[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies BasicEndOfDayS
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From: Glauco S. <gla...@us...> - 2008-04-01 21:25:36
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv13010/b4_Business/a2_Strategies/EndOfDayStrategies Modified Files: BasicEndOfDayStrategyForBacktester.cs Log Message: QuantProject.Business.Strategies.IInSampleChooser has been moved to QuantProject.Business.Strategies.InSample.IInSampleChooser Index: BasicEndOfDayStrategyForBacktester.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies/BasicEndOfDayStrategyForBacktester.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** BasicEndOfDayStrategyForBacktester.cs 30 Mar 2008 15:31:17 -0000 1.3 --- BasicEndOfDayStrategyForBacktester.cs 1 Apr 2008 21:25:32 -0000 1.4 *************** *** 28,32 **** using QuantProject.Business.DataProviders; using QuantProject.Business.Financial.Accounting; ! using QuantProject.Business.Strategies; using QuantProject.Business.Strategies.Eligibles; using QuantProject.Business.Strategies.Logging; --- 28,32 ---- using QuantProject.Business.DataProviders; using QuantProject.Business.Financial.Accounting; ! using QuantProject.Business.Strategies.InSample; using QuantProject.Business.Strategies.Eligibles; using QuantProject.Business.Strategies.Logging; *************** *** 54,58 **** protected IEligiblesSelector eligiblesSelector; protected IInSampleChooser inSampleChooser; ! protected IHistoricalQuoteProvider historicalQuoteProvider; protected DateTime lastOptimizationDateTime; --- 54,58 ---- protected IEligiblesSelector eligiblesSelector; protected IInSampleChooser inSampleChooser; ! protected IHistoricalQuoteProvider historicalQuoteProviderForInSample; protected DateTime lastOptimizationDateTime; *************** *** 110,114 **** IEligiblesSelector eligiblesSelector , IInSampleChooser inSampleChooser , ! IHistoricalQuoteProvider historicalQuoteProvider ) { --- 110,114 ---- IEligiblesSelector eligiblesSelector , IInSampleChooser inSampleChooser , ! IHistoricalQuoteProvider historicalQuoteProviderForInSample ) { *************** *** 118,122 **** this.eligiblesSelector = eligiblesSelector; this.inSampleChooser = inSampleChooser; ! this.historicalQuoteProvider = historicalQuoteProvider; this.returnIntervals = --- 118,123 ---- this.eligiblesSelector = eligiblesSelector; this.inSampleChooser = inSampleChooser; ! this.historicalQuoteProviderForInSample = ! historicalQuoteProviderForInSample; this.returnIntervals = *************** *** 275,279 **** inSampleReturnIntervals.BordersHistory ); ReturnsManager returnsManager = new ReturnsManager( ! inSampleReturnIntervals , this.historicalQuoteProvider ); this.bestTestingPositionsInSample = (TestingPositions[])this.inSampleChooser.AnalyzeInSample( --- 276,281 ---- inSampleReturnIntervals.BordersHistory ); ReturnsManager returnsManager = new ReturnsManager( ! inSampleReturnIntervals , ! this.historicalQuoteProviderForInSample ); this.bestTestingPositionsInSample = (TestingPositions[])this.inSampleChooser.AnalyzeInSample( |