[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination CloseToOpen
Brought to you by:
glauco_1
|
From: Marco M. <mi...@us...> - 2008-03-12 22:09:11
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv9863/WalkForwardTesting/LinearCombination Modified Files: CloseToOpenDailyStrategy.cs ExtremeCounterTrendStrategy.cs FixedLevelOscillatorBiasedPVOStrategy.cs FixedLevelOscillatorPVOStrategy.cs Log Message: Changed IEndOfDayStrategy interface Index: FixedLevelOscillatorBiasedPVOStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/FixedLevelOscillatorBiasedPVOStrategy.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** FixedLevelOscillatorBiasedPVOStrategy.cs 14 Jan 2008 23:07:06 -0000 1.4 --- FixedLevelOscillatorBiasedPVOStrategy.cs 12 Mar 2008 22:09:04 -0000 1.5 *************** *** 73,77 **** this.numOfDifferentGenomesToEvaluateOutOfSample = numOfDifferentGenomesToEvaluateOutOfSample; } ! public void FiveMinutesBeforeMarketCloseEventHandler( Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs) --- 73,77 ---- this.numOfDifferentGenomesToEvaluateOutOfSample = numOfDifferentGenomesToEvaluateOutOfSample; } ! public void FiveMinutesBeforeMarketCloseEventHandler( Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs) Index: CloseToOpenDailyStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/CloseToOpenDailyStrategy.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** CloseToOpenDailyStrategy.cs 29 Aug 2007 09:43:35 -0000 1.2 --- CloseToOpenDailyStrategy.cs 12 Mar 2008 22:09:04 -0000 1.3 *************** *** 40,44 **** private Account account; private WeightedPositions weightedPositions; ! public CloseToOpenDailyStrategy( Account account , WeightedPositions weightedPositions) --- 40,50 ---- private Account account; private WeightedPositions weightedPositions; ! ! public Account Account ! { ! get { return this.account; } ! set { this.account = value; } ! } ! public CloseToOpenDailyStrategy( Account account , WeightedPositions weightedPositions) Index: ExtremeCounterTrendStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/ExtremeCounterTrendStrategy.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** ExtremeCounterTrendStrategy.cs 29 Aug 2007 09:43:35 -0000 1.4 --- ExtremeCounterTrendStrategy.cs 12 Mar 2008 22:09:04 -0000 1.5 *************** *** 48,51 **** --- 48,57 ---- private PortfolioType portfolioType; + public Account Account + { + get { return this.account; } + set { this.account = value; } + } + public ExtremeCounterTrendStrategy( Account account , WeightedPositions weightedPositions, Index: FixedLevelOscillatorPVOStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/FixedLevelOscillatorPVOStrategy.cs,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** FixedLevelOscillatorPVOStrategy.cs 14 Jan 2008 23:07:06 -0000 1.7 --- FixedLevelOscillatorPVOStrategy.cs 12 Mar 2008 22:09:04 -0000 1.8 *************** *** 41,45 **** public class FixedLevelOscillatorPVOStrategy : EndOfDayTimerHandlerPVO, IEndOfDayStrategy { ! public FixedLevelOscillatorPVOStrategy( Account accountPVO , WeightedPositions chosenWeightedPositions, --- 41,45 ---- public class FixedLevelOscillatorPVOStrategy : EndOfDayTimerHandlerPVO, IEndOfDayStrategy { ! public FixedLevelOscillatorPVOStrategy( Account accountPVO , WeightedPositions chosenWeightedPositions, |