[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain.cs, 1.21, 1.22

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv32637/b7_Scripts/WalkForwardTesting/PairsTrading

Modified Files:
	PairsTradingMain.cs 
Log Message:
minor change: changed the backtest period

Index: PairsTradingMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** PairsTradingMain.cs	17 Nov 2008 19:49:02 -0000	1.21
--- PairsTradingMain.cs	20 Nov 2008 20:56:34 -0000	1.22
***************
*** 97,100 ****
--- 97,102 ----
  			dailyTimes.Add( new Time( 14 , 0 , 0 ) );
  			dailyTimes.Add( new Time( 15 , 0 , 0 ) );
+ //			dailyTimes.Add( new Time(
+ //				HistoricalEndOfDayTimer.GetOneHourAfterMarketClose( DateTime.Now ) ) );
  			return dailyTimes;
  		}
***************
*** 274,278 ****
  			// uncomment the following two lines for a faster script
  			firstDateTime = new DateTime( 2006 , 2 , 1 );
! 			lastDateTime = new DateTime( 2006 , 2 , 28 );
  
  			double maxRunningHours = 0.05;
--- 276,280 ----
  			// uncomment the following two lines for a faster script
  			firstDateTime = new DateTime( 2006 , 2 , 1 );
! 			lastDateTime = new DateTime( 2006 , 2 , 15 );
  
  			double maxRunningHours = 0.05;