[Quantproject-developers] QuantProject/b7_Scripts SimpleScriptsContainer.cs, 1.2, 1.3
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From: Marco M. <mi...@us...> - 2011-08-21 14:13:49
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts
In directory vz-cvs-3.sog:/tmp/cvs-serv20333
Modified Files:
SimpleScriptsContainer.cs
Log Message:
Updated script files
Index: SimpleScriptsContainer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/SimpleScriptsContainer.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SimpleScriptsContainer.cs 5 Feb 2009 22:17:08 -0000 1.2
--- SimpleScriptsContainer.cs 21 Aug 2011 14:13:47 -0000 1.3
***************
*** 41,54 ****
public static void Execute()
{
! QuantProject.Data.Selectors.ByLinearIndipendence.SelectorByMaxLinearIndipendence selector =
! new QuantProject.Data.Selectors.ByLinearIndipendence.SelectorByMaxLinearIndipendence(
! "SP500",new DateTime(2004,1,1),new DateTime(2004,5,31),5,3,2000,"^GSPC");
!
! DataTable indipendentTickers = selector.GetTableOfSelectedTickers();
! SelectorByCloseToCloseCorrelationToBenchmark selector2 =
! new SelectorByCloseToCloseCorrelationToBenchmark("SP500",(string)indipendentTickers.Rows[0][0],
! false,new DateTime(2004,1,1),new DateTime(2004,5,31),
! 20,false);
! DataTable correlatedTickers = selector2.GetTableOfSelectedTickers();
}
#endregion Execute
--- 41,54 ----
public static void Execute()
{
! // QuantProject.Data.Selectors.ByLinearIndipendence.SelectorByMaxLinearIndipendence selector =
! // new QuantProject.Data.Selectors.ByLinearIndipendence.SelectorByMaxLinearIndipendence(
! // "SP500",new DateTime(2004,1,1),new DateTime(2004,5,31),5,3,2000,"^GSPC");
! //
! // DataTable indipendentTickers = selector.GetTableOfSelectedTickers();
! // SelectorByCloseToCloseCorrelationToBenchmark selector2 =
! // new SelectorByCloseToCloseCorrelationToBenchmark("SP500",(string)indipendentTickers.Rows[0][0],
! // false,new DateTime(2004,1,1),new DateTime(2004,5,31),
! // 20,false);
! // DataTable correlatedTickers = selector2.GetTableOfSelectedTickers();
}
#endregion Execute
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