[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagGenomesDebugger WFLagSharpeRatioComputer.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagGenomesDebugger
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6957/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagGenomesDebugger

Modified Files:
	WFLagSharpeRatioComputer.cs 
Log Message:
WeightedPositions are used instead of SignedTickers

Index: WFLagSharpeRatioComputer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagGenomesDebugger/WFLagSharpeRatioComputer.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WFLagSharpeRatioComputer.cs	22 Jul 2006 20:25:06 -0000	1.2
--- WFLagSharpeRatioComputer.cs	30 Jul 2006 13:37:05 -0000	1.3
***************
*** 114,123 ****
  				getCommonMarketDays( wFLagChosenPositions , firstDate , lastDate );
  			double[] drivingPositionsReturns =
! 				SignedTicker.GetCloseToClosePortfolioReturns(
! 				wFLagChosenPositions.DrivingPositions.Keys ,
  				commonMarketDays );
  			double[] portfolioPositionsReturns =
! 				SignedTicker.GetCloseToClosePortfolioReturns(
! 				wFLagChosenPositions.PortfolioPositions.Keys ,
  				commonMarketDays );
  			double[] strategyReturns = getStrategyReturns(
--- 114,121 ----
  				getCommonMarketDays( wFLagChosenPositions , firstDate , lastDate );
  			double[] drivingPositionsReturns =
! 				wFLagChosenPositions.DrivingWeightedPositions.GetCloseToClosePortfolioReturns(
  				commonMarketDays );
  			double[] portfolioPositionsReturns =
! 				wFLagChosenPositions.PortfolioWeightedPositions.GetCloseToClosePortfolioReturns(
  				commonMarketDays );
  			double[] strategyReturns = getStrategyReturns(