[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FixedLengthTwoPhasesLogItem.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv22014

Modified Files:
	FixedLengthTwoPhasesLogItem.cs 
Log Message:
It has been moved to WalkForwardTesting\FixedLengthTwoPhases\Logging

Index: FixedLengthTwoPhasesLogItem.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesLogItem.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** FixedLengthTwoPhasesLogItem.cs	19 Jan 2008 18:31:59 -0000	1.1
--- FixedLengthTwoPhasesLogItem.cs	7 Feb 2008 18:27:36 -0000	1.2
***************
*** 1,76 ****
- /*
- QuantProject - Quantitative Finance Library
- 
- FixedLengthTwoPhasesLogItem.cs
- Copyright (C) 2007
- Glauco Siliprandi
- 
- This program is free software; you can redistribute it and/or
- modify it under the terms of the GNU General Public License
- as published by the Free Software Foundation; either version 2
- of the License, or (at your option) any later version.
- 
- This program is distributed in the hope that it will be useful,
- but WITHOUT ANY WARRANTY; without even the implied warranty of
- MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
- GNU General Public License for more details.
- 
- You should have received a copy of the GNU General Public License
- along with this program; if not, write to the Free Software
- Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
- */
- 
- using System;
- 
- using QuantProject.Business.Strategies;
- using QuantProject.Business.Strategies.Logging;
- using QuantProject.Business.Timing;
- 
- namespace QuantProject.Scripts.WalkForwardTesting.FixedLengthTwoPhases
- {
- 	/// <summary>
- 	/// Log item for the FixedLengthTwoPhases strategy
- 	/// </summary>
- 	public class FixedLengthTwoPhasesLogItem : LogItem
- 	{
- 		private WeightedPositions bestWeightedPositionsInSample;
- 		private int numberOfEligibleTickers;
- 		
- 		public WeightedPositions BestWeightedPositionsInSample
- 		{
- 			get
- 			{
- 				if ( this.bestWeightedPositionsInSample == null )
- 					throw new Exception( "This property has not " +
- 						"been assigned yet! If you are loading the LogItem from " +
- 						"a log, this property was not set before logging the LogItem." );
- 				return this.bestWeightedPositionsInSample;
- 			}
- 			set { this.bestWeightedPositionsInSample = value; }
- 		}
- 
- 		public int NumberOfEligibleTickers
- 		{
- 			get
- 			{
- 				if ( this.numberOfEligibleTickers == int.MinValue )
- 					throw new Exception( "This property has not " +
- 						"been assigned yet! If you are loading the LogItem from " +
- 						"a log, this property was not set before logging the LogItem." );
- 				return this.numberOfEligibleTickers;
- 			}
- 			set { this.numberOfEligibleTickers = value; }
- 		}
- 
- 		public FixedLengthTwoPhasesLogItem( EndOfDayDateTime endOfDayDateTime )
- 			: base( endOfDayDateTime )
- 		{
- 			this.numberOfEligibleTickers = int.MinValue;
- 		}
- 		public override void Run()
- 		{
- 			// TO DO write a script to debug the in sample
- 			// optimization result
- 		}
- 	}
- }
--- 0 ----