[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTe
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glauco_1
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From: Glauco S. <gla...@us...> - 2005-08-22 22:23:24
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11390/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest Modified Files: RunWalkForwardLinearCombination.cs Log Message: A default title is provided to the OptimizationOuput's save form Index: RunWalkForwardLinearCombination.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest/RunWalkForwardLinearCombination.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** RunWalkForwardLinearCombination.cs 11 Aug 2005 23:01:27 -0000 1.1 --- RunWalkForwardLinearCombination.cs 22 Aug 2005 22:23:16 -0000 1.2 *************** *** 59,63 **** private HistoricalEndOfDayTimer historicalEndOfDayTimer; private Account account; ! private IEndOfDayStrategy endOfDayStrategy; public RunWalkForwardLinearCombination(string tickerGroupID, --- 59,63 ---- private HistoricalEndOfDayTimer historicalEndOfDayTimer; private Account account; ! private WalkForwardOpenToCloseDailyStrategy endOfDayStrategy; public RunWalkForwardLinearCombination(string tickerGroupID, *************** *** 155,158 **** --- 155,172 ---- // @"C:\Documents and Settings\Glauco\Desktop\reports\runOneRank.qPr" ); report.Show(); + string title = DateTime.Now.Year.ToString() + "_" + + DateTime.Now.Month.ToString() + "_" + + DateTime.Now.Day.ToString() + "_" + + DateTime.Now.Hour.ToString() + "_" + + DateTime.Now.Minute.ToString() + "_" + + DateTime.Now.Second.ToString() + "_" + + "numDayInSample" + this.numDaysForInSampleOptimization + + "_numEligTick" + this.numberOfEligibleTickers + + "_numDayLiq" + this.numDaysForLiquidity + + "_numTickInPortfolio" + this.numberOfTickersToBeChosen; + VisualObjectArchiver visualObjectArchiver = + new VisualObjectArchiver(); + visualObjectArchiver.Save( this.endOfDayStrategy.OptimizationOutput , + "bgn" , title ); } } |