[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting/DrivenByFundamentals/Drive
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glauco_1
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From: Marco M. <mi...@us...> - 2011-08-24 21:51:39
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/DrivenByFundamentals/DrivenByFairValueProvider
In directory vz-cvs-3.sog:/tmp/cvs-serv10076/b7_Scripts/TickerSelectionTesting/DrivenByFundamentals/DrivenByFairValueProvider
Modified Files:
DrivenByFVProviderMain.cs
Log Message:
Updated main script file
Index: DrivenByFVProviderMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/DrivenByFundamentals/DrivenByFairValueProvider/DrivenByFVProviderMain.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** DrivenByFVProviderMain.cs 21 Aug 2011 14:21:05 -0000 1.3
--- DrivenByFVProviderMain.cs 24 Aug 2011 21:51:37 -0000 1.4
***************
*** 92,96 ****
// this.tickersGroupId = "STOCKMI";
this.temporizedGroup = true;
! this.numDaysForPortfolioVolatilityAnalysis = 90;
this.maxNumberOfEligiblesToBeChosen = 500;
// int numOfTopRowsToDelete = 500;
--- 92,96 ----
// this.tickersGroupId = "STOCKMI";
this.temporizedGroup = true;
! this.numDaysForPortfolioVolatilityAnalysis = 180;
this.maxNumberOfEligiblesToBeChosen = 500;
// int numOfTopRowsToDelete = 500;
***************
*** 141,146 ****
// new LastAvailableGrowthRateProvider(numDaysForFundamentalDataAvailability);
FundamentalDataProvider[] fundamentalDataProviders =
! new FundamentalDataProvider[1]{
new BookValueProvider(numDaysForFundamentalDataAvailability)
};
--- 141,149 ----
// new LastAvailableGrowthRateProvider(numDaysForFundamentalDataAvailability);
FundamentalDataProvider[] fundamentalDataProviders =
! new FundamentalDataProvider[2]{
new BookValueProvider(numDaysForFundamentalDataAvailability)
+ ,
+ new LastAvailablePEProvider(this.historicalMarketValueProviderForInSample,
+ numDaysForFundamentalDataAvailability)
};
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