[Quantproject-developers] QuantProject/t5_Testing/b7_scripts/linearRegression TestLinearRegression
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glauco_1
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From: Glauco S. <gla...@us...> - 2011-08-03 22:38:25
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Update of /cvsroot/quantproject/QuantProject/t5_Testing/b7_scripts/linearRegression
In directory vz-cvs-3.sog:/tmp/cvs-serv9981/t5_Testing/b7_scripts/linearRegression
Modified Files:
TestLinearRegressionFitnessEvaluator.cs
Log Message:
the test has been changed to thest the new GetIndependentVariablesValues() implementation
Index: TestLinearRegressionFitnessEvaluator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/t5_Testing/b7_scripts/linearRegression/TestLinearRegressionFitnessEvaluator.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** TestLinearRegressionFitnessEvaluator.cs 28 Mar 2010 17:06:48 -0000 1.1
--- TestLinearRegressionFitnessEvaluator.cs 3 Aug 2011 22:38:23 -0000 1.2
***************
*** 47,51 ****
new double[] { 0.5 , 0.5 } , new string[] { "SA1" , "SB1" } );
signalingPortfolios[ 1 ] = new WeightedPositions(
! new double[] { 0.75 , 0.25 } , new string[] { "SA2" , "SB2" } );
LinearRegressionTestingPositions linearRegressionTestingPositions =
new LinearRegressionTestingPositions(
--- 47,51 ----
new double[] { 0.5 , 0.5 } , new string[] { "SA1" , "SB1" } );
signalingPortfolios[ 1 ] = new WeightedPositions(
! new double[] { 0.75 , -0.25 } , new string[] { "SA2" , "SB2" } );
LinearRegressionTestingPositions linearRegressionTestingPositions =
new LinearRegressionTestingPositions(
***************
*** 120,126 ****
linearRegressionTestingPositions , returnInterval ,
fakeHistoricalMarketValueProvider );
! Assert.AreEqual( 0 , independentVariableValues[ 0 ] );
! Assert.AreEqual( 0.005 , independentVariableValues[ 1 ] , 0.0000001 );
! Assert.AreEqual( -0.017 , independentVariableValues[ 2 ] , 0.0000001 );
LinearRegressionTestingPositions linearRegressionTestingPositionsToTestNull =
--- 120,127 ----
linearRegressionTestingPositions , returnInterval ,
fakeHistoricalMarketValueProvider );
! // Assert.AreEqual( 0 , independentVariableValues[ 0 ] );
! Assert.AreEqual( 0.005 , independentVariableValues[ 0 ] , 0.0000001 );
! Assert.AreEqual( -0.019 , independentVariableValues[ 1 ] , 0.0000001 );
! Assert.AreEqual( 2 , independentVariableValues.Length );
LinearRegressionTestingPositions linearRegressionTestingPositionsToTestNull =
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