[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FLTPTest
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-08-16 19:08:06
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv26057 Added Files: FLTPTestingPositions.cs Log Message: TestingPositions for the Fixed Length Two Phases strategy --- NEW FILE: FLTPTestingPositions.cs --- /* QuantProject - Quantitative Finance Library FLTPTestingPositions.cs Copyright (C) 2008 Glauco Siliprandi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ using System; using QuantProject.Business.Strategies; using QuantProject.Business.Strategies.OutOfSample; namespace QuantProject.Scripts.WalkForwardTesting.FixedLengthTwoPhases { /// <summary> /// TestingPositions for the Fixed Length Two Phases strategy /// </summary> [Serializable] public class FLTPTestingPositions : TestingPositions , IGeneticallyOptimizable { private int generation; public int Generation { get { return this.generation; } set { this.generation = value; } } // creates an empty TestingPositions: to be used to give a meaning with // FLTPTestingPositions type to undecodables public FLTPTestingPositions() : base() { } public FLTPTestingPositions( WeightedPositions weightedPositions ) : base( weightedPositions ) { this.generation = -999; } } } |