[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging
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From: Glauco S. <gla...@us...> - 2008-09-29 21:20:03
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv17497/FixedLengthTwoPhases/Logging Modified Files: FLTPLogItem.cs FLTPSimpleStrategy.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: FLTPLogItem.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging/FLTPLogItem.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** FLTPLogItem.cs 16 Aug 2008 19:13:54 -0000 1.1 --- FLTPLogItem.cs 29 Sep 2008 21:19:30 -0000 1.2 *************** *** 63,67 **** /// <param name="numberOfEligibleTickers"></param> public FLTPLogItem( ! EndOfDayDateTime now , TestingPositions[] bestTestingPositionsInSample , int numberOfInSampleDays , --- 63,67 ---- /// <param name="numberOfEligibleTickers"></param> public FLTPLogItem( ! DateTime now , TestingPositions[] bestTestingPositionsInSample , int numberOfInSampleDays , *************** *** 90,94 **** int currentIndex , TestingPositions testingPositions , ! EndOfDayDateTime now ) { this.setTestersForFLTPTestingPositions_checkParameters( --- 90,94 ---- int currentIndex , TestingPositions testingPositions , ! DateTime now ) { this.setTestersForFLTPTestingPositions_checkParameters( *************** *** 102,106 **** private void setTestersForFLTPTestingPositions( TestingPositions[] bestTestingPositionsInSample , ! EndOfDayDateTime now ) { this.testersForBestTestingPositionsInSample = --- 102,106 ---- private void setTestersForFLTPTestingPositions( TestingPositions[] bestTestingPositionsInSample , ! DateTime now ) { this.testersForBestTestingPositionsInSample = Index: FLTPSimpleStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/Logging/FLTPSimpleStrategy.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** FLTPSimpleStrategy.cs 16 Aug 2008 19:14:44 -0000 1.1 --- FLTPSimpleStrategy.cs 29 Sep 2008 21:19:30 -0000 1.2 *************** *** 19,23 **** 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; --- 19,23 ---- 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; *************** *** 41,52 **** public class FLTPSimpleStrategy : SimpleStrategy { public FLTPSimpleStrategy( WeightedPositions weightedPositions , IIntervalsSelector intervalsSelector , ! IHistoricalQuoteProvider historicalQuoteProvider ) : base( weightedPositions , intervalsSelector , ! historicalQuoteProvider ) { } --- 41,60 ---- public class FLTPSimpleStrategy : SimpleStrategy { + public override bool StopBacktestIfMaxRunningHoursHasBeenReached + { + get + { + return true; + } + } + public FLTPSimpleStrategy( WeightedPositions weightedPositions , IIntervalsSelector intervalsSelector , ! HistoricalMarketValueProvider historicalMarketValueProvider ) : base( weightedPositions , intervalsSelector , ! historicalMarketValueProvider ) { } |