[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientOTCPortfolio.cs,1.1,1.2 RunEfficientCTOPortfolio.cs,1.26,1.27

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32410/b7_Scripts/TickerSelectionTesting

Modified Files:
	RunEfficientOTCPortfolio.cs RunEfficientCTOPortfolio.cs 
Log Message:
Minor changes for some RunScript files

Index: RunEfficientOTCPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientOTCPortfolio.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunEfficientOTCPortfolio.cs	7 Jan 2006 10:35:39 -0000	1.1
--- RunEfficientOTCPortfolio.cs	14 May 2006 18:21:47 -0000	1.2
***************
*** 70,74 ****
        //this.ScriptName = "OpenCloseScriptsSharpeRatioWithCoeff";
        //this.ScriptName = "OpenCloseScriptsSharpeRatio";
!       this.ScriptName = "OpenCloseScriptsWithCoeff";
        //this.ScriptName = "OpenCloseScripts";
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
--- 70,74 ----
        //this.ScriptName = "OpenCloseScriptsSharpeRatioWithCoeff";
        //this.ScriptName = "OpenCloseScriptsSharpeRatio";
!       this.ScriptName = "OpenCloseScriptsSharpeRatioNoCoeff";
        //this.ScriptName = "OpenCloseScripts";
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
***************
*** 85,92 ****
                                                                      this.historicalQuoteProvider ) ,
                                   new HistoricalEndOfDayOrderExecutor(this.endOfDayTimer ,
!                                                                      this.historicalQuoteProvider,
!                                                                      new FixedPercentageSlippageManager(this.historicalQuoteProvider,
!                                                                                                         this.endOfDayTimer,0.08)),
!                                  new IBCommissionManager());
       
      }
--- 85,93 ----
                                                                      this.historicalQuoteProvider ) ,
                                   new HistoricalEndOfDayOrderExecutor(this.endOfDayTimer ,
!                                                                      this.historicalQuoteProvider)//,
!                                                                     // new FixedPercentageSlippageManager(this.historicalQuoteProvider,
!                                                                     // this.endOfDayTimer,0.08)), 
!                                  );                                    
!                                  //new IBCommissionManager());
       
      }

Index: RunEfficientCTOPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTOPortfolio.cs,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** RunEfficientCTOPortfolio.cs	7 Jan 2006 10:35:39 -0000	1.26
--- RunEfficientCTOPortfolio.cs	14 May 2006 18:21:47 -0000	1.27
***************
*** 68,72 ****
        portfolioType, maxRunningHours)
      {
!       this.ScriptName = "CloseToOpenScriptsNoCoeff";
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
      }
--- 68,72 ----
        portfolioType, maxRunningHours)
      {
!       this.ScriptName = "CloseToOpenScriptsNoCoeffSharpeRatioCombined";
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
      }