[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagEndOfDayTim
Brought to you by:
glauco_1
|
From: Glauco S. <gla...@us...> - 2006-04-08 18:40:54
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv24820/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: WFLagEndOfDayTimerHandler.cs Log Message: The new event NewChosenTickersEventHandler has been added. Index: WFLagEndOfDayTimerHandler.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagEndOfDayTimerHandler.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** WFLagEndOfDayTimerHandler.cs 14 Mar 2006 15:04:03 -0000 1.1 --- WFLagEndOfDayTimerHandler.cs 8 Apr 2006 18:40:50 -0000 1.2 *************** *** 34,37 **** --- 34,40 ---- namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag { + public delegate void NewChosenTickersEventHandler( + Object sender , WFLagNewChosenTickersEventArgs eventArgs ); + /// <summary> /// Implements OneHourAfterMarketCloseEventHandler *************** *** 60,63 **** --- 63,67 ---- public event InSampleNewProgressEventHandler InSampleNewProgress; + public event NewChosenTickersEventHandler NewChosenTickers; public WFLagEndOfDayTimerHandler( *************** *** 362,365 **** --- 366,371 ---- this.eligibleTickers.EligibleTickers.Rows.Count ); this.chosenTickers.SetSignedTickers( this.eligibleTickers ); + this.NewChosenTickers( this , + new WFLagNewChosenTickersEventArgs( this.chosenTickers ) ); this.lastOptimizationDate = this.now().DateTime; } |