[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain
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From: Glauco S. <gla...@us...> - 2008-11-24 21:04:42
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv27660/b7_Scripts/WalkForwardTesting/PairsTrading Modified Files: PairsTradingMain.cs Log Message: minor changes to the script's parameters Index: PairsTradingMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v retrieving revision 1.22 retrieving revision 1.23 diff -C2 -d -r1.22 -r1.23 *** PairsTradingMain.cs 20 Nov 2008 20:56:34 -0000 1.22 --- PairsTradingMain.cs 24 Nov 2008 21:04:33 -0000 1.23 *************** *** 124,128 **** string tickersGroupId = "SP500"; // uncomment the following line for a faster script ! tickersGroupId = "fastTest"; // IEligiblesSelector eligiblesSelector = --- 124,128 ---- string tickersGroupId = "SP500"; // uncomment the following line for a faster script ! // tickersGroupId = "fastTest"; // IEligiblesSelector eligiblesSelector = *************** *** 276,282 **** // 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; EndOfDayStrategyBackTester endOfDayStrategyBackTester = --- 276,282 ---- // uncomment the following two lines for a faster script firstDateTime = new DateTime( 2006 , 2 , 1 ); ! lastDateTime = new DateTime( 2006 , 2 , 12 ); ! double maxRunningHours = 1; EndOfDayStrategyBackTester endOfDayStrategyBackTester = *************** *** 302,306 **** protected override string getCustomSmallTextForFolderName() { ! return "pairsTrdng"; } --- 302,306 ---- protected override string getCustomSmallTextForFolderName() { ! return "pairsTrdngIntrdy_13_14_15"; } |