[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FixedLen
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From: Glauco S. <gla...@us...> - 2008-08-18 21:13:24
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv12665/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases Modified Files: FixedLengthTwoPhasesMain.cs Log Message: - the code has been cleaned up to avoid warnings - standard indentation has been applied Index: FixedLengthTwoPhasesMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** FixedLengthTwoPhasesMain.cs 16 Aug 2008 19:26:57 -0000 1.9 --- FixedLengthTwoPhasesMain.cs 18 Aug 2008 21:13:20 -0000 1.10 *************** *** 61,65 **** { this.benchmark = new Benchmark( "CCE" ); ! this.numberOfPortfolioPositions = 1; this.historicalQuoteProviderForInSample = new HistoricalRawQuoteProvider(); --- 61,65 ---- { this.benchmark = new Benchmark( "CCE" ); ! this.numberOfPortfolioPositions = 2; this.historicalQuoteProviderForInSample = new HistoricalRawQuoteProvider(); *************** *** 72,76 **** string tickersGroupId = "SP500"; // uncomment the following line for a faster script ! tickersGroupId = "fastTest"; int maxNumberOfEligibleTickersToBeChosen = 100; --- 72,76 ---- string tickersGroupId = "SP500"; // uncomment the following line for a faster script ! // tickersGroupId = "fastTest"; int maxNumberOfEligibleTickersToBeChosen = 100; *************** *** 111,115 **** int numberOfBestTestingPositionsToBeReturned = 20; // uncomment the following line for a faster script ! numberOfBestTestingPositionsToBeReturned = 2; IDecoderForTestingPositions decoderForWeightedPositions = --- 111,115 ---- int numberOfBestTestingPositionsToBeReturned = 20; // uncomment the following line for a faster script ! numberOfBestTestingPositionsToBeReturned = 5; IDecoderForTestingPositions decoderForWeightedPositions = *************** *** 127,131 **** double elitismRate = 0.001; int populationSizeForGeneticOptimizer = 10000; ! int generationNumberForGeneticOptimizer = 1; int seedForRandomGenerator = QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator; --- 127,131 ---- double elitismRate = 0.001; int populationSizeForGeneticOptimizer = 10000; ! int generationNumberForGeneticOptimizer = 5; int seedForRandomGenerator = QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator; *************** *** 205,212 **** double cashToStart = 30000; ! DateTime firstDateTime = new DateTime( 2006 , 1 , 2 ); ! DateTime lastDateTime = new DateTime( 2006 , 1 , 6 ); ! double maxRunningHours = 1; EndOfDayStrategyBackTester endOfDayStrategyBackTester = --- 205,212 ---- double cashToStart = 30000; ! DateTime firstDateTime = new DateTime( 2006 , 1 , 1 ); ! DateTime lastDateTime = new DateTime( 2008 , 4 , 1 ); ! double maxRunningHours = 8; EndOfDayStrategyBackTester endOfDayStrategyBackTester = |