNewChosenTickersEventArgs eventArgs )
+ {
+ WFLagChosenPositions wFLagChosenPositions =
+ new WFLagChosenPositions( eventArgs.WFLagChosenTickers ,
+ this.endOfDayTimer.GetCurrentTime().DateTime );
+ this.wFLagLog.Add( wFLagChosenPositions );
+ }
private void run_addEventHandlers()
{
***************
*** 207,212 ****
new OneHourAfterMarketCloseEventHandler(
this.oneHourAfterMarketCloseEventHandler );
}
-
public override void Run()
{
--- 257,264 ----
new OneHourAfterMarketCloseEventHandler(
this.oneHourAfterMarketCloseEventHandler );
+ this.endOfDayTimerHandler.NewChosenTickers +=
+ new NewChosenTickersEventHandler(
+ this.newChosenTickersEventHandler );
}
public override void Run()
{
|
