[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTe
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From: Glauco S. <gla...@us...> - 2006-01-11 18:21:20
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv15421/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest Modified Files: WalkForwardOpenToCloseDailyStrategy.cs Log Message: Added commented code, for possible fast testing Index: WalkForwardOpenToCloseDailyStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest/WalkForwardOpenToCloseDailyStrategy.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** WalkForwardOpenToCloseDailyStrategy.cs 7 Jan 2006 10:45:07 -0000 1.5 --- WalkForwardOpenToCloseDailyStrategy.cs 11 Jan 2006 18:21:07 -0000 1.6 *************** *** 146,149 **** --- 146,152 ---- DataTable eligibleTickers = mostLiquid.GetTableOfSelectedTickers(); + // SelectorByGroup selectorByGroup = + // new SelectorByGroup( "SP500" , optimizationLastDate ); + // DataTable eligibleTickers = selectorByGroup.GetTableOfSelectedTickers(); SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromEligible = new SelectorByQuotationAtEachMarketDay( eligibleTickers, |