[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies BasicEndOfDayS
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From: Glauco S. <gla...@us...> - 2008-03-30 15:31:22
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv32134/b4_Business/a2_Strategies/EndOfDayStrategies Modified Files: BasicEndOfDayStrategyForBacktester.cs Log Message: Now the backtester checks that the IInSampleChooser returns the expeceted number of bestTestingPositionsInSample Index: BasicEndOfDayStrategyForBacktester.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies/BasicEndOfDayStrategyForBacktester.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** BasicEndOfDayStrategyForBacktester.cs 6 Mar 2008 20:12:44 -0000 1.2 --- BasicEndOfDayStrategyForBacktester.cs 30 Mar 2008 15:31:17 -0000 1.3 *************** *** 225,228 **** --- 225,236 ---- } #endregion getInSampleReturnIntervals + private void checkQualityFor_bestTestingPositionsInSample() + { + for( int i = 0 ; i < this.bestTestingPositionsInSample.Length ; i++ ) + if ( this.bestTestingPositionsInSample[ i ] == null ) + throw new Exception( + "The IInSampleChooser should have returned an array " + + "of non null bestTestingPositionsInSample!" ); + } private void notifyMessage( EligibleTickers eligibleTickers ) { *************** *** 271,274 **** --- 279,283 ---- (TestingPositions[])this.inSampleChooser.AnalyzeInSample( eligibleTickers , returnsManager ); + this.checkQualityFor_bestTestingPositionsInSample(); this.notifyMessage( eligibleTickers ); |