[Quantproject-developers] QuantProject/b7_Scripts/ArbitrageTesting/PairTrading RunPairTrading.cs,
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From: Glauco S. <gla...@us...> - 2008-11-22 18:24:15
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/ArbitrageTesting/PairTrading In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv3868/b7_Scripts/ArbitrageTesting/PairTrading Modified Files: RunPairTrading.cs Log Message: - HistoricalEndOfDayDataStreamer has been replaced by HistoricalDataStreamer.cs - HistoricalEndOfDayOrderExecutor has been replaced by HistoricalOrderExecutor Index: RunPairTrading.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/ArbitrageTesting/PairTrading/RunPairTrading.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** RunPairTrading.cs 29 Sep 2008 21:16:40 -0000 1.3 --- RunPairTrading.cs 22 Nov 2008 18:24:08 -0000 1.4 *************** *** 157,163 **** //default account with no commissions and no slippage calculation this.account = new Account( this.scriptName , this.timer , ! new HistoricalEndOfDayDataStreamer( this.timer , this.historicalMarketValueProvider ) , ! new HistoricalEndOfDayOrderExecutor( this.timer , this.historicalMarketValueProvider )); --- 157,163 ---- //default account with no commissions and no slippage calculation this.account = new Account( this.scriptName , this.timer , ! new HistoricalDataStreamer( this.timer , this.historicalMarketValueProvider ) , ! new HistoricalOrderExecutor( this.timer , this.historicalMarketValueProvider )); |