[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoose
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-05-11 19:02:34
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv8114/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers Modified Files: OutOfSampleChooserForExactNumberOfBestLongPositions.cs Log Message: The method StringArrayManager.SubArray() is not used anymore. The standard method Array.Copy() is used now. Index: OutOfSampleChooserForExactNumberOfBestLongPositions.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/OutOfSampleChooserForExactNumberOfBestLongPositions.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** OutOfSampleChooserForExactNumberOfBestLongPositions.cs 11 May 2008 16:39:28 -0000 1.2 --- OutOfSampleChooserForExactNumberOfBestLongPositions.cs 11 May 2008 19:02:29 -0000 1.3 *************** *** 98,103 **** { double[] weights = this.getWeights(); ! string[] tickers = StringArrayManager.SubArray( ! longPositionTickers , 0 , this.exactNumberOfBestLongPositionsToBeReturned ); // comment out the following three lines to select only the second best long ticker --- 98,105 ---- { double[] weights = this.getWeights(); ! string[] tickers = ! new String[ this.exactNumberOfBestLongPositionsToBeReturned ]; ! Array.Copy( longPositionTickers , tickers , ! this.exactNumberOfBestLongPositionsToBeReturned ); // comment out the following three lines to select only the second best long ticker |