[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientOTC_WorstAtNightPortfolio.cs, 1.2, 1.3

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23521/b7_Scripts/TickerSelectionTesting

Modified Files:
	RunEfficientOTC_WorstAtNightPortfolio.cs 
Log Message:
Minor changes

Index: RunEfficientOTC_WorstAtNightPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientOTC_WorstAtNightPortfolio.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunEfficientOTC_WorstAtNightPortfolio.cs	29 Aug 2007 10:04:26 -0000	1.2
--- RunEfficientOTC_WorstAtNightPortfolio.cs	14 Jan 2008 23:43:47 -0000	1.3
***************
*** 69,75 ****
        portfolioType, maxRunningHours)
      {
!       this.ScriptName = "OTC_WorstAtNight_SharpeRatioWithCoeff_OnlyMutation";
        //this.ScriptName = "OpenCloseScriptsSharpeRatio";
! //      this.ScriptName = "OTC_WorstAtNight_SharpeRatioNoCoeff";
        //this.ScriptName = "OpenCloseScripts";
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
--- 69,75 ----
        portfolioType, maxRunningHours)
      {
! //      this.ScriptName = "OTC_WorstAtNight_SharpeRatioWithCoeff_OnlyMutation";
        //this.ScriptName = "OpenCloseScriptsSharpeRatio";
!       this.ScriptName = "OTC_WorstAtNight_SharpeRatioNoCoeff";
        //this.ScriptName = "OpenCloseScripts";
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;