[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain.cs, 1.31, 1.32

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv24013/b7_Scripts/WalkForwardTesting/PairsTrading

Modified Files:
	PairsTradingMain.cs 
Log Message:
some script's parameters have been changed

Index: PairsTradingMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v
retrieving revision 1.31
retrieving revision 1.32
diff -C2 -d -r1.31 -r1.32
*** PairsTradingMain.cs	15 May 2009 21:41:37 -0000	1.31
--- PairsTradingMain.cs	28 Jun 2009 17:07:37 -0000	1.32
***************
*** 268,272 ****
  			IInefficiencyCorrectionDetector inefficiencyCorrectionDetector =
  				new ConsecutiveMinutesOfCorrectionDetector(
! 					this.historicalMarketValueProviderForChosingPositionsOutOfSample , 4 );
  			outOfSampleChooser =
  				new OutOfSampleChooserForAlreadyClosing(
--- 268,273 ----
  			IInefficiencyCorrectionDetector inefficiencyCorrectionDetector =
  				new ConsecutiveMinutesOfCorrectionDetector(
! 					this.historicalMarketValueProviderForChosingPositionsOutOfSample , 2 );
! //					this.historicalMarketValueProviderForChosingPositionsOutOfSample , 4 );
  			outOfSampleChooser =
  				new OutOfSampleChooserForAlreadyClosing(
***************
*** 328,332 ****
  			firstDateTime = new DateTime( 2006 , 1 , 2 );
  //			lastDateTime = new DateTime( 2007 , 12 , 31 );
! 			lastDateTime = new DateTime( 2006 , 12 , 31 );
  
  			double maxRunningHours = 11;
--- 329,333 ----
  			firstDateTime = new DateTime( 2006 , 1 , 2 );
  //			lastDateTime = new DateTime( 2007 , 12 , 31 );
! 			lastDateTime = new DateTime( 2006 , 1 , 10 );
  
  			double maxRunningHours = 11;