[Quantproject-developers] QuantProject/b4_Business/a3_Testing WalkForwardTester.cs,1.2,1.3
Brought to you by:
glauco_1
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From: <gla...@us...> - 2003-11-28 16:27:19
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing
In directory sc8-pr-cvs1:/tmp/cvs-serv12486/b4_Business/a3_Testing
Modified Files:
WalkForwardTester.cs
Log Message:
Changes to the Tester class:
- the TradingSystem property now is inherited
from the BackTester base class
- the Test method now overrides the abstract method
of the BackTester base class
Index: WalkForwardTester.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing/WalkForwardTester.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WalkForwardTester.cs 24 Nov 2003 20:16:51 -0000 1.2
--- WalkForwardTester.cs 28 Nov 2003 16:27:16 -0000 1.3
***************
*** 42,46 ****
private int inSampleWindowNumDays;
private int outOfSampleWindowNumDays;
- private TradingSystems tradingSystems = new TradingSystems();
private TestWindows testWindows;
--- 42,45 ----
***************
*** 96,100 ****
public void Add( TradingSystem tradingSystem )
{
! tradingSystems.Add( tradingSystem );
}
--- 95,99 ----
public void Add( TradingSystem tradingSystem )
{
! TradingSystems.Add( tradingSystem );
}
***************
*** 103,107 ****
private Parameters getOptimizedParameters( TestWindow testWindow )
{
! Tester tester = new Tester( testWindow , this.tradingSystems ,
this.Account.CashAmount );
tester.Parameters = this.Parameters.Copy();
--- 102,106 ----
private Parameters getOptimizedParameters( TestWindow testWindow )
{
! Tester tester = new Tester( testWindow , this.TradingSystems ,
this.Account.CashAmount );
tester.Parameters = this.Parameters.Copy();
***************
*** 112,116 ****
private void testNextStepOutOfSample( Parameters parameters , TestWindow testWindow )
{
! Tester tester = new Tester( testWindow , this.tradingSystems , this.Account.CashAmount );
tester.Account = this.Account;
tester.Parameters = parameters;
--- 111,115 ----
private void testNextStepOutOfSample( Parameters parameters , TestWindow testWindow )
{
! Tester tester = new Tester( testWindow , this.TradingSystems , this.Account.CashAmount );
tester.Account = this.Account;
tester.Parameters = parameters;
***************
*** 127,131 ****
}
! public void Test()
{
DataProvider.SetCachedHistories( startDateTime , endDateTime );
--- 126,130 ----
}
! public override void Test()
{
DataProvider.SetCachedHistories( startDateTime , endDateTime );
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