[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank ComparableAccount.cs,1.6,1.7

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv14332/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	ComparableAccount.cs 
Log Message:
Now Benchmark is used instead of BuyAndHoldTicker

Index: ComparableAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ComparableAccount.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** ComparableAccount.cs	13 Mar 2005 14:28:14 -0000	1.6
--- ComparableAccount.cs	30 Mar 2005 23:42:59 -0000	1.7
***************
*** 67,76 ****
  					this.historicalQuoteProvider );
  			if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown )
! 				|| ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BuyAndHoldPercentageReturn ) )
  				returnValue = Double.MinValue;
  			else
  				// max draw down is acceptable and the strategy is better than buy and hold
  				returnValue = this.accountReport.Summary.ReturnOnAccount -
! 					this.accountReport.Summary.BuyAndHoldPercentageReturn;
  			return returnValue;
  		}
--- 67,76 ----
  					this.historicalQuoteProvider );
  			if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown )
! 				|| ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BenchmarkPercentageReturn ) )
  				returnValue = Double.MinValue;
  			else
  				// max draw down is acceptable and the strategy is better than buy and hold
  				returnValue = this.accountReport.Summary.ReturnOnAccount -
! 					this.accountReport.Summary.BenchmarkPercentageReturn;
  			return returnValue;
  		}