[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositio
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glauco_1
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From: Glauco S. <gla...@us...> - 2010-03-28 15:29:56
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv13791/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio Modified Files: WFLagGenerationDebugger.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: WFLagGenerationDebugger.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio/WFLagGenerationDebugger.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** WFLagGenerationDebugger.cs 28 Oct 2007 18:42:45 -0000 1.1 --- WFLagGenerationDebugger.cs 28 Mar 2010 15:29:48 -0000 1.2 *************** *** 64,77 **** WeightedPositions drivingWeightedPositions = wFLagWeightedPositions.DrivingWeightedPositions; ! if ( drivingWeightedPositions.ContainsKey( "^OEX" ) && drivingWeightedPositions.GetWeightedPosition( "^OEX" ).IsLong ) optimalPositionsContained++; ! if ( drivingWeightedPositions.ContainsKey( "BDH" ) && drivingWeightedPositions.GetWeightedPosition( "BDH" ).IsShort ) optimalPositionsContained++; ! if ( drivingWeightedPositions.ContainsKey( "HHH" ) && drivingWeightedPositions.GetWeightedPosition( "HHH" ).IsShort ) optimalPositionsContained++; ! if ( drivingWeightedPositions.ContainsKey( "IIH" ) && drivingWeightedPositions.GetWeightedPosition( "IIH" ).IsLong ) optimalPositionsContained++; --- 64,77 ---- WeightedPositions drivingWeightedPositions = wFLagWeightedPositions.DrivingWeightedPositions; ! if ( drivingWeightedPositions.ContainsTicker( "^OEX" ) && drivingWeightedPositions.GetWeightedPosition( "^OEX" ).IsLong ) optimalPositionsContained++; ! if ( drivingWeightedPositions.ContainsTicker( "BDH" ) && drivingWeightedPositions.GetWeightedPosition( "BDH" ).IsShort ) optimalPositionsContained++; ! if ( drivingWeightedPositions.ContainsTicker( "HHH" ) && drivingWeightedPositions.GetWeightedPosition( "HHH" ).IsShort ) optimalPositionsContained++; ! if ( drivingWeightedPositions.ContainsTicker( "IIH" ) && drivingWeightedPositions.GetWeightedPosition( "IIH" ).IsLong ) optimalPositionsContained++; |