[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank RunWalkForwa
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From: Glauco S. <gla...@us...> - 2005-10-15 18:21:09
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv18752/b7_Scripts/WalkForwardTesting/WalkForwardOneRank Modified Files: RunWalkForwardOneRank.cs Log Message: Some script parameters have been updated, to test the 2002 period Index: RunWalkForwardOneRank.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/RunWalkForwardOneRank.cs,v retrieving revision 1.10 retrieving revision 1.11 diff -C2 -d -r1.10 -r1.11 *** RunWalkForwardOneRank.cs 7 Jun 2005 15:32:06 -0000 1.10 --- RunWalkForwardOneRank.cs 15 Oct 2005 18:21:01 -0000 1.11 *************** *** 73,80 **** this.reportTable = new ReportTable( "Summary_Reports" ); this.startDateTime = new EndOfDayDateTime( ! new DateTime( 1998 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen ); this.endDateTime = new EndOfDayDateTime( ! new DateTime( 1998 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose ); ! this.numberDaysForPerformanceCalculation = 1800; this.numIntervalDays = 1; } --- 73,80 ---- this.reportTable = new ReportTable( "Summary_Reports" ); this.startDateTime = new EndOfDayDateTime( ! new DateTime( 2002 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen ); this.endDateTime = new EndOfDayDateTime( ! new DateTime( 2002 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose ); ! this.numberDaysForPerformanceCalculation = 120; this.numIntervalDays = 1; } *************** *** 99,103 **** private void run_initializeEndOfDayTimerHandler() { ! this.endOfDayTimerHandler = new EndOfDayTimerHandler( 200 , 20 , 5 , this.numberDaysForPerformanceCalculation , 30 , this.account ); --- 99,103 ---- private void run_initializeEndOfDayTimerHandler() { ! this.endOfDayTimerHandler = new EndOfDayTimerHandler( 400 , 20 , 5 , this.numberDaysForPerformanceCalculation , 30 , this.account ); |