[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSample
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-09-29 21:21:05
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/Genetic In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv18260/InSample/InSampleChoosers/Genetic Modified Files: PairsTradingGeneticChooser.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: PairsTradingGeneticChooser.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/Genetic/PairsTradingGeneticChooser.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** PairsTradingGeneticChooser.cs 27 Feb 2008 21:16:20 -0000 1.1 --- PairsTradingGeneticChooser.cs 29 Sep 2008 21:20:46 -0000 1.2 *************** *** 39,42 **** --- 39,43 ---- /// genetic IInSampleChooser for the pairs trading strategy /// </summary> + [Serializable] public class PairsTradingGeneticChooser : GeneticChooser { *************** *** 46,50 **** IDecoderForTestingPositions decoderForTestingPositions , IFitnessEvaluator fitnessEvaluator , ! IHistoricalQuoteProvider historicalQuoteProvider , double crossoverRate , double mutationRate , double elitismRate , int populationSizeForGeneticOptimizer , --- 47,51 ---- IDecoderForTestingPositions decoderForTestingPositions , IFitnessEvaluator fitnessEvaluator , ! HistoricalMarketValueProvider historicalMarketValueProvider , double crossoverRate , double mutationRate , double elitismRate , int populationSizeForGeneticOptimizer , *************** *** 57,61 **** decoderForTestingPositions , fitnessEvaluator , ! historicalQuoteProvider , crossoverRate , mutationRate , --- 58,62 ---- decoderForTestingPositions , fitnessEvaluator , ! historicalMarketValueProvider , crossoverRate , mutationRate , |