[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagGenomesDeb
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glauco_1
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From: Glauco S. <gla...@us...> - 2006-07-30 13:45:58
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagGenomesDebugger In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv11204/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagGenomesDebugger Modified Files: WFLagChosenPositionsDebugInfo.cs Log Message: WeightedPositions are used instead of SignedTickers Index: WFLagChosenPositionsDebugInfo.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagGenomesDebugger/WFLagChosenPositionsDebugInfo.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** WFLagChosenPositionsDebugInfo.cs 22 Jul 2006 20:45:14 -0000 1.3 --- WFLagChosenPositionsDebugInfo.cs 30 Jul 2006 13:45:54 -0000 1.4 *************** *** 47,55 **** public string DrivingPositions { ! get { return this.wFLagChosenPositions.DrivingPositions.KeyConcat; } } public string PortfolioPositions { ! get { return this.wFLagChosenPositions.PortfolioPositions.KeyConcat; } } public DateTime LastOptimization --- 47,55 ---- public string DrivingPositions { ! get { return this.wFLagChosenPositions.DrivingWeightedPositions.ToString(); } } public string PortfolioPositions { ! get { return this.wFLagChosenPositions.PortfolioWeightedPositions.ToString(); } } public DateTime LastOptimization *************** *** 122,135 **** WFLagChosenPositions wFLagChosenPositions ) { ! int size = wFLagChosenPositions.DrivingPositions.Count + ! wFLagChosenPositions.PortfolioPositions.Count; string[] drivingAndPortfolioTickers = new string[ size ]; int i = 0; ! foreach ( string signedTicker in wFLagChosenPositions.DrivingPositions.Keys ) { drivingAndPortfolioTickers[ i ] = SignedTicker.GetTicker( signedTicker ); i++; } ! foreach ( string signedTicker in wFLagChosenPositions.PortfolioPositions.Keys ) { drivingAndPortfolioTickers[ i ] = SignedTicker.GetTicker( signedTicker ); --- 122,137 ---- WFLagChosenPositions wFLagChosenPositions ) { ! int size = wFLagChosenPositions.DrivingWeightedPositions.Count + ! wFLagChosenPositions.PortfolioWeightedPositions.Count; string[] drivingAndPortfolioTickers = new string[ size ]; int i = 0; ! foreach ( string signedTicker in ! wFLagChosenPositions.DrivingWeightedPositions.Keys ) { drivingAndPortfolioTickers[ i ] = SignedTicker.GetTicker( signedTicker ); i++; } ! foreach ( string signedTicker in ! wFLagChosenPositions.PortfolioWeightedPositions.Keys ) { drivingAndPortfolioTickers[ i ] = SignedTicker.GetTicker( signedTicker ); |