[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingTest
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-03-06 19:58:28
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv11329/b7_Scripts/WalkForwardTesting/PairsTrading Added Files: PairsTradingTestingPositions.cs Log Message: Log item for the Pairs Trading strategy --- NEW FILE: PairsTradingTestingPositions.cs --- /* QuantProject - Quantitative Finance Library PairsTradingTestingPositions.cs Copyright (C) 2008 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.OutOfSample; namespace QuantProject.Scripts.WalkForwardTesting.PairsTrading { /// <summary> /// TestingPositions for the pairs trading strategy /// </summary> [Serializable] public class PairsTradingTestingPositions : TestingPositions , IGeneticOptimized { private int generation; public int Generation { get { return this.generation; } set { this.generation = value; } } public PairsTradingTestingPositions( WeightedPositions weightedPositions ) : base( weightedPositions ) { this.generation = -999; } } } |