[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientCTOPortfolio.cs
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From: Marco M. <mi...@us...> - 2005-01-08 12:01:46
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv28768/b7_Scripts/TickerSelectionTesting Modified Files: RunEfficientCTOPortfolio.cs Log Message: Now the account is initialized with an IndexBasedEndOfDayTimer Index: RunEfficientCTOPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTOPortfolio.cs,v retrieving revision 1.6 retrieving revision 1.7 diff -C2 -d -r1.6 -r1.7 *** RunEfficientCTOPortfolio.cs 6 Jan 2005 18:58:38 -0000 1.6 --- RunEfficientCTOPortfolio.cs 8 Jan 2005 12:01:38 -0000 1.7 *************** *** 77,84 **** this.reportTable = new ReportTable( "Summary_Reports" ); this.startDateTime = new EndOfDayDateTime( ! new DateTime( 2000 , 11 , 1 ) , EndOfDaySpecificTime.FiveMinutesBeforeMarketClose ); this.endDateTime = new EndOfDayDateTime( ! new DateTime( 2000 , 11 , 4 ) , EndOfDaySpecificTime.OneHourAfterMarketClose ); ! this.numIntervalDays = 2; } #region Run --- 77,84 ---- this.reportTable = new ReportTable( "Summary_Reports" ); this.startDateTime = new EndOfDayDateTime( ! new DateTime( 2000 , 1 , 1 ) , EndOfDaySpecificTime.FiveMinutesBeforeMarketClose ); this.endDateTime = new EndOfDayDateTime( ! new DateTime( 2000 , 1 , 10 ) , EndOfDaySpecificTime.OneHourAfterMarketClose ); ! this.numIntervalDays = 7; } #region Run *************** *** 107,111 **** { this.endOfDayTimer = ! new HistoricalEndOfDayTimer( this.startDateTime ); } private void run_initializeAccount() --- 107,111 ---- { this.endOfDayTimer = ! new IndexBasedEndOfDayTimer( this.startDateTime, "^MIBTEL" ); } private void run_initializeAccount() |