[Quantproject-developers] QuantProject/b7_Scripts Scripts_SD.csproj, 1.25, 1.26
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[Quantproject-developers] QuantProject/b7_Scripts Scripts_SD.csproj, 1.25, 1.26
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From: Glauco S. <gla...@us...> - 2008-04-28 21:17:12
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv19325/b7_Scripts Modified Files: Scripts_SD.csproj Log Message: - WalkForwardTesting\PairsTrading\Strategies\LongOnlyPairsTradingStrategy.cs has been removed - WalkForwardTesting\PairsTrading\OutOfSampleChoosers\ has been added - WalkForwardTesting\PairsTrading\OutOfSampleChoosers\OutOfSampleChooser.cs has been added - WalkForwardTesting\PairsTrading\OutOfSampleChoosers\OutOfSampleChooserForExactNumberOfBestLongPositions.cs has been added - WalkForwardTesting\PairsTrading\OutOfSampleChoosers\OutOfSampleChooserForSingleLongAndShort.cs has been added - WalkForwardTesting\PairsTrading\OutOfSampleChoosers\OutOfSampleChooserForSingleLongPosition.cs has been added Index: Scripts_SD.csproj =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/Scripts_SD.csproj,v retrieving revision 1.25 retrieving revision 1.26 diff -C2 -d -r1.25 -r1.26 *** Scripts_SD.csproj 26 Apr 2008 09:57:00 -0000 1.25 --- Scripts_SD.csproj 28 Apr 2008 21:17:07 -0000 1.26 *************** *** 115,122 **** <Compile Include="WalkForwardTesting\PairsTrading\Logging\SimpleStrategy.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositions.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\PairsTradingMain.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\PairsTradingTestingPositions.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\Strategies\PairsTradingStrategy.cs" /> - <Compile Include="WalkForwardTesting\PairsTrading\Strategies\LongOnlyPairsTradingStrategy.cs" /> <Compile Include="WalkForwardTesting\WalkForwardLag\RunSimpleLag.cs" /> <Compile Include="WalkForwardTesting\WalkForwardLag\WeightedPositionsChoosers\BruteForce\WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving.cs" /> --- 115,125 ---- <Compile Include="WalkForwardTesting\PairsTrading\Logging\SimpleStrategy.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositions.cs" /> + <Compile Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers\OutOfSampleChooser.cs" /> + <Compile Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers\OutOfSampleChooserForExactNumberOfBestLongPositions.cs" /> + <Compile Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers\OutOfSampleChooserForSingleLongAndShort.cs" /> + <Compile Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers\OutOfSampleChooserForSingleLongPosition.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\PairsTradingMain.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\PairsTradingTestingPositions.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\Strategies\PairsTradingStrategy.cs" /> <Compile Include="WalkForwardTesting\WalkForwardLag\RunSimpleLag.cs" /> <Compile Include="WalkForwardTesting\WalkForwardLag\WeightedPositionsChoosers\BruteForce\WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving.cs" /> *************** *** 295,298 **** --- 298,302 ---- <Folder Include="WalkForwardTesting\PairsTrading\InSample\InSampleChoosers\Genetic" /> <Folder Include="WalkForwardTesting\PairsTrading\Logging" /> + <Folder Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers" /> <Folder Include="WalkForwardTesting\PairsTrading\Strategies" /> <Folder Include="WalkForwardTesting\WalkForwardLag\WeightedPositionsChoosers\BruteForce" /> |
