Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv21305/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions
Modified Files:
WFLagDebugPositionsEndOfDayTimerHandler.cs
Log Message:
A private WFLagChosenPositions member has been replaced by a private WFLagWeightedPositions member and the code has been arranged accordingly
Index: WFLagDebugPositionsEndOfDayTimerHandler.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions/WFLagDebugPositionsEndOfDayTimerHandler.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WFLagDebugPositionsEndOfDayTimerHandler.cs 30 Jul 2006 13:40:35 -0000 1.2
--- WFLagDebugPositionsEndOfDayTimerHandler.cs 28 Oct 2007 19:16:48 -0000 1.3
***************
*** 38,49 ****
{
private Account account;
! private WFLagChosenPositions wFLagChosenPositions;
public WFLagDebugPositionsEndOfDayTimerHandler(
Account account ,
! WFLagChosenPositions wFLagChosenPositions )
{
this.account = account;
! this.wFLagChosenPositions = wFLagChosenPositions;
}
#region FiveMinutesBeforeMarketCloseEventHandler
--- 38,49 ----
{
private Account account;
! private WFLagWeightedPositions wFLagWeightedPositions;
public WFLagDebugPositionsEndOfDayTimerHandler(
Account account ,
! WFLagWeightedPositions wFLagWeightedPositions )
{
this.account = account;
! this.wFLagWeightedPositions = wFLagWeightedPositions;
}
#region FiveMinutesBeforeMarketCloseEventHandler
***************
*** 53,57 ****
DateTime today = this.account.EndOfDayTimer.GetCurrentTime().DateTime;
foreach ( WeightedPosition weightedPosition in
! this.wFLagChosenPositions.DrivingWeightedPositions.Values )
todayTotalGain +=
weightedPosition.GetCloseToCloseDailyReturn( today );
--- 53,57 ----
DateTime today = this.account.EndOfDayTimer.GetCurrentTime().DateTime;
foreach ( WeightedPosition weightedPosition in
! this.wFLagWeightedPositions.DrivingWeightedPositions.Values )
todayTotalGain +=
weightedPosition.GetCloseToCloseDailyReturn( today );
***************
*** 76,80 ****
Position firstAccountPosition = this.getFirstAccountPosition();
WeightedPosition weightedPosition =
! this.wFLagChosenPositions.PortfolioWeightedPositions.GetWeightedPosition(
firstAccountPosition.Instrument.Key );
bool isReversed =
--- 76,80 ----
Position firstAccountPosition = this.getFirstAccountPosition();
WeightedPosition weightedPosition =
! this.wFLagWeightedPositions.PortfolioWeightedPositions.GetWeightedPosition(
firstAccountPosition.Instrument.Key );
bool isReversed =
***************
*** 152,156 ****
// this.chosenTickers.SetTickers( this.bestPerformingTickers , this.account );
foreach ( WeightedPosition weightedPosition in
! this.wFLagChosenPositions.PortfolioWeightedPositions.Values )
this.fiveMinutesBeforeMarketCloseEventHandler_openPosition(
weightedPosition );
--- 152,156 ----
// this.chosenTickers.SetTickers( this.bestPerformingTickers , this.account );
foreach ( WeightedPosition weightedPosition in
! this.wFLagWeightedPositions.PortfolioWeightedPositions.Values )
this.fiveMinutesBeforeMarketCloseEventHandler_openPosition(
weightedPosition );
|
