[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoos
Brought to you by:
glauco_1
|
From: Glauco S. <gla...@us...> - 2010-03-28 16:03:12
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/FitnessEvaluation In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv28084/WalkForwardTesting/LinearRegression/InSampleChoosers/FitnessEvaluation Added Files: ILinearRegressionFitnessEvaluator.cs Log Message: Interface to be implemented by the linear regression fitness evaluators --- NEW FILE: ILinearRegressionFitnessEvaluator.cs --- /* QuantProject - Quantitative Finance Library IILinearRegressionFitnessEvaluator.cs Copyright (C) 2010 Glauco Siliprandi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ using System; using QuantProject.Business.DataProviders; using QuantProject.Business.Strategies.Optimizing.FitnessEvaluation; using QuantProject.Business.Strategies.ReturnsManagement.Time; namespace QuantProject.Scripts.WalkForwardTesting.LinearRegression { /// <summary> /// Interface to be implemented by the linear regression fitness evaluators /// </summary> public interface ILinearRegressionFitnessEvaluator : IFitnessEvaluator { double[] GetIndependentVariablesValues( LinearRegressionTestingPositions linearRegressionTestingPositions , ReturnInterval outOfSampleReturnIntervalForSignaling , HistoricalMarketValueProvider historicalMarketValueProvider ); } } |