[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FixedLen
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From: Glauco S. <gla...@us...> - 2008-11-12 20:43:20
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13958/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases Modified Files: FixedLengthTwoPhasesMain.cs Log Message: A new parameter of type Timer has been added to the EndOfDayStrategyBackTester Index: FixedLengthTwoPhasesMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** FixedLengthTwoPhasesMain.cs 29 Sep 2008 21:19:08 -0000 1.11 --- FixedLengthTwoPhasesMain.cs 12 Nov 2008 20:43:09 -0000 1.12 *************** *** 111,115 **** int numberOfBestTestingPositionsToBeReturned = 20; // uncomment the following line for a faster script ! numberOfBestTestingPositionsToBeReturned = 5; IDecoderForTestingPositions decoderForWeightedPositions = --- 111,115 ---- int numberOfBestTestingPositionsToBeReturned = 20; // uncomment the following line for a faster script ! numberOfBestTestingPositionsToBeReturned = 5; IDecoderForTestingPositions decoderForWeightedPositions = *************** *** 212,216 **** EndOfDayStrategyBackTester endOfDayStrategyBackTester = new EndOfDayStrategyBackTester( ! backTestId , this.strategyForBacktester , this.historicalMarketValueProviderForTheBacktesterAccount , accountProvider , --- 212,220 ---- EndOfDayStrategyBackTester endOfDayStrategyBackTester = new EndOfDayStrategyBackTester( ! backTestId , ! new QuantProject.Business.Timing.IndexBasedEndOfDayTimer( ! HistoricalEndOfDayTimer.GetMarketOpen( firstDateTime ) , ! this.benchmark.Ticker ) , ! this.strategyForBacktester , this.historicalMarketValueProviderForTheBacktesterAccount , accountProvider , |