[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/Logging Anal
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From: Glauco S. <gla...@us...> - 2010-03-28 16:12:54
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/Logging In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv346/WalkForwardTesting/LinearRegression/Logging Added Files: AnalyzerForLinearRegressionTestingPositions.cs Log Message: Analyzes a LinearRegressionTestingPositions that has been logged in sample --- NEW FILE: AnalyzerForLinearRegressionTestingPositions.cs --- /* QuantProject - Quantitative Finance Library AnalyzerForLinearRegressionTestingPositions.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.Scripting; namespace QuantProject.Scripts.WalkForwardTesting.LinearRegression { /// <summary> /// Analyzes a LinearRegressionTestingPositions that has been /// logged in sample /// </summary> [Serializable] public class AnalyzerForLinearRegressionTestingPositions : IExecutable { LinearRegressionTestingPositions linearRegressionTestingPositions; DateTime accountTimerDateTimeWhenThisObjectWasLogged; public AnalyzerForLinearRegressionTestingPositions( LinearRegressionTestingPositions linearRegressionTestingPositions , // int numberOfInSampleDays , DateTime accountTimerDateTimeWhenThisObjectWasLogged ) { this.linearRegressionTestingPositions = linearRegressionTestingPositions; this.accountTimerDateTimeWhenThisObjectWasLogged = accountTimerDateTimeWhenThisObjectWasLogged; } public void Run() { // an idea would be to show some t-statistics for the // coefficients and then show which are those who seem to // be more significant System.Windows.Forms.MessageBox.Show( "A good analyzer has not yet been thought about, for " + "a LinearRegressionTestingPositions" ); } } } |