[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers OutOfSampleChooserForExactNumberOfBestLongPositions.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv22925/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers

Modified Files:
	OutOfSampleChooserForExactNumberOfBestLongPositions.cs 
Log Message:
An additional firstTimeToTestInefficiency  parameter is givent to the constructor

Index: OutOfSampleChooserForExactNumberOfBestLongPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/OutOfSampleChooserForExactNumberOfBestLongPositions.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** OutOfSampleChooserForExactNumberOfBestLongPositions.cs	29 Sep 2008 21:20:43 -0000	1.4
--- OutOfSampleChooserForExactNumberOfBestLongPositions.cs	28 Feb 2009 18:38:51 -0000	1.5
***************
*** 19,27 ****
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
! */
  
  using System;
  
  using QuantProject.ADT.Collections;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Strategies.OutOfSample;
--- 19,28 ----
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
!  */
  
  using System;
  
  using QuantProject.ADT.Collections;
+ using QuantProject.ADT.Timing;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Strategies.OutOfSample;
***************
*** 54,57 ****
--- 55,59 ----
  		public OutOfSampleChooserForExactNumberOfBestLongPositions(
  			int exactNumberOfBestLongPositionsToBeReturned ,
+ 			Time firstTimeToTestInefficiency ,
  			double minThresholdForGoingLong ,
  			double maxThresholdForGoingLong ,
***************
*** 59,66 ****
  			double maxThresholdForGoingShort ) :
  			base(
! 			minThresholdForGoingLong ,
! 			maxThresholdForGoingLong ,
! 			minThresholdForGoingShort ,
! 			maxThresholdForGoingShort )
  		{
  			this.exactNumberOfBestLongPositionsToBeReturned =
--- 61,69 ----
  			double maxThresholdForGoingShort ) :
  			base(
! 				firstTimeToTestInefficiency ,
! 				minThresholdForGoingLong ,
! 				maxThresholdForGoingLong ,
! 				minThresholdForGoingShort ,
! 				maxThresholdForGoingShort )
  		{
  			this.exactNumberOfBestLongPositionsToBeReturned =
***************
*** 102,106 ****
  				new String[ this.exactNumberOfBestLongPositionsToBeReturned ];
  			Array.Copy(	longPositionTickers , tickers ,
! 				this.exactNumberOfBestLongPositionsToBeReturned );
  
  			// comment out the following three lines to select only the second best long ticker
--- 105,109 ----
  				new String[ this.exactNumberOfBestLongPositionsToBeReturned ];
  			Array.Copy(	longPositionTickers , tickers ,
! 			           this.exactNumberOfBestLongPositionsToBeReturned );
  
  			// comment out the following three lines to select only the second best long ticker
***************
*** 121,125 ****
  				this.getLongPositionTickers( inefficientCouples );
  			if ( longPositionTickers.Length >=
! 				this.exactNumberOfBestLongPositionsToBeReturned )
  				// at least a long position has been found in the inefficient couples
  				weightedPositionsToBeOpened =
--- 124,128 ----
  				this.getLongPositionTickers( inefficientCouples );
  			if ( longPositionTickers.Length >=
! 			    this.exactNumberOfBestLongPositionsToBeReturned )
  				// at least a long position has been found in the inefficient couples
  				weightedPositionsToBeOpened =