[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandlerCTCTest
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From: Marco M. <mi...@us...> - 2005-06-26 14:53:16
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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; } |