[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag RunWalkForward
Brought to you by:
glauco_1
|
From: Glauco S. <gla...@us...> - 2008-08-19 17:13:46
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv3611/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: RunWalkForwardLag.cs WFLagChosenTickers.cs Log Message: - the code has been cleaned up to avoid warnings - standard indentation has been applied Index: RunWalkForwardLag.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/RunWalkForwardLag.cs,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** RunWalkForwardLag.cs 19 Jan 2008 19:23:45 -0000 1.12 --- RunWalkForwardLag.cs 19 Aug 2008 17:13:11 -0000 1.13 *************** *** 52,57 **** private int numberDaysForInSampleOptimization; private int numDaysBetweenEachOptimization; ! private int generationNumberForGeneticOptimizer; ! private int populationSizeForGeneticOptimizer; private string benchmark; private DateTime firstDateTime; --- 52,57 ---- private int numberDaysForInSampleOptimization; private int numDaysBetweenEachOptimization; ! // private int generationNumberForGeneticOptimizer; ! // private int populationSizeForGeneticOptimizer; private string benchmark; private DateTime firstDateTime; *************** *** 84,89 **** wFLagWeightedPositionsChooser.NumberDaysForInSampleOptimization; this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization; ! this.generationNumberForGeneticOptimizer = generationNumberForGeneticOptimizer; ! this.populationSizeForGeneticOptimizer = populationSizeForGeneticOptimizer; this.benchmark = this.wFLagWeightedPositionsChooser.Benchmark; --- 84,89 ---- wFLagWeightedPositionsChooser.NumberDaysForInSampleOptimization; this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization; ! // this.generationNumberForGeneticOptimizer = generationNumberForGeneticOptimizer; ! // this.populationSizeForGeneticOptimizer = populationSizeForGeneticOptimizer; this.benchmark = this.wFLagWeightedPositionsChooser.Benchmark; *************** *** 209,214 **** "PrtfPstns_" + this.wFLagWeightedPositionsChooser.NumberOfPortfolioPositions + "_" + - "GenNum_" + this.generationNumberForGeneticOptimizer + "_" + - "PopSize_" + this.populationSizeForGeneticOptimizer + "_" + "From_" + this.getShortStringForDateTime( (DateTime)this.account.Transactions.GetKey( 0 ) ) + "_" + --- 209,212 ---- Index: WFLagChosenTickers.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagChosenTickers.cs,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** WFLagChosenTickers.cs 7 Oct 2007 13:24:37 -0000 1.10 --- WFLagChosenTickers.cs 19 Aug 2008 17:13:12 -0000 1.11 *************** *** 44,48 **** public event NewProgressEventHandler NewProgress; ! protected WFLagEligibleTickers eligibleTickers; protected int numberOfDrivingPositions; protected int numberOfPositionsToBeChosen; --- 44,48 ---- public event NewProgressEventHandler NewProgress; ! // protected WFLagEligibleTickers eligibleTickers; protected int numberOfDrivingPositions; protected int numberOfPositionsToBeChosen; *************** *** 118,122 **** ) { ! this.eligibleTickers = eligibleTickers; this.numberOfDrivingPositions = numberOfDrivingPositions; this.numberOfPositionsToBeChosen = numberOfPositionsToBeChosen; --- 118,122 ---- ) { ! // this.eligibleTickers = eligibleTickers; this.numberOfDrivingPositions = numberOfDrivingPositions; this.numberOfPositionsToBeChosen = numberOfPositionsToBeChosen; |