[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandlerCTCTest.cs,1.1,1.2 EndOfDayTimerHandlerCTOTest.cs,1.4,1.5 RunTestOptimizedCTOPortfolio.cs,1.3,1.4

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv3817/b7_Scripts/TickerSelectionTesting

Modified Files:
	EndOfDayTimerHandlerCTCTest.cs EndOfDayTimerHandlerCTOTest.cs 
	RunTestOptimizedCTOPortfolio.cs 
Log Message:
Fixed bug in classes for testing the trading strategies on optimized tickers. Now the equity line is really "in sample".

Index: RunTestOptimizedCTOPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunTestOptimizedCTOPortfolio.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** RunTestOptimizedCTOPortfolio.cs	24 Jun 2005 22:52:25 -0000	1.3
--- RunTestOptimizedCTOPortfolio.cs	26 Jun 2005 14:53:07 -0000	1.4
***************
*** 96,100 ****
          new EndOfDayDateTime( this.endDateTime.DateTime ,
          EndOfDaySpecificTime.MarketClose ) ,
!         "^SPX" );
        report.Show();
      }
--- 96,100 ----
          new EndOfDayDateTime( this.endDateTime.DateTime ,
          EndOfDaySpecificTime.MarketClose ) ,
!         "^NDX" );
        report.Show();
      }

Index: EndOfDayTimerHandlerCTCTest.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTCTest.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EndOfDayTimerHandlerCTCTest.cs	2 Jun 2005 18:00:47 -0000	1.1
--- EndOfDayTimerHandlerCTCTest.cs	26 Jun 2005 14:53:07 -0000	1.2
***************
*** 75,79 ****
        if(!EndOfDayTimerHandlerCTCTest.optimized)
        {
!       	base.setTickers(currentDate);
        	EndOfDayTimerHandlerCTCTest.optimized = true;
        }
--- 75,79 ----
        if(!EndOfDayTimerHandlerCTCTest.optimized)
        {
!       	base.setTickers(currentDate.AddDays(this.numDaysForLiquidity));
        	EndOfDayTimerHandlerCTCTest.optimized = true;
        }

Index: EndOfDayTimerHandlerCTOTest.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTOTest.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** EndOfDayTimerHandlerCTOTest.cs	24 Jun 2005 22:52:25 -0000	1.4
--- EndOfDayTimerHandlerCTOTest.cs	26 Jun 2005 14:53:07 -0000	1.5
***************
*** 65,69 ****
      	if(!EndOfDayTimerHandlerCTOTest.optimized)
      	{
!     		base.setTickers(currentDate);
  	      EndOfDayTimerHandlerCTOTest.optimized = true;
  	   	}
--- 65,69 ----
      	if(!EndOfDayTimerHandlerCTOTest.optimized)
      	{
!         base.setTickers(currentDate.AddDays(this.numDaysForLiquidity));
  	      EndOfDayTimerHandlerCTOTest.optimized = true;
  	   	}