[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/Strategies LinearRegressionStrategy.cs, 1.1, 1.2

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/Strategies
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv28477/b7_Scripts/WalkForwardTesting/LinearRegression/Strategies

Modified Files:
	LinearRegressionStrategy.cs 
Log Message:
more information is now added to each log item

Index: LinearRegressionStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/Strategies/LinearRegressionStrategy.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** LinearRegressionStrategy.cs	28 Mar 2010 16:17:02 -0000	1.1
--- LinearRegressionStrategy.cs	6 Jan 2011 19:33:42 -0000	1.2
***************
*** 41,44 ****
--- 41,45 ----
  	public class LinearRegressionStrategy : BasicStrategyForBacktester
  	{
+ 		private IReturnIntervalSelectorForSignaling returnIntervalSelectorForSignaling;
  		private IEntryStrategy entryStrategy;
  		private IExitStrategy exitStrategy;
***************
*** 49,52 ****
--- 50,54 ----
  			IIntervalsSelector intervalsSelectorForInSample ,
  			IIntervalsSelector intervalsSelectorForOutOfSample ,
+ 			IReturnIntervalSelectorForSignaling returnIntervalSelectorForSignaling ,
  			IEligiblesSelector eligiblesSelectorForTradingTickers ,
  //			IEligiblesSelector eligiblesSelectorForSignalingTickers ,
***************
*** 68,71 ****
--- 70,74 ----
  		{
  			this.intervalsSelectorForOutOfSample = intervalsSelectorForOutOfSample;
+ 			this.returnIntervalSelectorForSignaling = returnIntervalSelectorForSignaling;
  			this.entryStrategy = entryStrategy;
  			this.exitStrategy = exitStrategy;
***************
*** 82,86 ****
  				new LinearRegressionLogItem(
  					this.now() ,
! 					this.bestTestingPositionsInSample );
  //					this.numDaysForInSampleOptimization ,
  //					eligibleTickers.Count );
--- 85,92 ----
  				new LinearRegressionLogItem(
  					this.now() ,
! 					this.bestTestingPositionsInSample ,
! 					(DateTime)this.inSampleReturnsManager.ReturnIntervals.BordersHistory.GetByIndex( 0 ) ,
! 					this.intervalsSelectorForInSample ,
! 					this.returnIntervalSelectorForSignaling );
  //					this.numDaysForInSampleOptimization ,
  //					eligibleTickers.Count );
***************
*** 104,108 ****
  			bool areToBeOpened = false;
  			if ( this.outOfSampleReturnIntervals.Count >= 1 &&
! 			   this.bestTestingPositionsInSample != null )
  			{
  //				ReturnInterval seconLastInterval =
--- 110,114 ----
  			bool areToBeOpened = false;
  			if ( this.outOfSampleReturnIntervals.Count >= 1 &&
! 			    this.bestTestingPositionsInSample != null )
  			{
  //				ReturnInterval seconLastInterval =