[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleC
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-02-10 14:18:58
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv1507/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers Modified Files: FixedLengthTwoPhasesFitnessEvaluator.cs Log Message: The property public string Description has been implemented Index: FixedLengthTwoPhasesFitnessEvaluator.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers/FixedLengthTwoPhasesFitnessEvaluator.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** FixedLengthTwoPhasesFitnessEvaluator.cs 19 Jan 2008 18:38:34 -0000 1.1 --- FixedLengthTwoPhasesFitnessEvaluator.cs 10 Feb 2008 14:18:53 -0000 1.2 *************** *** 25,28 **** --- 25,29 ---- using QuantProject.Business.Strategies; using QuantProject.Business.Strategies.EquityEvaluation; + using QuantProject.Business.Strategies.Optimizing.FitnessEvaluation; using QuantProject.Business.Strategies.ReturnsManagement; *************** *** 32,39 **** /// Evaluates (in sample) the fitness for a given WeightedPositions /// </summary> ! public class FixedLengthTwoPhasesFitnessEvaluator { private IEquityEvaluator equityEvaluator; public FixedLengthTwoPhasesFitnessEvaluator( IEquityEvaluator equityEvaluator ) --- 33,49 ---- /// Evaluates (in sample) the fitness for a given WeightedPositions /// </summary> ! public class FixedLengthTwoPhasesFitnessEvaluator : IFitnessEvaluator { private IEquityEvaluator equityEvaluator; + public string Description + { + get + { + return "FtnssEvltr_fltp_1phLong_2phShort_" + + this.equityEvaluator.Description; + } + } + public FixedLengthTwoPhasesFitnessEvaluator( IEquityEvaluator equityEvaluator ) |