[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination LinearCombina
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From: Glauco S. <gla...@us...> - 2006-03-14 14:54:03
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv29006/b7_Scripts/WalkForwardTesting/LinearCombination Modified Files: LinearCombinationTest.cs Log Message: MSFT is used as a benchmark, now. Index: LinearCombinationTest.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/LinearCombinationTest.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** LinearCombinationTest.cs 8 Jan 2006 23:33:52 -0000 1.4 --- LinearCombinationTest.cs 14 Mar 2006 14:53:54 -0000 1.5 *************** *** 121,125 **** new IndexBasedEndOfDayTimer( new EndOfDayDateTime( this.firstDate , ! EndOfDaySpecificTime.MarketOpen ) , "DYN" ); run_setHistoricalQuoteProvider(); this.account = new Account( "LinearCombination" , historicalEndOfDayTimer , --- 121,125 ---- new IndexBasedEndOfDayTimer( new EndOfDayDateTime( this.firstDate , ! EndOfDaySpecificTime.MarketOpen ) , "MSFT" ); run_setHistoricalQuoteProvider(); this.account = new Account( "LinearCombination" , historicalEndOfDayTimer , *************** *** 148,152 **** report.Create( "Linear Combination" , 1 , new EndOfDayDateTime( this.lastDate , EndOfDaySpecificTime.MarketClose ) , ! "^SPX" ); // ObjectArchiver.Archive( report.AccountReport , // @"C:\Documents and Settings\Glauco\Desktop\reports\runOneRank.qPr" ); --- 148,152 ---- report.Create( "Linear Combination" , 1 , new EndOfDayDateTime( this.lastDate , EndOfDaySpecificTime.MarketClose ) , ! "MSFT" ); // ObjectArchiver.Archive( report.AccountReport , // @"C:\Documents and Settings\Glauco\Desktop\reports\runOneRank.qPr" ); |