[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain
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From: Glauco S. <gla...@us...> - 2008-03-30 15:49:44
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv7946/b7_Scripts/WalkForwardTesting/PairsTrading Modified Files: PairsTradingMain.cs Log Message: Minor change: now it's easier to set up meaningful faster test Index: PairsTradingMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** PairsTradingMain.cs 26 Mar 2008 00:53:41 -0000 1.5 --- PairsTradingMain.cs 30 Mar 2008 15:49:07 -0000 1.6 *************** *** 121,125 **** int inSampleDays = 180; // uncomment the following line for a faster script ! // inSampleDays = 5; IIntervalsSelector intervalsSelector = --- 121,125 ---- int inSampleDays = 180; // uncomment the following line for a faster script ! // inSampleDays = 5; inSampleDays = 60; IIntervalsSelector intervalsSelector = *************** *** 139,144 **** DateTime firstDateTime = new DateTime( 2001 , 1 , 1 ); ! DateTime lastDateTime = new DateTime( 2001 , 1 , 6 ); ! double maxRunningHours = 6; this.endOfDayStrategyBackTester = --- 139,144 ---- DateTime firstDateTime = new DateTime( 2001 , 1 , 1 ); ! DateTime lastDateTime = new DateTime( 2004 , 12 , 31 ); ! double maxRunningHours = 7; this.endOfDayStrategyBackTester = |