[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce PairsTradingBruteForceOptimizableParametersManager.cs, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv30022/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce

Modified Files:
	PairsTradingBruteForceOptimizableParametersManager.cs 
Log Message:
Buggy comments have been patched

Index: PairsTradingBruteForceOptimizableParametersManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce/PairsTradingBruteForceOptimizableParametersManager.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** PairsTradingBruteForceOptimizableParametersManager.cs	29 Sep 2008 21:20:45 -0000	1.5
--- PairsTradingBruteForceOptimizableParametersManager.cs	22 Aug 2009 15:57:15 -0000	1.6
***************
*** 36,43 ****
  	/// BruteForceOptimizableParametersManager to be used by the pairs
  	/// trading strategy.
! 	/// Two TestingPositions are considered equivalent as TopBestPositions
! 	/// (and only one is kept among them) iif they have the same tickers
! 	/// (consider that if two WeightedPosition are highly correlated, the
! 	/// two opposite WeightedPosition are highly correlated too)
  	/// </summary>
  	[Serializable]
--- 36,47 ----
  	/// BruteForceOptimizableParametersManager to be used by the pairs
  	/// trading strategy.
! 	/// Two TestingPositions are considered equivalent as TopBestParameters
! 	/// (and only one is kept among them) iif they have the same tickers and
! 	/// the same fitness.
! 	/// This is a short way to say that, with respect to the
! 	/// pairs trading strategy, (a,b) is equivalent to
! 	/// (-a,-b), and that (a,-b) is equivalent to (-a,b)
! 	/// We use fitness similarity instead of checking for all possible long/short
! 	/// combinations
  	/// </summary>
  	[Serializable]
***************
*** 102,111 ****
  			return haveTheSameFitness;
  		}
! 		/// Two TestingPositions are considered equivalent as TopBestPositions
! 		/// (and only one is kept among them) iif they have the same tickers
! 		/// (consider that if two WeightedPosition are highly correlated, the
! 		/// two opposite WeightedPosition are highly correlated too) or
! 		/// if they have the same fitness (in this second case, probably
! 		/// two tickers represent the same security and thus are equivalent)
  		public override bool AreEquivalentAsTopBestParameters(
  			BruteForceOptimizableParameters bruteForceOptimizableParameters1 ,
--- 106,117 ----
  			return haveTheSameFitness;
  		}
! 		/// Two TestingPositions are considered equivalent as TopBestParameters
! 		/// (and only one is kept among them) iif they have the same tickers and
! 		/// the same fitness.
! 		/// This is a short way to say that, with respect to the
! 		/// pairs trading strategy, (a,b) is equivalent to
! 		/// (-a,-b), and that (a,-b) is equivalent to (-a,b)
! 		/// We use fitness similarity instead of checking for all possible long/short
! 		/// combinations
  		public override bool AreEquivalentAsTopBestParameters(
  			BruteForceOptimizableParameters bruteForceOptimizableParameters1 ,