[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag RunWalkForwardLa
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From: Glauco S. <gla...@us...> - 2006-05-14 23:00:20
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27010/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: RunWalkForwardLag.cs Log Message: - the default log file name has been improved Index: RunWalkForwardLag.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/RunWalkForwardLag.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** RunWalkForwardLag.cs 8 Apr 2006 18:35:36 -0000 1.2 --- RunWalkForwardLag.cs 14 May 2006 23:00:17 -0000 1.3 *************** *** 43,48 **** private string tickerGroupID; private int numberEligibleTickers; - private int numberOfPortfolioPositions; private int numberOfDrivingPositions; private int numberDaysForInSampleOptimization; private int numDaysBetweenEachOptimization; --- 43,48 ---- private string tickerGroupID; private int numberEligibleTickers; private int numberOfDrivingPositions; + private int numberOfPortfolioPositions; private int numberDaysForInSampleOptimization; private int numDaysBetweenEachOptimization; *************** *** 67,72 **** string tickerGroupID , int numberEligibleTickers , - int numberOfPortfolioPositions , int numberOfDrivingPositions , int numberDaysForInSampleOptimization , int numDaysBetweenEachOptimization , --- 67,72 ---- string tickerGroupID , int numberEligibleTickers , int numberOfDrivingPositions , + int numberOfPortfolioPositions , int numberDaysForInSampleOptimization , int numDaysBetweenEachOptimization , *************** *** 80,85 **** this.tickerGroupID = tickerGroupID; this.numberEligibleTickers = numberEligibleTickers; - this.numberOfPortfolioPositions = numberOfPortfolioPositions; this.numberOfDrivingPositions = numberOfDrivingPositions; this.numberDaysForInSampleOptimization = numberDaysForInSampleOptimization; this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization; --- 80,85 ---- this.tickerGroupID = tickerGroupID; this.numberEligibleTickers = numberEligibleTickers; this.numberOfDrivingPositions = numberOfDrivingPositions; + this.numberOfPortfolioPositions = numberOfPortfolioPositions; this.numberDaysForInSampleOptimization = numberDaysForInSampleOptimization; this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization; *************** *** 165,187 **** Console.WriteLine( progress ); } ! private string nowToString() { ! string returnValue = ! DateTime.Now.Year.ToString() + "_" + ! DateTime.Now.Month.ToString() + "_" + ! DateTime.Now.Day.ToString(); ! return returnValue; } ! private string getDefaultLogFileName() { string defaultFileName = ! nowToString() + "_" + ! "DrivingPositions_" + this.numberOfDrivingPositions + "_" + ! "DrivingPositions_" + this.numberOfPortfolioPositions + "_" + ! "From_" + this.nowToString() + "_" + ! "To_" + this.nowToString(); return defaultFileName; } ! private void saveLog() { this.wFLagLog.TransactionHistory = this.account.Transactions; --- 165,204 ---- Console.WriteLine( progress ); } ! private string getLongStringForDateTime( DateTime dateTime ) { ! string stringForFileName = ! dateTime.Year.ToString() + "_" + ! dateTime.Month.ToString().PadLeft( 2 , '0' ) + "_" + ! dateTime.Day.ToString().PadLeft( 2 , '0' ) + "_" + ! dateTime.Hour.ToString().PadLeft( 2 , '0' ) + "_" + ! dateTime.Minute.ToString().PadLeft( 2 , '0' ) + "_" + ! dateTime.Second.ToString().PadLeft( 2 , '0' ); ! return stringForFileName; } ! private string getShortStringForDateTime( DateTime dateTime ) ! { ! string stringForFileName = ! dateTime.Year.ToString() + "_" + ! dateTime.Month.ToString().PadLeft( 2 , '0' ) + "_" + ! dateTime.Day.ToString().PadLeft( 2 , '0' ); ! return stringForFileName; ! } ! private string getDefaultLogFileName( DateTime currentTime ) { string defaultFileName = ! this.getLongStringForDateTime( DateTime.Now ) + "_" + ! "Group_" + this.tickerGroupID + "_" + ! "DrvPstns_" + this.numberOfDrivingPositions + "_" + ! "PrtfPstns_" + this.numberOfPortfolioPositions + "_" + ! "GenNum_" + this.generationNumberForGeneticOptimizer + "_" + ! "PopSize_" + this.populationSizeForGeneticOptimizer + "_" + ! "From_" + this.getShortStringForDateTime( ! (DateTime)this.account.Transactions.GetKey( 0 ) ) + "_" + ! "To_" + this.getShortStringForDateTime( currentTime ) + "_" + ! "inSample_" + this.numberDaysForInSampleOptimization.ToString() + "_" + ! "dysBtwnEachOptmzn_" + this.numDaysBetweenEachOptimization.ToString(); return defaultFileName; } ! private void saveLog( DateTime currentTime ) { this.wFLagLog.TransactionHistory = this.account.Transactions; *************** *** 191,195 **** new VisualObjectArchiver(); visualObjectArchiver.Save( this.wFLagLog , "qPWFLagLog" , ! this.getDefaultLogFileName() , defaultFolderPath ); } private void showReport( object sender ) --- 208,212 ---- new VisualObjectArchiver(); visualObjectArchiver.Save( this.wFLagLog , "qPWFLagLog" , ! this.getDefaultLogFileName( currentTime ) , defaultFolderPath ); } private void showReport( object sender ) *************** *** 210,214 **** Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) { ! if ( ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime > this.lastDateTime ) || ( DateTime.Now >= --- 227,233 ---- Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) { ! DateTime currentTime = ! ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime; ! if ( ( currentTime > this.lastDateTime ) || ( DateTime.Now >= *************** *** 221,225 **** // ObjectArchiver.Archive( this.account , // @"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" ); ! this.saveLog(); this.showReport( sender ); // WFMultiOneRankReportDebugger wFMultiOneRankReportDebugger = --- 240,244 ---- // ObjectArchiver.Archive( this.account , // @"C:\Documents and Settings\Glauco\Desktop\reports\final.qP" ); ! this.saveLog( currentTime ); this.showReport( sender ); // WFMultiOneRankReportDebugger wFMultiOneRankReportDebugger = |