[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSample
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From: Glauco S. <gla...@us...> - 2008-04-13 16:58:13
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv4363/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce Modified Files: PairsTradingBruteForceOptimizableParametersManager.cs Log Message: The equivalence by fitness similarity has been disabled in this new revision. I'm not yet sure which the best solution is (in a clean database, there should probably never be two tickers refering to the same security) Index: PairsTradingBruteForceOptimizableParametersManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce/PairsTradingBruteForceOptimizableParametersManager.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** PairsTradingBruteForceOptimizableParametersManager.cs 10 Apr 2008 23:16:31 -0000 1.2 --- PairsTradingBruteForceOptimizableParametersManager.cs 13 Apr 2008 16:58:09 -0000 1.3 *************** *** 98,102 **** // forBreakpoint = forBreakpoint + "a"; // } ! return areEquivalentAsTopBestParameters; } /// Two TestingPositions are considered equivalent as TopBestPositions --- 98,103 ---- // forBreakpoint = forBreakpoint + "a"; // } ! // return areEquivalentAsTopBestParameters; ! return false; } /// Two TestingPositions are considered equivalent as TopBestPositions |