[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging SimpleSt
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From: Glauco S. <gla...@us...> - 2008-05-11 17:01:10
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv28160/b7_Scripts/WalkForwardTesting/PairsTrading/Logging Modified Files: SimpleStrategy.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: SimpleStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/SimpleStrategy.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** SimpleStrategy.cs 30 Mar 2008 15:58:50 -0000 1.3 --- SimpleStrategy.cs 11 May 2008 17:01:05 -0000 1.4 *************** *** 45,49 **** IIntervalsSelector intervalsSelector , IHistoricalQuoteProvider historicalQuoteProvider ) : ! base( 999 , 1 , intervalsSelector , new DummyEligibleSelector() , new DummyInSampleChooser() , --- 45,49 ---- IIntervalsSelector intervalsSelector , IHistoricalQuoteProvider historicalQuoteProvider ) : ! base( 999 , 1 , intervalsSelector , intervalsSelector , new DummyEligibleSelector() , new DummyInSampleChooser() , |