[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain
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From: Marco M. <mi...@us...> - 2009-05-15 21:41:44
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv18829/b7_Scripts/WalkForwardTesting/PairsTrading Modified Files: PairsTradingMain.cs Log Message: The constructor has been modified: now the HistoricalMarketValueProvider used as the back up has to be passed as a parameter Index: PairsTradingMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v retrieving revision 1.30 retrieving revision 1.31 diff -C2 -d -r1.30 -r1.31 *** PairsTradingMain.cs 1 Mar 2009 21:05:43 -0000 1.30 --- PairsTradingMain.cs 15 May 2009 21:41:37 -0000 1.31 *************** *** 152,156 **** historicalMarketValueProviderForTheBacktesterAccount = new HistoricalMarketValueProviderWithQuoteBackupOnClose( ! this.historicalMarketValueProviderForChosingPositionsOutOfSample ); return historicalMarketValueProviderForTheBacktesterAccount; } --- 152,157 ---- historicalMarketValueProviderForTheBacktesterAccount = new HistoricalMarketValueProviderWithQuoteBackupOnClose( ! this.historicalMarketValueProviderForChosingPositionsOutOfSample, ! new HistoricalRawQuoteProvider() ); return historicalMarketValueProviderForTheBacktesterAccount; } |