[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagEndOfDayT
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glauco_1
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From: Glauco S. <gla...@us...> - 2010-03-28 15:28:49
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv13153/WalkForwardTesting/WalkForwardLag Modified Files: WFLagEndOfDayTimerHandler.cs Log Message: The code has been changed because now WeightedPositions is a List<WeightedPosition>, while in the previous version they it was a SortedList Index: WFLagEndOfDayTimerHandler.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagEndOfDayTimerHandler.cs,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** WFLagEndOfDayTimerHandler.cs 29 Sep 2008 21:21:41 -0000 1.10 --- WFLagEndOfDayTimerHandler.cs 28 Mar 2010 15:28:41 -0000 1.11 *************** *** 144,148 **** double totalReturn = 0; foreach ( WeightedPosition weightedPosition in ! this.wFLagWeightedPositionsChooser.WFLagChosenPositions.DrivingWeightedPositions.Values ) totalReturn += this.getTodayReturn( weightedPosition ); return totalReturn < 0; --- 144,148 ---- double totalReturn = 0; foreach ( WeightedPosition weightedPosition in ! this.wFLagWeightedPositionsChooser.WFLagChosenPositions.DrivingWeightedPositions ) totalReturn += this.getTodayReturn( weightedPosition ); return totalReturn < 0; *************** *** 183,187 **** bool isToReverse = this.isToReverse(); foreach ( WeightedPosition weightedPosition ! in this.wFLagWeightedPositionsChooser.WFLagChosenPositions.PortfolioWeightedPositions.Values ) this.fiveMinutesBeforeMarketCloseEventHandler_openPosition( weightedPosition , isToReverse ); --- 183,187 ---- bool isToReverse = this.isToReverse(); foreach ( WeightedPosition weightedPosition ! in this.wFLagWeightedPositionsChooser.WFLagChosenPositions.PortfolioWeightedPositions ) this.fiveMinutesBeforeMarketCloseEventHandler_openPosition( weightedPosition , isToReverse ); *************** *** 197,201 **** double totalReturn = 0; foreach ( WeightedPosition weightedPosition in ! this.wFLagWeightedPositionsChooser.WFLagChosenPositions.DrivingWeightedPositions.Values ) totalReturn += this.getTodayReturn( weightedPosition ); return totalReturn; --- 197,201 ---- double totalReturn = 0; foreach ( WeightedPosition weightedPosition in ! this.wFLagWeightedPositionsChooser.WFLagChosenPositions.DrivingWeightedPositions ) totalReturn += this.getTodayReturn( weightedPosition ); return totalReturn; |