[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain.cs, 1.14, 1.15

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv12885/b7_Scripts/WalkForwardTesting/PairsTrading

Modified Files:
	PairsTradingMain.cs 
Log Message:
The code to build the MostLiquidAndLessVolatile eligibles selector has been removed.

Index: PairsTradingMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** PairsTradingMain.cs	11 May 2008 16:54:33 -0000	1.14
--- PairsTradingMain.cs	11 May 2008 19:13:22 -0000	1.15
***************
*** 83,91 ****
  //			tickersGroupId = "fastTest";
  
  			IEligiblesSelector eligiblesSelector =
- 				new MostLiquidAndLessVolatile(
- 				tickersGroupId ,
- 				maxNumberOfEligiblesToBeChosen );
- 			eligiblesSelector =
  				new ByPriceMostLiquidAlwaysQuoted(
  					tickersGroupId ,
--- 83,91 ----
  //			tickersGroupId = "fastTest";
  
+ //			IEligiblesSelector eligiblesSelector =
+ //				new MostLiquidAndLessVolatile(
+ //				tickersGroupId ,
+ //				maxNumberOfEligiblesToBeChosen );
  			IEligiblesSelector eligiblesSelector =
  				new ByPriceMostLiquidAlwaysQuoted(
  					tickersGroupId ,
***************
*** 214,218 ****
  			double cashToStart = 30000;
  
! 			DateTime firstDateTime = new DateTime( 2005 , 1 , 1 );
  			DateTime lastDateTime = new DateTime( 2008 , 4 , 30 );
  			// uncomment the following line for a faster script
--- 214,218 ----
  			double cashToStart = 30000;
  
! 			DateTime firstDateTime = new DateTime( 2001 , 1 , 1 );
  			DateTime lastDateTime = new DateTime( 2008 , 4 , 30 );
  			// uncomment the following line for a faster script