[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/W
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glauco_1
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From: Glauco S. <gla...@us...> - 2006-07-30 13:41:54
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9281/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions Modified Files: WFLagDebugPositions.cs Log Message: WeightedPositions are used instead of SignedTickers Index: WFLagDebugPositions.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions/WFLagDebugPositions.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** WFLagDebugPositions.cs 31 May 2006 14:19:43 -0000 1.3 --- WFLagDebugPositions.cs 30 Jul 2006 13:41:48 -0000 1.4 *************** *** 195,207 **** } #endregion ! private void addEquityLineForSignedTickers( ! ICollection signedTickers , Color color , Report report ) { ! EquityLine equityLineSignedTickers = ! this.getEquityLineForSignedTickers( ! signedTickers , report ); ! report.AddEquityLine( equityLineSignedTickers , color ); } public void oneHourAfterMarketCloseEventHandler( Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) --- 195,217 ---- } #endregion ! // private void addEquityLineForSignedTickers( ! // ICollection signedTickers , Color color , Report report ) ! // { ! // EquityLine equityLineSignedTickers = ! // this.getEquityLineForSignedTickers( ! // signedTickers , report ); ! // report.AddEquityLine( equityLineSignedTickers , ! // color ); ! // } ! private void addEquityLineForWeightedPositions( ! WeightedPositions weightedPositions , Color color , Report report ) { ! EquityLine equityLineForWeightedPositions = ! weightedPositions.GetVirtualEquityLine( ! 30000 , report.AccountReport.EquityLine ); ! report.AddEquityLine( equityLineForWeightedPositions , color ); } + public void oneHourAfterMarketCloseEventHandler( Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) *************** *** 219,228 **** // EquityLine equityLineForDrivingPositions = // this.getEquityLineForPositions( report ); ! this.addEquityLineForSignedTickers( ! this.wFLagChosenPositions.DrivingPositions.Keys , Color.YellowGreen , report ); ! this.addEquityLineForSignedTickers( ! this.wFLagChosenPositions.PortfolioPositions.Keys , Color.Brown , report ); report.Show(); } --- 229,244 ---- // EquityLine equityLineForDrivingPositions = // this.getEquityLineForPositions( report ); ! // this.addEquityLineForSignedTickers( ! // this.wFLagChosenPositions.DrivingWeightedPositions.Keys , ! // Color.YellowGreen , report ); ! this.addEquityLineForWeightedPositions( ! this.wFLagChosenPositions.DrivingWeightedPositions , Color.YellowGreen , report ); ! this.addEquityLineForWeightedPositions( ! this.wFLagChosenPositions.PortfolioWeightedPositions , Color.Brown , report ); + // this.addEquityLineForSignedTickers( + // this.wFLagChosenPositions.PortfolioWeightedPositions.Keys , + // Color.Brown , report ); report.Show(); } |