[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination MainForm.cs,1.6,1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv16053/b7_Scripts/WalkForwardTesting/LinearCombination

Modified Files:
	MainForm.cs 
Log Message:
Eligible tickers now are those in the S&P500 group

Index: MainForm.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/MainForm.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** MainForm.cs	22 Aug 2005 22:25:31 -0000	1.6
--- MainForm.cs	15 Oct 2005 18:09:22 -0000	1.7
***************
*** 158,166 ****
  		protected DataTable getSetOfTickersToBeOptimized()
  		{
! 			SelectorByLiquidity mostLiquid = new SelectorByLiquidity(this.tickerGroupID, false,
! 				this.firstDate, this.lastDate,
! 				this.numberOfEligibleTickers);
!       
! 			DataTable eligibleTickers = mostLiquid.GetTableOfSelectedTickers();
  			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromEligible = 
  				new SelectorByQuotationAtEachMarketDay( eligibleTickers,
--- 158,170 ----
  		protected DataTable getSetOfTickersToBeOptimized()
  		{
! //			SelectorByLiquidity mostLiquid = new SelectorByLiquidity(this.tickerGroupID, false,
! //				this.firstDate, this.lastDate,
! //				this.numberOfEligibleTickers);
! //			DataTable eligibleTickers = mostLiquid.GetTableOfSelectedTickers();
! 
! 			
! 			SelectorByGroup selectorByGroup =
! 				new SelectorByGroup( "SP500" , this.lastDate );
! 			DataTable eligibleTickers = selectorByGroup.GetTableOfSelectedTickers();
  			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromEligible = 
  				new SelectorByQuotationAtEachMarketDay( eligibleTickers,