[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunLastChosenPortfolioOut
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[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunLastChosenPortfolioOutOfSample.cs, 1.4, 1.5 RunEfficientPortfolio.cs, 1.23, 1.24 RunEfficientOTCPortfolioMultiday.cs, 1.3, 1.4 RunEfficientOTCPortfolio.cs, 1.5, 1.6 RunEfficientOTCCTOPortfolio.cs, 1.2, 1.3 RunEfficientOTC_WorstAtNightPortfolio.cs, 1.4, 1.5 RunEfficientCTOPortfolio.cs, 1.28, 1.29 RunEfficientCTO_WorstAtDayPortfolio.cs, 1.2, 1.3
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From: Glauco S. <gla...@us...> - 2008-11-22 18:22:14
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv3648/b7_Scripts/TickerSelectionTesting Modified Files: RunLastChosenPortfolioOutOfSample.cs RunEfficientPortfolio.cs RunEfficientOTCPortfolioMultiday.cs RunEfficientOTCPortfolio.cs RunEfficientOTCCTOPortfolio.cs RunEfficientOTC_WorstAtNightPortfolio.cs RunEfficientCTOPortfolio.cs RunEfficientCTO_WorstAtDayPortfolio.cs Log Message: - HistoricalEndOfDayDataStreamer has been replaced by HistoricalDataStreamer.cs - HistoricalEndOfDayOrderExecutor has been replaced by HistoricalOrderExecutor Index: RunEfficientCTO_WorstAtDayPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTO_WorstAtDayPortfolio.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** RunEfficientCTO_WorstAtDayPortfolio.cs 29 Sep 2008 21:18:59 -0000 1.2 --- RunEfficientCTO_WorstAtDayPortfolio.cs 22 Nov 2008 18:22:04 -0000 1.3 *************** *** 82,88 **** this.account = new Account(this.ScriptName, this.endOfDayTimer , ! new HistoricalEndOfDayDataStreamer(this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalEndOfDayOrderExecutor(this.endOfDayTimer , this.historicalMarketValueProvider)); //, new FixedPercentageSlippageManager(this.historicalQuoteProvider, --- 82,88 ---- this.account = new Account(this.ScriptName, this.endOfDayTimer , ! new HistoricalDataStreamer(this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalOrderExecutor(this.endOfDayTimer , this.historicalMarketValueProvider)); //, new FixedPercentageSlippageManager(this.historicalQuoteProvider, Index: RunEfficientOTCCTOPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientOTCCTOPortfolio.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** RunEfficientOTCCTOPortfolio.cs 29 Sep 2008 21:19:16 -0000 1.2 --- RunEfficientOTCCTOPortfolio.cs 22 Nov 2008 18:22:03 -0000 1.3 *************** *** 81,87 **** { this.account = new Account( this.ScriptName , this.endOfDayTimer , ! new HistoricalEndOfDayDataStreamer( this.endOfDayTimer , this.historicalQuoteProvider ) , ! new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer , this.historicalQuoteProvider ), new IBCommissionManager()); --- 81,87 ---- { this.account = new Account( this.ScriptName , this.endOfDayTimer , ! new HistoricalDataStreamer( this.endOfDayTimer , this.historicalQuoteProvider ) , ! new HistoricalOrderExecutor( this.endOfDayTimer , this.historicalQuoteProvider ), new IBCommissionManager()); Index: RunEfficientOTC_WorstAtNightPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientOTC_WorstAtNightPortfolio.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** RunEfficientOTC_WorstAtNightPortfolio.cs 29 Sep 2008 21:19:16 -0000 1.4 --- RunEfficientOTC_WorstAtNightPortfolio.cs 22 Nov 2008 18:22:03 -0000 1.5 *************** *** 84,90 **** this.account = new Account(this.ScriptName, this.endOfDayTimer , ! new HistoricalEndOfDayDataStreamer(this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalEndOfDayOrderExecutor(this.endOfDayTimer , this.historicalMarketValueProvider)//, // new FixedPercentageSlippageManager(this.historicalQuoteProvider, --- 84,90 ---- this.account = new Account(this.ScriptName, this.endOfDayTimer , ! new HistoricalDataStreamer(this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalOrderExecutor(this.endOfDayTimer , this.historicalMarketValueProvider)//, // new FixedPercentageSlippageManager(this.historicalQuoteProvider, Index: RunEfficientOTCPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientOTCPortfolio.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** RunEfficientOTCPortfolio.cs 29 Sep 2008 21:19:16 -0000 1.5 --- RunEfficientOTCPortfolio.cs 22 Nov 2008 18:22:03 -0000 1.6 *************** *** 85,91 **** this.account = new Account(this.ScriptName, this.endOfDayTimer , ! new HistoricalEndOfDayDataStreamer(this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalEndOfDayOrderExecutor(this.endOfDayTimer , this.historicalMarketValueProvider)//, // new FixedPercentageSlippageManager(this.historicalQuoteProvider, --- 85,91 ---- this.account = new Account(this.ScriptName, this.endOfDayTimer , ! new HistoricalDataStreamer(this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalOrderExecutor(this.endOfDayTimer , this.historicalMarketValueProvider)//, // new FixedPercentageSlippageManager(this.historicalQuoteProvider, Index: RunEfficientOTCPortfolioMultiday.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientOTCPortfolioMultiday.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** RunEfficientOTCPortfolioMultiday.cs 29 Sep 2008 21:19:16 -0000 1.3 --- RunEfficientOTCPortfolioMultiday.cs 22 Nov 2008 18:22:03 -0000 1.4 *************** *** 81,87 **** { this.account = new Account( this.ScriptName , this.endOfDayTimer , ! new HistoricalEndOfDayDataStreamer( this.endOfDayTimer , this.historicalQuoteProvider ) , ! new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer , this.historicalQuoteProvider ), new IBCommissionManager()); --- 81,87 ---- { this.account = new Account( this.ScriptName , this.endOfDayTimer , ! new HistoricalDataStreamer( this.endOfDayTimer , this.historicalQuoteProvider ) , ! new HistoricalOrderExecutor( this.endOfDayTimer , this.historicalQuoteProvider ), new IBCommissionManager()); Index: RunLastChosenPortfolioOutOfSample.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunLastChosenPortfolioOutOfSample.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** RunLastChosenPortfolioOutOfSample.cs 29 Sep 2008 21:19:35 -0000 1.4 --- RunLastChosenPortfolioOutOfSample.cs 22 Nov 2008 18:22:03 -0000 1.5 *************** *** 109,115 **** //default account with no commissions this.account = new Account( this.scriptName , this.endOfDayTimer , ! new HistoricalEndOfDayDataStreamer( this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer , this.historicalMarketValueProvider )); --- 109,115 ---- //default account with no commissions this.account = new Account( this.scriptName , this.endOfDayTimer , ! new HistoricalDataStreamer( this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalOrderExecutor( this.endOfDayTimer , this.historicalMarketValueProvider )); Index: RunEfficientPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientPortfolio.cs,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** RunEfficientPortfolio.cs 29 Sep 2008 21:19:35 -0000 1.23 --- RunEfficientPortfolio.cs 22 Nov 2008 18:22:03 -0000 1.24 *************** *** 188,194 **** //default account with no commissions and no slippage calculation this.account = new Account( this.scriptName , this.endOfDayTimer , ! new HistoricalEndOfDayDataStreamer( this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalEndOfDayOrderExecutor( this.endOfDayTimer , this.historicalMarketValueProvider )); --- 188,194 ---- //default account with no commissions and no slippage calculation this.account = new Account( this.scriptName , this.endOfDayTimer , ! new HistoricalDataStreamer( this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalOrderExecutor( this.endOfDayTimer , this.historicalMarketValueProvider )); Index: RunEfficientCTOPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTOPortfolio.cs,v retrieving revision 1.28 retrieving revision 1.29 diff -C2 -d -r1.28 -r1.29 *** RunEfficientCTOPortfolio.cs 29 Sep 2008 21:18:59 -0000 1.28 --- RunEfficientCTOPortfolio.cs 22 Nov 2008 18:22:04 -0000 1.29 *************** *** 79,85 **** this.account = new Account(this.ScriptName, this.endOfDayTimer , ! new HistoricalEndOfDayDataStreamer(this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalEndOfDayOrderExecutor(this.endOfDayTimer , this.historicalMarketValueProvider)); //, new FixedPercentageSlippageManager(this.historicalQuoteProvider, --- 79,85 ---- this.account = new Account(this.ScriptName, this.endOfDayTimer , ! new HistoricalDataStreamer(this.endOfDayTimer , this.historicalMarketValueProvider ) , ! new HistoricalOrderExecutor(this.endOfDayTimer , this.historicalMarketValueProvider)); //, new FixedPercentageSlippageManager(this.historicalQuoteProvider, |
