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

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16824/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagEligibleTickers.cs 
Log Message:
The eligible tickers are chosen among the most liquid ones now.

Index: WFLagEligibleTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagEligibleTickers.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WFLagEligibleTickers.cs	14 Mar 2006 15:02:30 -0000	1.1
--- WFLagEligibleTickers.cs	18 Jun 2006 14:14:27 -0000	1.2
***************
*** 69,76 ****
  		{
  			DateTime dateTime = this.endOfDayTimer.GetCurrentTime().DateTime;
! 			SelectorByGroup selectorByGroup =
! 				new SelectorByGroup( this.tickerGroupID , dateTime );
! 			DataTable groupTickers = selectorByGroup.GetTableOfSelectedTickers();
! 			
  			//			SelectorByLiquidity mostLiquid =
  			//				new SelectorByLiquidity("Test", false ,	dateTime.AddDays( - this.numDaysToComputeLiquidity ) , dateTime ,
--- 69,82 ----
  		{
  			DateTime dateTime = this.endOfDayTimer.GetCurrentTime().DateTime;
! //			SelectorByGroup selectorByGroup =
! //				new SelectorByGroup( this.tickerGroupID , dateTime );
! //			DataTable groupTickers = selectorByGroup.GetTableOfSelectedTickers();
! 			SelectorByLiquidity mostLiquid =
! 				new SelectorByLiquidity( this.tickerGroupID , true ,
! 				dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) ,
! 				dateTime , 200000 , 99999 );
! 			DataTable groupTickers = mostLiquid.GetTableOfSelectedTickers();
! 
! 		
  			//			SelectorByLiquidity mostLiquid =
  			//				new SelectorByLiquidity("Test", false ,	dateTime.AddDays( - this.numDaysToComputeLiquidity ) , dateTime ,