Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv12614/b4_Business/a2_Strategies
Modified Files:
EndOfDayStrategyBackTester.cs
Log Message:
- the property
public DateTime FirstDateTime
has been added
- constructor's parameters are checked now (proper exceptions are risen if parameters don't comply to some requirements)
Index: EndOfDayStrategyBackTester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategyBackTester.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** EndOfDayStrategyBackTester.cs 13 Mar 2008 19:36:26 -0000 1.8
--- EndOfDayStrategyBackTester.cs 19 Mar 2008 23:21:33 -0000 1.9
***************
*** 69,73 ****
}
/// <summary>
! /// Returns the dimulated DateTime when the backtest is stopped
/// (not the real time)
/// </summary>
--- 69,84 ----
}
/// <summary>
! /// Returns the simulated DateTime when the backtest is started
! /// (not the real time)
! /// </summary>
! public DateTime FirstDateTime
! {
! get
! {
! return this.firstDateTime;
! }
! }
! /// <summary>
! /// Returns the simulated DateTime when the backtest is stopped
/// (not the real time)
/// </summary>
***************
*** 149,152 ****
--- 160,171 ----
double maxRunningHours )
{
+ this.endOfDayStrategyBackTester_checkParameters(
+ endOfDayStrategy ,
+ historicalQuoteProvider ,
+ accountProvider,
+ firstDateTime , lastDateTime ,
+ benchmark ,
+ cashToStart ,
+ maxRunningHours );
this.backTestID = backTestID;
this.endOfDayStrategy = endOfDayStrategy;
***************
*** 168,171 ****
--- 187,212 ----
this.realDateTimeWhenTheBackTestIsStopped = DateTime.MinValue;
}
+ private void endOfDayStrategyBackTester_checkParameters(
+ IEndOfDayStrategyForBacktester endOfDayStrategy ,
+ IHistoricalQuoteProvider historicalQuoteProvider ,
+ IAccountProvider accountProvider,
+ DateTime firstDateTime , DateTime lastDateTime ,
+ Benchmark benchmark ,
+ double cashToStart ,
+ double maxRunningHours )
+ {
+ if ( endOfDayStrategy == null )
+ throw new Exception( "endOfDayStrategy cannot be null!" );
+ if ( historicalQuoteProvider == null )
+ throw new Exception( "historicalQuoteProvider cannot be null!" );
+ if ( accountProvider == null )
+ throw new Exception( "accountProvider cannot be null!" );
+ if ( firstDateTime.CompareTo( lastDateTime ) > 0 )
+ throw new Exception( "firstDateTime is greater than lastDateTime!" );
+ if ( cashToStart <= 0 )
+ throw new Exception( "cashToStart must be greater than zero!" );
+ if ( maxRunningHours <= 0 )
+ throw new Exception( "maxRunningHours must be greater than zero!" );
+ }
private void initialize_endOfDayTimer()
|
