[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSample
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv18260/InSample/InSampleChoosers/BruteForce Modified Files: PairsTradingBruteForceChooser.cs PairsTradingBruteForceOptimizableParametersManager.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: PairsTradingBruteForceChooser.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce/PairsTradingBruteForceChooser.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** PairsTradingBruteForceChooser.cs 1 Apr 2008 21:31:27 -0000 1.2 --- PairsTradingBruteForceChooser.cs 29 Sep 2008 21:20:45 -0000 1.3 *************** *** 39,42 **** --- 39,43 ---- /// brute force IInSampleChooser for the pairs trading strategy /// </summary> + [Serializable] public class PairsTradingBruteForceChooser : BruteForceChooser { Index: PairsTradingBruteForceOptimizableParametersManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce/PairsTradingBruteForceOptimizableParametersManager.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** PairsTradingBruteForceOptimizableParametersManager.cs 20 Apr 2008 17:25:56 -0000 1.4 --- PairsTradingBruteForceOptimizableParametersManager.cs 29 Sep 2008 21:20:45 -0000 1.5 *************** *** 41,44 **** --- 41,45 ---- /// two opposite WeightedPosition are highly correlated too) /// </summary> + [Serializable] public class PairsTradingBruteForceOptimizableParametersManager : BruteForceOptimizableParametersManagerForBalancedVolatility |