[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FixedLengthTwoPhasesMain.cs, 1.2, 1.3

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv13305/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases

Modified Files:
	FixedLengthTwoPhasesMain.cs 
Log Message:
- the private method showReport() now uses the AccountReport created by the backtester
- a new tickers' group has been added, in order to perform really fast backtesting

Index: FixedLengthTwoPhasesMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** FixedLengthTwoPhasesMain.cs	27 Jan 2008 02:30:30 -0000	1.2
--- FixedLengthTwoPhasesMain.cs	28 Jan 2008 21:45:31 -0000	1.3
***************
*** 71,80 ****
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester )
  		{			
! 			DateTime lastReportDateTime = ExtendedDateTime.Min(
! 				lastDateTimeRequestedForTheScript ,
! 				endOfDayStrategyBackTester.EndOfDayTimer.GetCurrentTime().DateTime );
  			Report report = new Report(
! 				endOfDayStrategyBackTester.Account ,
! 				endOfDayStrategyBackTester.HistoricalQuoteProvider );
  			report.Create( endOfDayStrategyBackTester.DescriptionForLogFileName , 1 ,
  				new EndOfDayDateTime( lastReportDateTime ,
--- 71,82 ----
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester )
  		{			
! //			DateTime lastReportDateTime = ExtendedDateTime.Min(
! //				lastDateTimeRequestedForTheScript ,
! //				endOfDayStrategyBackTester.EndOfDayTimer.GetCurrentTime().DateTime );
! 			DateTime lastReportDateTime =
! 				endOfDayStrategyBackTester.ActualLastDateTime;
  			Report report = new Report(
! 				endOfDayStrategyBackTester.AccountReport ,
! 				true );
  			report.Create( endOfDayStrategyBackTester.DescriptionForLogFileName , 1 ,
  				new EndOfDayDateTime( lastReportDateTime ,
***************
*** 89,101 ****
  			double cashToStart = 30000;
  
! //			int numberOfPortfolioPositions = 4;
! //			int inSampleDays = 90;
! //			string tickersGroupId = "SP500";
  			
  			// uncomment the following three lines for faster scripts
! 			int numberOfPortfolioPositions = 2;
! 			int inSampleDays = 30;
! //			string tickersGroupId = "millo";
! 			string tickersGroupId = "fastTest";
  
        Benchmark benchmark = new Benchmark( "MSFT" );
--- 91,103 ----
  			double cashToStart = 30000;
  
! 			int numberOfPortfolioPositions = 2;
! 			int inSampleDays = 90;
! 			string tickersGroupId = "SP500";
  			
  			// uncomment the following three lines for faster scripts
! //			int numberOfPortfolioPositions = 2;
! //			int inSampleDays = 30;
! ////			string tickersGroupId = "millo";
! //			string tickersGroupId = "fastTest";
  
        Benchmark benchmark = new Benchmark( "MSFT" );
***************
*** 116,121 ****
  			double mutationRate = 0.02;
  			double elitismRate = 0.001;
! 			int populationSizeForGeneticOptimizer = 3000;
! 			int generationNumberForGeneticOptimizer = 5;
  			int seedForRandomGenerator =
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator;
--- 118,123 ----
  			double mutationRate = 0.02;
  			double elitismRate = 0.001;
! 			int populationSizeForGeneticOptimizer = 30000;
! 			int generationNumberForGeneticOptimizer = 8;
  			int seedForRandomGenerator =
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator;
***************
*** 143,148 ****
  
  			DateTime firstDateTime = new DateTime( 2001 , 1 , 2 );
! 			DateTime lastDateTime = new DateTime( 2001 , 1 , 7 );
! 			double maxRunningHours = 0.2;
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(
--- 145,150 ----
  
  			DateTime firstDateTime = new DateTime( 2001 , 1 , 2 );
! 			DateTime lastDateTime = new DateTime( 2004 , 12 , 31 );
! 			double maxRunningHours = 7;
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
  				new EndOfDayStrategyBackTester(