[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies Pairs
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-05-11 16:56:47
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv26020/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies Modified Files: PairsTradingStrategy.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: PairsTradingStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies/PairsTradingStrategy.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** PairsTradingStrategy.cs 27 Apr 2008 17:53:49 -0000 1.2 --- PairsTradingStrategy.cs 11 May 2008 16:56:43 -0000 1.3 *************** *** 57,61 **** int numDaysBeetweenEachOtpimization , int numDaysForInSampleOptimization , ! IIntervalsSelector intervalsSelector , IEligiblesSelector eligiblesSelector , IInSampleChooser inSampleChooser , --- 57,62 ---- int numDaysBeetweenEachOtpimization , int numDaysForInSampleOptimization , ! IIntervalsSelector intervalsSelectorForInSample , ! IIntervalsSelector intervalsSelectorForOutOfSample , IEligiblesSelector eligiblesSelector , IInSampleChooser inSampleChooser , *************** *** 67,71 **** numDaysBeetweenEachOtpimization , numDaysForInSampleOptimization , ! intervalsSelector , eligiblesSelector , inSampleChooser , --- 68,73 ---- numDaysBeetweenEachOtpimization , numDaysForInSampleOptimization , ! intervalsSelectorForInSample , ! intervalsSelectorForOutOfSample , eligiblesSelector , inSampleChooser , |