[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies SymmetricEndOf
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From: Glauco S. <gla...@us...> - 2008-05-11 16:56:21
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv25973/b4_Business/a2_Strategies/EndOfDayStrategies Modified Files: SymmetricEndOfDayStrategyForBacktester.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: SymmetricEndOfDayStrategyForBacktester.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/EndOfDayStrategies/SymmetricEndOfDayStrategyForBacktester.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** SymmetricEndOfDayStrategyForBacktester.cs 13 Apr 2008 16:23:54 -0000 1.1 --- SymmetricEndOfDayStrategyForBacktester.cs 11 May 2008 16:56:17 -0000 1.2 *************** *** 45,49 **** int numDaysBeetweenEachOtpimization , int numDaysForInSampleOptimization , ! IIntervalsSelector intervalsSelector , IEligiblesSelector eligiblesSelector , IInSampleChooser inSampleChooser , --- 45,50 ---- int numDaysBeetweenEachOtpimization , int numDaysForInSampleOptimization , ! IIntervalsSelector intervalsSelectorForInSample , ! IIntervalsSelector intervalsSelectorForOutOfSample , IEligiblesSelector eligiblesSelector , IInSampleChooser inSampleChooser , *************** *** 52,56 **** numDaysBeetweenEachOtpimization , numDaysForInSampleOptimization , ! intervalsSelector , eligiblesSelector , inSampleChooser , --- 53,58 ---- numDaysBeetweenEachOtpimization , numDaysForInSampleOptimization , ! intervalsSelectorForInSample , ! intervalsSelectorForOutOfSample , eligiblesSelector , inSampleChooser , |