[Quantproject-developers] QuantProject/b4_Business/a3_Testing WalkForwardTester.cs,1.1.1.1,1.2
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glauco_1
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From: <gla...@us...> - 2003-11-24 20:16:54
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing
In directory sc8-pr-cvs1:/tmp/cvs-serv6930/b4_Business/a3_Testing
Modified Files:
WalkForwardTester.cs
Log Message:
- Fixed the class namespace
- Now WalkForwardTester inherits BackTester
- Now a single Account is considered and it is inherited from BackTester
- Now the Parameters object is inherited from BackTester (that inherits them from Optimizable)
- The final ReportToConsole method call has been commented out
Index: WalkForwardTester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing/WalkForwardTester.cs,v
retrieving revision 1.1.1.1
retrieving revision 1.2
diff -C2 -d -r1.1.1.1 -r1.2
*** WalkForwardTester.cs 13 Oct 2003 21:59:28 -0000 1.1.1.1
--- WalkForwardTester.cs 24 Nov 2003 20:16:51 -0000 1.2
***************
*** 31,40 ****
using QuantProject.Business.Strategies;
! namespace QuantProject.Business.Financial.Testing
{
/// <summary>
/// Summary description for WalkForwardTester.
/// </summary>
! public class WalkForwardTester
{
private DateTime startDateTime;
--- 31,40 ----
using QuantProject.Business.Strategies;
! namespace QuantProject.Business.Testing
{
/// <summary>
/// Summary description for WalkForwardTester.
/// </summary>
! public class WalkForwardTester : BackTester
{
private DateTime startDateTime;
***************
*** 43,47 ****
private int outOfSampleWindowNumDays;
private TradingSystems tradingSystems = new TradingSystems();
- private Accounts accounts = new Accounts();
private TestWindows testWindows;
--- 43,46 ----
***************
*** 91,96 ****
}
- public Parameters Parameters = new Parameters();
-
public WalkForwardTester()
{
--- 90,93 ----
***************
*** 102,120 ****
}
- public void Add( Account account )
- {
- accounts.AddAccount( account );
- }
-
- public Account GetAccount( String accountName )
- {
- return accounts.GetAccount( accountName );
- }
-
#region "Test"
private Parameters getOptimizedParameters( TestWindow testWindow )
{
! Tester tester = new Tester( testWindow , this.tradingSystems , this.GetAccount( "account" ).CashAmount );
tester.Parameters = this.Parameters.Copy();
tester.Optimize();
--- 99,108 ----
}
#region "Test"
private Parameters getOptimizedParameters( TestWindow testWindow )
{
! Tester tester = new Tester( testWindow , this.tradingSystems ,
! this.Account.CashAmount );
tester.Parameters = this.Parameters.Copy();
tester.Optimize();
***************
*** 124,129 ****
private void testNextStepOutOfSample( Parameters parameters , TestWindow testWindow )
{
! Tester tester = new Tester( testWindow , this.tradingSystems , accounts.GetAccount( "account" ).CashAmount );
! tester.Account = this.GetAccount( "account" );
tester.Parameters = parameters;
tester.Test();
--- 112,117 ----
private void testNextStepOutOfSample( Parameters parameters , TestWindow testWindow )
{
! Tester tester = new Tester( testWindow , this.tradingSystems , this.Account.CashAmount );
! tester.Account = this.Account;
tester.Parameters = parameters;
tester.Test();
***************
*** 147,153 ****
{
testNextStep();
lastDateTime = testWindows.OutOfSampleWindow.EndDateTime;
}
! this.accounts.ReportToConsole( lastDateTime );
//this.accounts.Serialize( "c:\\quantProject.xml" );
}
--- 135,142 ----
{
testNextStep();
+ Console.WriteLine( lastDateTime.ToString() );
lastDateTime = testWindows.OutOfSampleWindow.EndDateTime;
}
! // this.accounts.ReportToConsole( lastDateTime );
//this.accounts.Serialize( "c:\\quantProject.xml" );
}
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