[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs,1.2
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From: Glauco S. <gla...@us...> - 2006-05-14 22:58:33
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26364/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: WFLagMain.cs Log Message: - the default file name for the log has been improved Index: WFLagMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** WFLagMain.cs 8 Apr 2006 18:42:29 -0000 1.2 --- WFLagMain.cs 14 May 2006 22:58:27 -0000 1.3 *************** *** 117,129 **** { // new RunWalkForwardLag( "millo" , 500 , ! // 3 , 3 , 90 , 7 , 15 , 30000 , "MSFT" , // new DateTime( 2002 , 1 , 1 ) , ! // new DateTime( 2002 , 3 , 31 ) , ! // 7 ).Run(); ! new RunWalkForwardLag( "SP500" , 500 , ! 3 , 3 , 90 , 7 , 1 , 30000 , "MSFT" , ! new DateTime( 2002 , 1 , 30 ) , ! new DateTime( 2002 , 2 , 3 ) , ! 1 ).Run(); } --- 117,144 ---- { // new RunWalkForwardLag( "millo" , 500 , ! // 3 , 3 , 90 , 7 , 1 , 5000 , "MSFT" , // new DateTime( 2002 , 1 , 1 ) , ! // new DateTime( 2002 , 1 , 8 ) , ! // 0.01 ).Run(); ! new RunWalkForwardLag( "ib_etf" , 500 , ! 3 , 1 , 200 , 15 , 50 , 90000 , "EWQ" , ! new DateTime( 2003 , 1 , 1 ) , ! new DateTime( 2003 , 12 , 31 ) , ! 13 ).Run(); ! // new RunWalkForwardLag( "ib_etf" , 500 , ! // 4 , 4 , 250 , 2 , 15 , 30000 , "EWQ" , ! // new DateTime( 2003 , 1 , 1 ) , ! // new DateTime( 2003 , 12 , 31 ) , ! // 13 ).Run(); ! // new RunWalkForwardLag( "SP500" , 500 , ! // 4 , 4 , 400 , 2 , 15 , 30000 , "MSFT" , ! // new DateTime( 2002 , 6 , 30 ) , ! // new DateTime( 2003 , 6 , 30 ) , ! // 8 ).Run(); ! // new RunWalkForwardLag( "SP500" , 500 , ! // 1 , 1 , 400 , 2 , 5 , 5000 , "MSFT" , ! // new DateTime( 2002 , 6 , 30 ) , ! // new DateTime( 2003 , 6 , 30 ) , ! // 3 ).Run(); } |