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

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22203/b7_Scripts/TickerSelectionTesting

Modified Files:
	RunTestOptimizedCTCPortfolio.cs 
	RunTestOptimizedCTOPortfolio.cs 
Log Message:
Minor changes


Index: RunTestOptimizedCTOPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunTestOptimizedCTOPortfolio.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** RunTestOptimizedCTOPortfolio.cs	26 Jun 2005 14:53:07 -0000	1.4
--- RunTestOptimizedCTOPortfolio.cs	25 Jul 2005 22:35:43 -0000	1.5
***************
*** 57,61 ****
                                      int generationNumberForGeneticOptimizer,
                                      int populationSizeForGeneticOptimizer, string benchmark,
!                                     DateTime startDate, DateTime endDate, double targetReturn,
                                      PortfolioType portfolioType, double maxRunningHours, 
                                     	int numDaysBetweenEachOptimization):
--- 57,61 ----
                                      int generationNumberForGeneticOptimizer,
                                      int populationSizeForGeneticOptimizer, string benchmark,
!                                     DateTime endDate, double targetReturn,
                                      PortfolioType portfolioType, double maxRunningHours, 
                                     	int numDaysBetweenEachOptimization):
***************
*** 64,68 ****
                                      generationNumberForGeneticOptimizer,
                                      populationSizeForGeneticOptimizer, benchmark,
!                                     startDate, endDate, targetReturn,
                                     	portfolioType, maxRunningHours,
                                     	numDaysBetweenEachOptimization)
--- 64,68 ----
                                      generationNumberForGeneticOptimizer,
                                      populationSizeForGeneticOptimizer, benchmark,
!                                     endDate.AddDays(-numDaysForLiquidity), endDate, targetReturn,
                                     	portfolioType, maxRunningHours,
                                     	numDaysBetweenEachOptimization)
***************
*** 93,100 ****
        
        Report report = new Report( this.account , this.historicalQuoteProvider );
!       report.Create( "Test optimization of OpenClose efficient portfolio", 1 ,
          new EndOfDayDateTime( this.endDateTime.DateTime ,
          EndOfDaySpecificTime.MarketClose ) ,
!         "^NDX" );
        report.Show();
      }
--- 93,100 ----
        
        Report report = new Report( this.account , this.historicalQuoteProvider );
!       report.Create( "TestOptimizationOpenToCloseEfficientPortfolio", 1 ,
          new EndOfDayDateTime( this.endDateTime.DateTime ,
          EndOfDaySpecificTime.MarketClose ) ,
!         this.benchmark );
        report.Show();
      }

Index: RunTestOptimizedCTCPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunTestOptimizedCTCPortfolio.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunTestOptimizedCTCPortfolio.cs	24 Jun 2005 22:52:25 -0000	1.2
--- RunTestOptimizedCTCPortfolio.cs	25 Jul 2005 22:35:43 -0000	1.3
***************
*** 64,68 ****
                                      int generationNumberForGeneticOptimizer,
                                      int populationSizeForGeneticOptimizer, string benchmark,
!                                     DateTime startDate, DateTime endDate,
                                     	int numDaysOfPortfolioLife, int numDaysForReturnCalculation, 
                                     	double targetReturn,
--- 64,68 ----
                                      int generationNumberForGeneticOptimizer,
                                      int populationSizeForGeneticOptimizer, string benchmark,
!                                     DateTime endDate,
                                     	int numDaysOfPortfolioLife, int numDaysForReturnCalculation, 
                                     	double targetReturn,
***************
*** 73,78 ****
                                      generationNumberForGeneticOptimizer,
                                      populationSizeForGeneticOptimizer, benchmark,
!                                     startDate, endDate,
!                                    	numDaysOfPortfolioLife, numDaysForReturnCalculation, 
                                     	targetReturn,
                                      portfolioType, maxAcceptableCloseToCloseDrawdown, 
--- 73,78 ----
                                      generationNumberForGeneticOptimizer,
                                      populationSizeForGeneticOptimizer, benchmark,
!                                     endDate.AddDays(-numDaysForLiquidity), endDate,
!                                    	numDaysOfPortfolioLife - 1, numDaysForReturnCalculation, 
                                     	targetReturn,
                                      portfolioType, maxAcceptableCloseToCloseDrawdown, 
***************
*** 102,109 ****
        ((EndOfDayTimerHandlerCTCTest)this.endOfDayTimerHandler).Reset();
         Report report = new Report( this.account , this.historicalQuoteProvider );
!       report.Create( "Test optimization of Close to close efficient portfolio", 1 ,
          new EndOfDayDateTime( this.endDateTime.DateTime ,
          EndOfDaySpecificTime.MarketClose ) ,
!         "^SPX" );
        report.Show();
      }
--- 102,109 ----
        ((EndOfDayTimerHandlerCTCTest)this.endOfDayTimerHandler).Reset();
         Report report = new Report( this.account , this.historicalQuoteProvider );
!       report.Create( "TestOptimizationCTCPortfolio", 1 ,
          new EndOfDayDateTime( this.endDateTime.DateTime ,
          EndOfDaySpecificTime.MarketClose ) ,
!         this.benchmark );
        report.Show();
      }