[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain.cs, 1.24, 1.25

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv21977/b7_Scripts/WalkForwardTesting/PairsTrading

Modified Files:
	PairsTradingMain.cs 
Log Message:
the names for report and log objects have been improved: now minutes can be used

Index: PairsTradingMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** PairsTradingMain.cs	10 Dec 2008 19:40:56 -0000	1.24
--- PairsTradingMain.cs	18 Dec 2008 20:08:16 -0000	1.25
***************
*** 94,98 ****
  		{
  			this.firstTimeToTestInefficiency = new Time( 10 , 0 , 0 );
! 			this.lastTimeToTestInefficiency = new Time( 14 , 0 , 0 );
  			this.timeToClosePositions = new Time( 15 , 50 , 0 );
  		}
--- 94,98 ----
  		{
  			this.firstTimeToTestInefficiency = new Time( 10 , 0 , 0 );
! 			this.lastTimeToTestInefficiency = new Time( 11 , 0 , 0 );
  			this.timeToClosePositions = new Time( 15 , 50 , 0 );
  		}
***************
*** 234,238 ****
  			OutOfSampleChooser outOfSampleChooser =
  				new OutOfSampleChooserForSingleLongAndShort(
! 					0.006 , 0.02 , 0.006 , 0.02 );
  //			outOfSampleChooser =
  //				new OutOfSampleChooserForExactNumberOfBestLongPositions(
--- 234,238 ----
  			OutOfSampleChooser outOfSampleChooser =
  				new OutOfSampleChooserForSingleLongAndShort(
! 					0.01 , 0.03 , 0.01 , 0.03 );
  //			outOfSampleChooser =
  //				new OutOfSampleChooserForExactNumberOfBestLongPositions(
***************
*** 285,289 ****
  
  			// uncomment the following two lines for a faster script
! 			firstDateTime = new DateTime( 2006 , 2 , 1 );
  			lastDateTime = new DateTime( 2007 , 12 , 31 );
  
--- 285,289 ----
  
  			// uncomment the following two lines for a faster script
! 			firstDateTime = new DateTime( 2006 , 1 , 2 );
  			lastDateTime = new DateTime( 2007 , 12 , 31 );
  
***************
*** 310,320 ****
  		}
  
  		protected override string getCustomSmallTextForFolderName()
  		{
  			return "pairsTrdngIntrdy_" +
! 				this.firstTimeToTestInefficiency.Hour + "_" +
! 				this.lastTimeToTestInefficiency.Hour + "_" +
! 				this.timeToClosePositions.Hour;
  		}
  
  		protected override string getFullPathFileNameForMain()
--- 310,332 ----
  		}
  
+ 		#region getCustomSmallTextForFolderName
+ 		private string getSmallText( Time time )
+ 		{
+ 			string smallText = time.Hour.ToString();
+ 			if ( time.Minute != 0 )
+ 				smallText += "." + time.Minute.ToString();
+ 			return smallText;
+ 		}
  		protected override string getCustomSmallTextForFolderName()
  		{
  			return "pairsTrdngIntrdy_" +
! 				this.getSmallText( this.firstTimeToTestInefficiency ) + "_" +
! 				this.getSmallText( this.lastTimeToTestInefficiency ) + "_" +
! 				this.getSmallText( this.timeToClosePositions );
! //				this.firstTimeToTestInefficiency.Hour + "_" +
! //				this.lastTimeToTestInefficiency.Hour + "_" +
! //				this.timeToClosePositions.Hour;
  		}
+ 		#endregion getCustomSmallTextForFolderName
  
  		protected override string getFullPathFileNameForMain()