[Quantproject-developers] QuantProject/b91_QuantProject Main.cs,1.10,1.11
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From: Marco M. <mi...@us...> - 2005-02-12 19:17:03
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Update of /cvsroot/quantproject/QuantProject/b91_QuantProject In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv1573/b91_QuantProject Modified Files: Main.cs Log Message: Added parameter numDaysForLiquidity. Now this script presents several parameters for some type of optimization. Index: Main.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** Main.cs 6 Feb 2005 20:15:23 -0000 1.10 --- Main.cs 12 Feb 2005 19:16:46 -0000 1.11 *************** *** 357,364 **** //new RunWalkForwardOneRank().Run(); //new RunEfficientCTCPorfolio().Run(); ! //new RunEfficientCTOPorfolio("STOCKMI",70,5,5,1000).Run(); ! new RunEfficientCTOPorfolio("STOCKMI",100,5,5,1000).Run(); ! new RunEfficientCTOPorfolio("STOCKMI",70,5,10,2500).Run(); ! new RunEfficientCTOPorfolio("STOCKMI",100,5,10,2500).Run(); } catch ( Exception ex ) --- 357,366 ---- //new RunWalkForwardOneRank().Run(); //new RunEfficientCTCPorfolio().Run(); ! new RunEfficientCTOPorfolio("STOCKMI",100,5,30,10,2500).Run(); ! new RunEfficientCTOPorfolio("STOCKMI",100,5,60,10,2500).Run(); ! //new RunEfficientCTOPorfolio("STOCKMI",100,5,5,1000).Run(); ! //new RunEfficientCTOPorfolio("STOCKMI",70,5,10,2500).Run(); ! //new RunEfficientCTOPorfolio("STOCKMI",100,5,10,2500).Run(); ! } catch ( Exception ex ) |