[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain.cs, 1.7, 1.8

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv27034/b7_Scripts/WalkForwardTesting/PairsTrading

Modified Files:
	PairsTradingMain.cs 
Log Message:
Changed to use a ByPriceMostLiquidAlwaysQuoted object as IEligiblesSelector

Index: PairsTradingMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** PairsTradingMain.cs	1 Apr 2008 21:33:07 -0000	1.7
--- PairsTradingMain.cs	7 Apr 2008 21:01:43 -0000	1.8
***************
*** 86,89 ****
--- 86,95 ----
  				tickersGroupId ,
  				maxNumberOfEligiblesToBeChosen );
+ 			this.eligiblesSelector =
+ 				new ByPriceMostLiquidAlwaysQuoted(
+ 					tickersGroupId ,
+ 					true ,
+ 					maxNumberOfEligiblesToBeChosen ,
+ 					10 , 0 , 99999 );					
  		}
  
***************
*** 129,133 ****
  			int inSampleDays = 180;
  			// uncomment the following line for a faster script
! //			inSampleDays = 5; inSampleDays = 60;
  			
  			IIntervalsSelector intervalsSelector =
--- 135,139 ----
  			int inSampleDays = 180;
  			// uncomment the following line for a faster script
! //			inSampleDays = 5; // inSampleDays = 60;
  			
  			IIntervalsSelector intervalsSelector =
***************
*** 150,154 ****
  			DateTime firstDateTime = new DateTime( 2001 , 1 , 4 );
  			DateTime lastDateTime = new DateTime( 2004 , 12 , 31 );
! 			double maxRunningHours = 9;
  			
  			this.endOfDayStrategyBackTester =
--- 156,160 ----
  			DateTime firstDateTime = new DateTime( 2001 , 1 , 4 );
  			DateTime lastDateTime = new DateTime( 2004 , 12 , 31 );
! 			double maxRunningHours = 7.5;
  			
  			this.endOfDayStrategyBackTester =