[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-12-31 02:35:22
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv13751/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 1.26 retrieving revision 1.27 diff -C2 -d -r1.26 -r1.27 *** PairsTradingMain.cs 30 Dec 2008 00:16:05 -0000 1.26 --- PairsTradingMain.cs 31 Dec 2008 02:35:16 -0000 1.27 *************** *** 134,138 **** string tickersGroupId = "SP500"; // uncomment the following line for a faster script ! tickersGroupId = "fastTest"; // IEligiblesSelector eligiblesSelector = --- 134,138 ---- string tickersGroupId = "SP500"; // uncomment the following line for a faster script ! // tickersGroupId = "fastTest"; // IEligiblesSelector eligiblesSelector = *************** *** 165,169 **** int numberOfBestTestingPositionsToBeReturned = 50; // uncomment the following line for a faster script ! numberOfBestTestingPositionsToBeReturned = 10; IDecoderForTestingPositions decoderForWeightedPositions = --- 165,169 ---- int numberOfBestTestingPositionsToBeReturned = 50; // uncomment the following line for a faster script ! // numberOfBestTestingPositionsToBeReturned = 10; IDecoderForTestingPositions decoderForWeightedPositions = *************** *** 286,292 **** // uncomment the following two lines for a faster script firstDateTime = new DateTime( 2006 , 1 , 2 ); ! lastDateTime = new DateTime( 2006 , 1 , 31 ); ! double maxRunningHours = .3; EndOfDayStrategyBackTester endOfDayStrategyBackTester = --- 286,293 ---- // uncomment the following two lines for a faster script firstDateTime = new DateTime( 2006 , 1 , 2 ); ! lastDateTime = new DateTime( 2007 , 12 , 31 ); ! // lastDateTime = new DateTime( 2006 , 1 , 31 ); ! double maxRunningHours = 2.5; EndOfDayStrategyBackTester endOfDayStrategyBackTester = |