[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 17:50:35
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19255/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank Modified Files: WFMultiOneRankEligibleTickers.cs Log Message: Benchmark is better handled now. Index: WFMultiOneRankEligibleTickers.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/WFMultiOneRankEligibleTickers.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** WFMultiOneRankEligibleTickers.cs 12 Nov 2005 18:40:00 -0000 1.1 --- WFMultiOneRankEligibleTickers.cs 19 Feb 2006 17:50:29 -0000 1.2 *************** *** 34,38 **** public class WFMultiOneRankEligibleTickers { ! string tickerGroupID; private int numberEligibleTickersToBeChosen; private int numberDaysForPerformanceCalculation; --- 34,39 ---- public class WFMultiOneRankEligibleTickers { ! private string tickerGroupID; ! private string benchmark; private int numberEligibleTickersToBeChosen; private int numberDaysForPerformanceCalculation; *************** *** 48,51 **** --- 49,53 ---- public WFMultiOneRankEligibleTickers( string tickerGroupID , + string benchmark , int numberEligibleTickersToBeChosen , int numberDaysForPerformanceCalculation , *************** *** 53,56 **** --- 55,59 ---- { this.tickerGroupID = tickerGroupID; + this.benchmark = benchmark; this.numberEligibleTickersToBeChosen = numberEligibleTickersToBeChosen; this.numberDaysForPerformanceCalculation = numberDaysForPerformanceCalculation; *************** *** 78,82 **** new SelectorByQuotationAtEachMarketDay( eligibleTickers, false, dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) , ! dateTime, this.numberEligibleTickersToBeChosen,"^SPX"); return quotedInEachMarketDay.GetTableOfSelectedTickers(); } --- 81,85 ---- new SelectorByQuotationAtEachMarketDay( eligibleTickers, false, dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) , ! dateTime, this.numberEligibleTickersToBeChosen,this.benchmark ); return quotedInEachMarketDay.GetTableOfSelectedTickers(); } |