[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FixedLen
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From: Glauco S. <gla...@us...> - 2008-01-27 02:30:34
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv21473/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases Modified Files: FixedLengthTwoPhasesMain.cs Log Message: An even smaller group of tickers has been added, to perform even faster tests. Index: FixedLengthTwoPhasesMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** FixedLengthTwoPhasesMain.cs 19 Jan 2008 18:35:34 -0000 1.1 --- FixedLengthTwoPhasesMain.cs 27 Jan 2008 02:30:30 -0000 1.2 *************** *** 96,100 **** int numberOfPortfolioPositions = 2; int inSampleDays = 30; ! string tickersGroupId = "millo"; Benchmark benchmark = new Benchmark( "MSFT" ); --- 96,101 ---- int numberOfPortfolioPositions = 2; int inSampleDays = 30; ! // string tickersGroupId = "millo"; ! string tickersGroupId = "fastTest"; Benchmark benchmark = new Benchmark( "MSFT" ); *************** *** 142,146 **** DateTime firstDateTime = new DateTime( 2001 , 1 , 2 ); ! DateTime lastDateTime = new DateTime( 2004 , 1 , 15 ); double maxRunningHours = 0.2; EndOfDayStrategyBackTester endOfDayStrategyBackTester = --- 143,147 ---- DateTime firstDateTime = new DateTime( 2001 , 1 , 2 ); ! DateTime lastDateTime = new DateTime( 2001 , 1 , 7 ); double maxRunningHours = 0.2; EndOfDayStrategyBackTester endOfDayStrategyBackTester = |