[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies BasicEndOfDayStrategyForBacktester.cs, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv17535/b4_Business/a2_Strategies/EndOfDayStrategies

Modified Files:
	BasicEndOfDayStrategyForBacktester.cs 
Log Message:
Now two IIntervalSelector(s) are used: one to create in sample intervals; one to be used by the strategy out of sample

Index: BasicEndOfDayStrategyForBacktester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies/BasicEndOfDayStrategyForBacktester.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** BasicEndOfDayStrategyForBacktester.cs	27 Apr 2008 17:49:01 -0000	1.5
--- BasicEndOfDayStrategyForBacktester.cs	11 May 2008 16:37:31 -0000	1.6
***************
*** 51,55 ****
  		protected int numDaysBeetweenEachOtpimization;
  		protected int numDaysForInSampleOptimization;
! 		protected IIntervalsSelector intervalsSelector;
  		protected IEligiblesSelector eligiblesSelector;
  		protected IInSampleChooser inSampleChooser;
--- 51,56 ----
  		protected int numDaysBeetweenEachOtpimization;
  		protected int numDaysForInSampleOptimization;
! 		protected IIntervalsSelector intervalsSelectorForInSample;
! 		protected IIntervalsSelector intervalsSelectorForOutOfSample;
  		protected IEligiblesSelector eligiblesSelector;
  		protected IInSampleChooser inSampleChooser;
***************
*** 108,112 ****
  			int numDaysBeetweenEachOtpimization ,
  			int numDaysForInSampleOptimization ,
! 			IIntervalsSelector intervalsSelector ,
  			IEligiblesSelector eligiblesSelector ,
  			IInSampleChooser inSampleChooser ,
--- 109,114 ----
  			int numDaysBeetweenEachOtpimization ,
  			int numDaysForInSampleOptimization ,
! 			IIntervalsSelector intervalsSelectorForInSample ,
! 			IIntervalsSelector intervalsSelectorForOutOfSample ,
  			IEligiblesSelector eligiblesSelector ,
  			IInSampleChooser inSampleChooser ,
***************
*** 116,120 ****
  			this.numDaysBeetweenEachOtpimization = numDaysBeetweenEachOtpimization;
  			this.numDaysForInSampleOptimization = numDaysForInSampleOptimization;
! 			this.intervalsSelector = intervalsSelector;
  			this.eligiblesSelector = eligiblesSelector;
  			this.inSampleChooser = inSampleChooser;
--- 118,123 ----
  			this.numDaysBeetweenEachOtpimization = numDaysBeetweenEachOtpimization;
  			this.numDaysForInSampleOptimization = numDaysForInSampleOptimization;
! 			this.intervalsSelectorForInSample = intervalsSelectorForInSample;
! 			this.intervalsSelectorForOutOfSample = intervalsSelectorForOutOfSample;
  			this.eligiblesSelector = eligiblesSelector;
  			this.inSampleChooser = inSampleChooser;
***************
*** 123,127 ****
  			
  			this.returnIntervals =
! 				new ReturnIntervals( this.intervalsSelector );
  		}
  
--- 126,130 ----
  			
  			this.returnIntervals =
! 				new ReturnIntervals( this.intervalsSelectorForOutOfSample );
  		}
  
***************
*** 218,222 ****
  				EndOfDaySpecificTime.MarketClose );
  			ReturnIntervals inSampleReturnIntervals =
! 				new ReturnIntervals( this.intervalsSelector );
  			inSampleReturnIntervals.AppendFirstInterval( firstDate );
  			if ( inSampleReturnIntervals.LastEndOfDayDateTime.IsLessThan(
--- 221,225 ----
  				EndOfDaySpecificTime.MarketClose );
  			ReturnIntervals inSampleReturnIntervals =
! 				new ReturnIntervals( this.intervalsSelectorForInSample );
  			inSampleReturnIntervals.AppendFirstInterval( firstDate );
  			if ( inSampleReturnIntervals.LastEndOfDayDateTime.IsLessThan(