[Quantproject-developers] QuantProject/b91_QuantProject Main.cs, 1.24, 1.25
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glauco_1
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From: Glauco S. <gla...@us...> - 2010-03-28 17:15:42
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Update of /cvsroot/quantproject/QuantProject/b91_QuantProject In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv17500/b91_QuantProject Modified Files: Main.cs Log Message: The code to run a linear regression based backtest has been added Index: Main.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v retrieving revision 1.24 retrieving revision 1.25 diff -C2 -d -r1.24 -r1.25 *** Main.cs 1 Oct 2009 19:16:23 -0000 1.24 --- Main.cs 28 Mar 2010 17:15:34 -0000 1.25 *************** *** 36,39 **** --- 36,40 ---- using QuantProject.Scripts.WalkForwardTesting.FixedLengthTwoPhases; using QuantProject.Scripts.WalkForwardTesting.LinearCombination; + using QuantProject.Scripts.WalkForwardTesting.LinearRegression; using QuantProject.Scripts.WalkForwardTesting.PairsTrading; using QuantProject.Scripts.WalkForwardTesting.WalkForwardOneRank; *************** *** 478,482 **** // new PairsTradingMain().Run(); ! new RunOneRank().Run(); //new RunEfficientCTCPorfolio("Test",400,5,90,10,10000, // "^SPX", --- 479,484 ---- // new PairsTradingMain().Run(); ! new LinearRegressionMain().Run(); ! // new RunOneRank().Run(); //new RunEfficientCTCPorfolio("Test",400,5,90,10,10000, // "^SPX", |