[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagChosenTickers.cs,1.1,1.2

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23824/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagChosenTickers.cs 
Log Message:
Two properties have been added:
- FirstOptimizationDate
- LastOptimizationDate

Index: WFLagChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagChosenTickers.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WFLagChosenTickers.cs	14 Mar 2006 15:02:10 -0000	1.1
--- WFLagChosenTickers.cs	8 Apr 2006 18:39:55 -0000	1.2
***************
*** 36,39 ****
--- 36,40 ----
  	/// with respect to the lag strategy
  	/// </summary>
+ 	[Serializable]
  	public class WFLagChosenTickers : IProgressNotifier
  	{
***************
*** 50,53 ****
--- 51,56 ----
  		private QPHashtable drivingPositions;
  		private QPHashtable portfolioPositions;
+ 		private DateTime firstOptimizationDate;
+ 		private DateTime lastOptimizationDate;
  
  		public QPHashtable DrivingPositions
***************
*** 65,68 ****
--- 68,85 ----
  			}
  		}
+ 		public DateTime FirstOptimizationDate
+ 		{
+ 			get
+ 			{
+ 				return this.firstOptimizationDate;
+ 			}
+ 		}
+ 		public DateTime LastOptimizationDate
+ 		{
+ 			get
+ 			{
+ 				return this.lastOptimizationDate;
+ 			}
+ 		}
  		public WFLagChosenTickers(
  			int numberOfDrivingPositions ,
***************
*** 110,122 ****
  //			this.setSignedTickers_clearPositions();
  
! 			DateTime firstDate =
  				this.endOfDayTimer.GetCurrentTime().DateTime.AddDays(
  				-( this.inSampleDays - 1 ) );
  
  			WFLagGenomeManager genomeManager = 
  				new WFLagGenomeManager(
  				eligibleTickers.EligibleTickers ,
! 				firstDate ,
! 				this.endOfDayTimer.GetCurrentTime().DateTime ,
  				this.numberOfDrivingPositions ,
  				this.numberOfPositionsToBeChosen );
--- 127,141 ----
  //			this.setSignedTickers_clearPositions();
  
! 			this.firstOptimizationDate =
  				this.endOfDayTimer.GetCurrentTime().DateTime.AddDays(
  				-( this.inSampleDays - 1 ) );
+ 			this.lastOptimizationDate =
+ 				this.endOfDayTimer.GetCurrentTime().DateTime;
  
  			WFLagGenomeManager genomeManager = 
  				new WFLagGenomeManager(
  				eligibleTickers.EligibleTickers ,
! 				firstOptimizationDate ,
! 				this.lastOptimizationDate ,
  				this.numberOfDrivingPositions ,
  				this.numberOfPositionsToBeChosen );