[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers OutOfSampleChooserForSingleLongAndShort.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23097/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers

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

Index: OutOfSampleChooserForSingleLongAndShort.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/OutOfSampleChooserForSingleLongAndShort.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** OutOfSampleChooserForSingleLongAndShort.cs	29 Sep 2008 21:20:44 -0000	1.2
--- OutOfSampleChooserForSingleLongAndShort.cs	28 Feb 2009 18:39:15 -0000	1.3
***************
*** 19,26 ****
  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.Business.Strategies;
  using QuantProject.Business.Strategies.OutOfSample;
--- 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.Timing;
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Strategies.OutOfSample;
***************
*** 40,43 ****
--- 41,45 ----
  		/// </summary>
  		public OutOfSampleChooserForSingleLongAndShort(
+ 			Time firstTimeToTestInefficiency ,
  			double minThresholdForGoingLong ,
  			double maxThresholdForGoingLong ,
***************
*** 45,52 ****
  			double maxThresholdForGoingShort ) :
  			base(
! 			minThresholdForGoingLong ,
! 			maxThresholdForGoingLong ,
! 			minThresholdForGoingShort ,
! 			maxThresholdForGoingShort )
  		{
  		}
--- 47,55 ----
  			double maxThresholdForGoingShort ) :
  			base(
! 				firstTimeToTestInefficiency ,
! 				minThresholdForGoingLong ,
! 				maxThresholdForGoingLong ,
! 				minThresholdForGoingShort ,
! 				maxThresholdForGoingShort )
  		{
  		}
***************
*** 57,61 ****
  			WeightedPositions positionsToBeOpened = null;
  			if ( ( inefficientCouples != null ) &&
! 				( inefficientCouples.Length > 0 ) )
  				// at least an inefficient couple has been found
  				positionsToBeOpened = inefficientCouples[ 0 ];
--- 60,64 ----
  			WeightedPositions positionsToBeOpened = null;
  			if ( ( inefficientCouples != null ) &&
! 			    ( inefficientCouples.Length > 0 ) )
  				// at least an inefficient couple has been found
  				positionsToBeOpened = inefficientCouples[ 0 ];