[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank WFMulti
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glauco_1
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From: Glauco S. <gla...@us...> - 2006-02-19 17:49:50
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv18822/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank Modified Files: WFMultiOneRankEndOfDayTimerHandler.cs Log Message: Benchmark is better handled now. Index: WFMultiOneRankEndOfDayTimerHandler.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/WFMultiOneRankEndOfDayTimerHandler.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** WFMultiOneRankEndOfDayTimerHandler.cs 27 Nov 2005 00:11:29 -0000 1.2 --- WFMultiOneRankEndOfDayTimerHandler.cs 19 Feb 2006 17:49:42 -0000 1.3 *************** *** 47,50 **** --- 47,51 ---- private string tickerGroupID; + private string benchmark; private int numberEligibleTickers; private int numberOfPositionsToBeChosen; *************** *** 88,91 **** --- 89,93 ---- public WFMultiOneRankEndOfDayTimerHandler( string tickerGroupID , + string benchmark , int numberEligibleTickers , int numberOfPositionsToBeChosen , *************** *** 96,99 **** --- 98,102 ---- { this.tickerGroupID = tickerGroupID; + this.benchmark = benchmark; this.numberEligibleTickers = numberEligibleTickers; this.numberOfPositionsToBeChosen = numberOfPositionsToBeChosen; *************** *** 108,111 **** --- 111,115 ---- this.eligibleTickers = new WFMultiOneRankEligibleTickers( this.tickerGroupID , + this.benchmark , numberEligibleTickers , inSampleWindowDays , this.account.EndOfDayTimer ); *************** *** 155,158 **** --- 159,164 ---- // this.eligibleTickers.SetTickers( endOfDayTimingEventArgs.EndOfDayDateTime.DateTime ); this.eligibleTickers.SetTickers(); + Console.WriteLine( "Number of Eligible tickers: " + + this.eligibleTickers.EligibleTickers.Rows.Count ); this.chosenTickers.SetTickers( this.eligibleTickers ); this.lastOptimizationDate = this.now().DateTime; |