[Quantproject-developers] QuantProject/b7_Scripts Scripts_SD.csproj, 1.35, 1.36
Brought to you by:
glauco_1
Menu
▾
▴
[Quantproject-developers] QuantProject/b7_Scripts Scripts_SD.csproj, 1.35, 1.36
|
From: Glauco S. <gla...@us...> - 2009-02-28 18:30:18
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv19480/b7_Scripts Modified Files: Scripts_SD.csproj Log Message: - WalkForwardTesting\PairsTrading\ExitStrategies\TakeProfitStrategyOrOnMarketClose.cs has been added - WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositionsEndOfDayInSample.cs has been added - WalkForwardTesting\PairsTrading\OutOfSampleChoosers\InefficiencyCorrectionDetecion\ConsecutiveMinutesOfCorrectionDetector.cs has been added - WalkForwardTesting\PairsTrading\OutOfSampleChoosers\InefficiencyCorrectionDetecion\IInefficiencyCorrectionDetector.cs has been added - WalkForwardTesting\PairsTrading\ExitStrategies\IExitStrategy.cs has been added Index: Scripts_SD.csproj =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/Scripts_SD.csproj,v retrieving revision 1.35 retrieving revision 1.36 diff -C2 -d -r1.35 -r1.36 *** Scripts_SD.csproj 18 Feb 2009 20:05:34 -0000 1.35 --- Scripts_SD.csproj 28 Feb 2009 18:30:11 -0000 1.36 *************** *** 118,121 **** --- 118,122 ---- <Compile Include="WalkForwardTesting\FixedLengthTwoPhases\OutOfSampleChoosers\RankBasedOutOfSampleChooser.cs" /> <Compile Include="WalkForwardTesting\MSFTwalkForward\TsMSFTwalkForward.cs" /> + <Compile Include="WalkForwardTesting\PairsTrading\ExitStrategies\TakeProfitStrategyOrOnMarketClose.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\InSample\InSampleChoosers\BruteForce\PairsTradingBruteForceChooser.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\InSample\InSampleChoosers\BruteForce\PairsTradingBruteForceOptimizableParametersManager.cs" /> *************** *** 125,129 **** --- 126,133 ---- <Compile Include="WalkForwardTesting\PairsTrading\InSample\PairsTradingFitnessEvaluator.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\Logging\PairsTradingLogItem.cs" /> + <Compile Include="WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositionsEndOfDayInSample.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\Logging\TesterForPairsTradingTestingPositions.cs" /> + <Compile Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers\InefficiencyCorrectionDetecion\ConsecutiveMinutesOfCorrectionDetector.cs" /> + <Compile Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers\InefficiencyCorrectionDetecion\IInefficiencyCorrectionDetector.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers\OutOfSampleChooser.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers\OutOfSampleChooserForAlreadyClosing.cs" /> *************** *** 132,135 **** --- 136,140 ---- <Compile Include="WalkForwardTesting\PairsTrading\PairsTradingMain.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\PairsTradingTestingPositions.cs" /> + <Compile Include="WalkForwardTesting\PairsTrading\ExitStrategies\IExitStrategy.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\Strategies\PairsTradingIntradayStrategy.cs" /> <Compile Include="WalkForwardTesting\PairsTrading\Strategies\PairsTradingStrategy.cs" /> *************** *** 302,306 **** --- 307,313 ---- <Folder Include="WalkForwardTesting\PairsTrading\InSample\InSampleChoosers\Genetic" /> <Folder Include="WalkForwardTesting\PairsTrading\Logging" /> + <Folder Include="WalkForwardTesting\PairsTrading\ExitStrategies" /> <Folder Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers" /> + <Folder Include="WalkForwardTesting\PairsTrading\OutOfSampleChoosers\InefficiencyCorrectionDetecion" /> <Folder Include="WalkForwardTesting\PairsTrading\Strategies" /> <Folder Include="WalkForwardTesting\WalkForwardLag\WeightedPositionsChoosers\BruteForce" /> |
