[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain.cs, 1.10, 1.11

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv8986/b7_Scripts/WalkForwardTesting/PairsTrading

Modified Files:
	PairsTradingMain.cs 
Log Message:
Code to test the LongOnlyPairsTradingStrategy has been added

Index: PairsTradingMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** PairsTradingMain.cs	13 Apr 2008 17:01:28 -0000	1.10
--- PairsTradingMain.cs	20 Apr 2008 17:08:05 -0000	1.11
***************
*** 150,153 ****
--- 150,160 ----
  				this.historicalQuoteProviderForChosingPositionsOutOfSample ,
  				0.006 , 0.99 , 0.006 , 0.99 );
+ 			endOfDayStrategyForBacktester =
+ 				new LongOnlyPairsTradingStrategy(
+ 				7 , inSampleDays , intervalsSelector ,
+ 				eligiblesSelector , inSampleChooser ,
+ 				this.historicalQuoteProviderForInSample ,
+ 				this.historicalQuoteProviderForChosingPositionsOutOfSample ,
+ 				0.006 , 0.99 , 0.006 , 0.99 );
  			return endOfDayStrategyForBacktester;
  		}
***************
*** 161,165 ****
  			DateTime firstDateTime = new DateTime( 2001 , 1 , 1 );
  			DateTime lastDateTime = new DateTime( 2004 , 12 , 31 );
! 			double maxRunningHours = 0.7;
  			
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
--- 168,172 ----
  			DateTime firstDateTime = new DateTime( 2001 , 1 , 1 );
  			DateTime lastDateTime = new DateTime( 2004 , 12 , 31 );
! 			double maxRunningHours = 5;
  			
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =