[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoose
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv18260/OutOfSampleChoosers Modified Files: OutOfSampleChooserForExactNumberOfBestLongPositions.cs OutOfSampleChooserForSingleLongAndShort.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: OutOfSampleChooserForExactNumberOfBestLongPositions.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/OutOfSampleChooserForExactNumberOfBestLongPositions.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** OutOfSampleChooserForExactNumberOfBestLongPositions.cs 11 May 2008 19:02:29 -0000 1.3 --- OutOfSampleChooserForExactNumberOfBestLongPositions.cs 29 Sep 2008 21:20:43 -0000 1.4 *************** *** 35,38 **** --- 35,39 ---- /// returned are those belonging to the highest correlated couples /// </summary> + [Serializable] public class OutOfSampleChooserForExactNumberOfBestLongPositions : OutOfSampleChooser Index: OutOfSampleChooserForSingleLongAndShort.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/OutOfSampleChooserForSingleLongAndShort.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** OutOfSampleChooserForSingleLongAndShort.cs 27 Apr 2008 17:43:31 -0000 1.1 --- OutOfSampleChooserForSingleLongAndShort.cs 29 Sep 2008 21:20:44 -0000 1.2 *************** *** 32,35 **** --- 32,36 ---- /// Selects a single couple with a long and a short position /// </summary> + [Serializable] public class OutOfSampleChooserForSingleLongAndShort : OutOfSampleChooser |