[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositio
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From: Glauco S. <gla...@us...> - 2008-09-29 21:19:57
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv17497/WalkForwardLag/WeightedPositionsChoosers Modified Files: IWFLagWeightedPositionsChooser.cs Log Message: The new revision moves toward an intraday enabled framework. EndOfDayDate time has been removed, DateTime is used now. The code has been changed accordingly. Index: IWFLagWeightedPositionsChooser.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/IWFLagWeightedPositionsChooser.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** IWFLagWeightedPositionsChooser.cs 28 Oct 2007 18:46:57 -0000 1.3 --- IWFLagWeightedPositionsChooser.cs 29 Sep 2008 21:19:30 -0000 1.4 *************** *** 40,44 **** WFLagEligibleTickers eligibleTickersForDrivingPositions , WFLagEligibleTickers eligibleTickersForPortfolioPositions , ! EndOfDayDateTime now ); WFLagWeightedPositions WFLagChosenPositions { get; } int NumberOfDrivingPositions { get; } --- 40,44 ---- WFLagEligibleTickers eligibleTickersForDrivingPositions , WFLagEligibleTickers eligibleTickersForPortfolioPositions , ! DateTime now ); WFLagWeightedPositions WFLagChosenPositions { get; } int NumberOfDrivingPositions { get; } |