[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FixedLen
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From: Glauco S. <gla...@us...> - 2008-05-11 19:00:32
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv7077/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases Modified Files: FixedLengthTwoPhasesMain.cs Log Message: The eligibles selector MostLiquidAndLessVolatile is not used anymore. It has been replaced by ByPriceMostLiquidLessVolatileOTCAlwaysQuoted Index: FixedLengthTwoPhasesMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** FixedLengthTwoPhasesMain.cs 1 Apr 2008 21:30:33 -0000 1.7 --- FixedLengthTwoPhasesMain.cs 11 May 2008 19:00:20 -0000 1.8 *************** *** 156,162 **** new FixedLengthTwoPhasesIntervalsSelector( 1 , 1 , benchmark ); IEligiblesSelector eligiblesSelector = ! new MostLiquidAndLessVolatile( ! tickersGroupId , maxNumberOfEligiblesToBeChosen ); FixedLengthTwoPhasesStrategy fixedLengthTwoPhasesStrategy = --- 156,171 ---- new FixedLengthTwoPhasesIntervalsSelector( 1 , 1 , benchmark ); + + // IEligiblesSelector eligiblesSelector = + // new MostLiquidAndLessVolatile( + // tickersGroupId , maxNumberOfEligiblesToBeChosen ); IEligiblesSelector eligiblesSelector = ! new ByPriceMostLiquidLessVolatileOTCAlwaysQuoted( ! tickersGroupId , ! true , ! maxNumberOfEligiblesToBeChosen , ! maxNumberOfEligiblesToBeChosen + 50 , ! 10 , 10 , 20 , 75 ); ! FixedLengthTwoPhasesStrategy fixedLengthTwoPhasesStrategy = |