[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardT
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From: Marco M. <mi...@us...> - 2008-01-14 23:42:39
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23094/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest Modified Files: WalkForwardOpenToCloseDailyStrategy.cs Log Message: no message Index: WalkForwardOpenToCloseDailyStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest/WalkForwardOpenToCloseDailyStrategy.cs,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** WalkForwardOpenToCloseDailyStrategy.cs 11 Jan 2006 18:21:07 -0000 1.6 --- WalkForwardOpenToCloseDailyStrategy.cs 14 Jan 2008 23:42:36 -0000 1.7 *************** *** 196,200 **** this.numberOfTickersToBeChosen , this.targetReturn , ! this.portfolioType ); this.geneticOptimizer = new GeneticOptimizer(genManEfficientOTCPortfolio, --- 196,201 ---- this.numberOfTickersToBeChosen , this.targetReturn , ! this.portfolioType, ! this.benchmark); this.geneticOptimizer = new GeneticOptimizer(genManEfficientOTCPortfolio, |