[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/Logging Line
Brought to you by:
glauco_1
|
From: Glauco S. <gla...@us...> - 2011-01-06 19:32:07
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/Logging In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv28101/b7_Scripts/WalkForwardTesting/LinearRegression/Logging Modified Files: LinearRegressionLogItem.cs Log Message: more members are now added to analizersForTestingPositions Index: LinearRegressionLogItem.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/Logging/LinearRegressionLogItem.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** LinearRegressionLogItem.cs 28 Mar 2010 16:12:57 -0000 1.1 --- LinearRegressionLogItem.cs 6 Jan 2011 19:31:59 -0000 1.2 *************** *** 26,29 **** --- 26,31 ---- using QuantProject.Business.Strategies.Logging; using QuantProject.Business.Strategies.OutOfSample; + using QuantProject.Business.Strategies.ReturnsManagement.Time; + using QuantProject.Business.Strategies.ReturnsManagement.Time.IntervalsSelectors; using QuantProject.Presentation; using QuantProject.Scripts.General.Logging; *************** *** 38,47 **** { // private LinearRegressionTestingPositions[] bestTestingPositionsInSample; public LinearRegressionLogItem( DateTime now , ! TestingPositions[] bestTestingPositionsInSample ) : base( now , bestTestingPositionsInSample ) { // this.bestTestingPositionsInSample = bestTestingPositionsInSample; } --- 40,64 ---- { // private LinearRegressionTestingPositions[] bestTestingPositionsInSample; + DateTime firstDateTimeInSample; + private IIntervalsSelector intervalsSelector; + private IReturnIntervalSelectorForSignaling returnIntervalSelectorForSignaling; public LinearRegressionLogItem( DateTime now , ! TestingPositions[] bestTestingPositionsInSample , ! DateTime firstDateTimeInSample , ! IIntervalsSelector intervalsSelector , ! IReturnIntervalSelectorForSignaling returnIntervalSelectorForSignaling ) : base( now , bestTestingPositionsInSample ) { + this.intervalsSelector = intervalsSelector; + this.returnIntervalSelectorForSignaling = returnIntervalSelectorForSignaling; + this.firstDateTimeInSample = firstDateTimeInSample; + + foreach( AnalyzerForLinearRegressionTestingPositions analizer in + this.analizersForTestingPositions ) + analizer.SetOtherMembers( + firstDateTimeInSample , + intervalsSelector , returnIntervalSelectorForSignaling ); // this.bestTestingPositionsInSample = bestTestingPositionsInSample; } |