[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample PairsTr
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From: Glauco S. <gla...@us...> - 2010-03-28 15:19:10
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv9104/WalkForwardTesting/PairsTrading/InSample Modified Files: PairsTradingFitnessEvaluator.cs Log Message: IReturnsManager is now used, instead of ReturnsManager Index: PairsTradingFitnessEvaluator.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/PairsTradingFitnessEvaluator.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** PairsTradingFitnessEvaluator.cs 29 Sep 2008 21:20:46 -0000 1.5 --- PairsTradingFitnessEvaluator.cs 28 Mar 2010 15:19:02 -0000 1.6 *************** *** 85,89 **** private double getFitnessValue( WeightedPosition firstPosition , WeightedPosition secondPosition , ! ReturnsManager returnsManager ) { float[] firstPositionReturns = --- 85,89 ---- private double getFitnessValue( WeightedPosition firstPosition , WeightedPosition secondPosition , ! IReturnsManager returnsManager ) { float[] firstPositionReturns = *************** *** 105,109 **** private double getFitnessValue( ! WeightedPositions weightedPositions , ReturnsManager returnsManager ) { this.getFitnessValue_checkWeightedPositions( weightedPositions ); --- 105,109 ---- private double getFitnessValue( ! WeightedPositions weightedPositions , IReturnsManager returnsManager ) { this.getFitnessValue_checkWeightedPositions( weightedPositions ); *************** *** 115,119 **** } private double getFitnessValue( TestingPositions testingPositions , ! ReturnsManager returnsManager ) { double fitnessValue; --- 115,119 ---- } private double getFitnessValue( TestingPositions testingPositions , ! IReturnsManager returnsManager ) { double fitnessValue; *************** *** 135,139 **** return fitnessValue; } ! public double GetFitnessValue( object meaning , ReturnsManager returnsManager ) { this.getFitnessValue_checkParameters( meaning ); --- 135,139 ---- return fitnessValue; } ! public double GetFitnessValue( object meaning , IReturnsManager returnsManager ) { this.getFitnessValue_checkParameters( meaning ); |