Update of /cvsroot/quantproject/QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/SimpleOHTest
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv19350/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/SimpleOHTest
Modified Files:
EndOfDayTimerHandlerSimpleOHTest.cs
Log Message:
SignedTicker instance method are used now, static method were used in previous revision
Index: EndOfDayTimerHandlerSimpleOHTest.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/ArbitrageTesting/OverReactionHypothesis/SimpleOHTest/EndOfDayTimerHandlerSimpleOHTest.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EndOfDayTimerHandlerSimpleOHTest.cs 9 Apr 2007 18:23:49 -0000 1.1
--- EndOfDayTimerHandlerSimpleOHTest.cs 7 Aug 2007 16:44:43 -0000 1.2
***************
*** 84,89 ****
int tickerPosition )
{
! string ticker =
! SignedTicker.GetTicker(tickers[tickerPosition]);
double cashForSinglePosition =
this.account.CashAmount / this.chosenTickers.Length;
--- 84,89 ----
int tickerPosition )
{
! SignedTicker signedTicker = new SignedTicker( tickers[tickerPosition] );
! string ticker = signedTicker.Ticker;
double cashForSinglePosition =
this.account.CashAmount / this.chosenTickers.Length;
***************
*** 91,96 ****
Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) );
Order order =
! new Order(
! SignedTicker.GetMarketOrderType(tickers[tickerPosition]),
new Instrument( ticker ) , quantity );
this.orders.Add(order);
--- 91,95 ----
Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) );
Order order =
! new Order( signedTicker.MarketOrderType ,
new Instrument( ticker ) , quantity );
this.orders.Add(order);
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