[Quantproject-developers] QuantProject/b4_Business/a3_Testing WalkForwardTester.cs,1.4,1.5
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glauco_1
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From: Glauco S. <gla...@us...> - 2005-01-09 23:49:53
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv17155/b4_Business/a3_Testing Modified Files: WalkForwardTester.cs Log Message: - the IDataStreamer "concept" has been introduced Index: WalkForwardTester.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a3_Testing/WalkForwardTester.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** WalkForwardTester.cs 23 Aug 2004 22:36:48 -0000 1.4 --- WalkForwardTester.cs 9 Jan 2005 23:49:35 -0000 1.5 *************** *** 43,46 **** --- 43,47 ---- private int outOfSampleWindowNumDays; private TestWindows testWindows; + private IDataStreamer dataStreamer; public DateTime StartDateTime *************** *** 89,94 **** } ! public WalkForwardTester() { } --- 90,96 ---- } ! public WalkForwardTester( IDataStreamer dataStreamer ) { + this.dataStreamer = dataStreamer; } *************** *** 103,107 **** { Tester tester = new Tester( testWindow , this.TradingSystems , ! this.Account.CashAmount ); tester.Parameters = this.Parameters.Copy(); tester.Optimize(); --- 105,109 ---- { Tester tester = new Tester( testWindow , this.TradingSystems , ! this.Account.CashAmount , this.dataStreamer ); tester.Parameters = this.Parameters.Copy(); tester.Optimize(); *************** *** 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; --- 113,118 ---- private void testNextStepOutOfSample( Parameters parameters , TestWindow testWindow ) { ! Tester tester = new Tester( testWindow , this.TradingSystems , this.Account.CashAmount , ! this.dataStreamer ); tester.Account = this.Account; tester.Parameters = parameters; *************** *** 128,132 **** public override void Test() { ! HistoricalDataProvider.SetCachedHistories( startDateTime , endDateTime ); testWindows = new TestWindows( startDateTime , endDateTime , inSampleWindowNumDays , outOfSampleWindowNumDays ); DateTime lastDateTime = new DateTime(); --- 131,135 ---- public override void Test() { ! // HistoricalDataProvider.SetCachedHistories( startDateTime , endDateTime ); testWindows = new TestWindows( startDateTime , endDateTime , inSampleWindowNumDays , outOfSampleWindowNumDays ); DateTime lastDateTime = new DateTime(); |