[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientCTOPortfolio.cs
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From: Marco M. <mi...@us...> - 2005-02-15 19:15:50
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv24288/b7_Scripts/TickerSelectionTesting Modified Files: RunEfficientCTOPortfolio.cs Log Message: Updated script: added code for serializing final report into a file. Index: RunEfficientCTOPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTOPortfolio.cs,v retrieving revision 1.12 retrieving revision 1.13 diff -C2 -d -r1.12 -r1.13 *** RunEfficientCTOPortfolio.cs 12 Feb 2005 19:16:46 -0000 1.12 --- RunEfficientCTOPortfolio.cs 15 Feb 2005 19:15:36 -0000 1.13 *************** *** 98,104 **** this.reportTable = new ReportTable( "Summary_Reports" ); this.startDateTime = new EndOfDayDateTime( ! new DateTime( 1999 , 1 , 1 ) , EndOfDaySpecificTime.FiveMinutesBeforeMarketClose ); this.endDateTime = new EndOfDayDateTime( ! new DateTime( 2004 , 10 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose ); //this.numIntervalDays = 3; } --- 98,104 ---- this.reportTable = new ReportTable( "Summary_Reports" ); this.startDateTime = new EndOfDayDateTime( ! new DateTime( 2004 , 1 , 1 ) , EndOfDaySpecificTime.FiveMinutesBeforeMarketClose ); this.endDateTime = new EndOfDayDateTime( ! new DateTime( 2004 , 1 , 10 ) , EndOfDaySpecificTime.OneHourAfterMarketClose ); //this.numIntervalDays = 3; } *************** *** 204,214 **** //report = new Report( this.account , this.historicalQuoteProvider ); //report.Show("CTO_Portfolio" , this.numIntervalDays , this.endDateTime , "^MIBTEL" ); ! ObjectArchiver.Archive(this.account, ! "C:\\Documents and Settings\\Marco\\Documenti\\ProgettiOpenSource\\Quant\\SavedAccounts\\OpenCloseScripts\\" + ! "From"+this.numberOfEligibleTickers + ! "LiqDays" + this.numDaysForLiquidity + "Portfolio" + ! this.numberOfTickersToBeChosen + "GenNum" + ! this.generationNumberForGeneticOptimizer + ! "PopSize" + this.populationSizeForGeneticOptimizer + ".qP"); } --- 204,221 ---- //report = new Report( this.account , this.historicalQuoteProvider ); //report.Show("CTO_Portfolio" , this.numIntervalDays , this.endDateTime , "^MIBTEL" ); ! string name = "From"+this.numberOfEligibleTickers + ! "LiqDays" + this.numDaysForLiquidity + "Portfolio" + ! this.numberOfTickersToBeChosen + "GenNum" + ! this.generationNumberForGeneticOptimizer + ! "PopSize" + this.populationSizeForGeneticOptimizer; ! AccountReport accountReport = this.account.CreateReport(name,1,this.endDateTime,"^MIBTEL", ! new HistoricalAdjustedQuoteProvider()); ! ObjectArchiver.Archive(accountReport, ! "C:\\Documents and Settings\\Marco\\Documenti\\ProgettiOpenSource\\Quant\\SavedReports\\OpenCloseScripts\\" + ! name + ".rep"); ! ! //ObjectArchiver.Archive(this.account, ! // "C:\\Documents and Settings\\Marco\\Documenti\\ProgettiOpenSource\\Quant\\SavedAccounts\\OpenCloseScripts\\" + ! // name + ".acc"); } |