[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest WalkForwardOpenToCloseDailyStrategy.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5914/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest

Modified Files:
	WalkForwardOpenToCloseDailyStrategy.cs 
Log Message:
GenomeManagerForEfficientCTOPortfolio now manages Close To Open data: 
so, GenomeManagerForEfficientOTCPortfolio has to be called.

Index: WalkForwardOpenToCloseDailyStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest/WalkForwardOpenToCloseDailyStrategy.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** WalkForwardOpenToCloseDailyStrategy.cs	23 Oct 2005 19:09:03 -0000	1.4
--- WalkForwardOpenToCloseDailyStrategy.cs	7 Jan 2006 10:45:07 -0000	1.5
***************
*** 186,191 ****
  			Console.WriteLine( "Number of tickers to be optimized: " +
  				setOfTickersToBeOptimized.Rows.Count.ToString() );
! 			GenomeManagerForEfficientCTOPortfolio genManEfficientCTOPortfolio = 
! 				new GenomeManagerForEfficientCTOPortfolio(
  				setOfTickersToBeOptimized ,
  				currentDate.AddDays( -this.numDaysForInSampleOptimization + 1 ) ,
--- 186,191 ----
  			Console.WriteLine( "Number of tickers to be optimized: " +
  				setOfTickersToBeOptimized.Rows.Count.ToString() );
! 			GenomeManagerForEfficientOTCPortfolio genManEfficientOTCPortfolio = 
! 				new GenomeManagerForEfficientOTCPortfolio(
  				setOfTickersToBeOptimized ,
  				currentDate.AddDays( -this.numDaysForInSampleOptimization + 1 ) ,
***************
*** 195,199 ****
  				this.portfolioType );
          
! 			this.geneticOptimizer = new GeneticOptimizer(genManEfficientCTOPortfolio,
  				this.populationSizeForGeneticOptimizer,
  				this.generationNumberForGeneticOptimizer);
--- 195,199 ----
  				this.portfolioType );
          
! 			this.geneticOptimizer = new GeneticOptimizer(genManEfficientOTCPortfolio,
  				this.populationSizeForGeneticOptimizer,
  				this.generationNumberForGeneticOptimizer);