[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagChosenTickers.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27180/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagChosenTickers.cs 
Log Message:
a WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility object is used instead of a WFLagFixedPortfolioBruteForceOptimizableParametersManager object (weights are used to normalize the portfolio's tickers volatility)

Index: WFLagChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagChosenTickers.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** WFLagChosenTickers.cs	8 Sep 2006 15:30:17 -0000	1.6
--- WFLagChosenTickers.cs	20 Sep 2006 21:06:33 -0000	1.7
***************
*** 259,265 ****
  				this.endOfDayTimer.GetCurrentTime().DateTime;
  
! 			WFLagFixedPortfolioBruteForceOptimizableParametersManager
  				wFLagFixedPortfolioBruteForceOptimizableParametersManager= 
! 				new WFLagFixedPortfolioBruteForceOptimizableParametersManager(
  				eligibleTickers.EligibleTickers ,
  				longPortfolioTicker ,
--- 259,275 ----
  				this.endOfDayTimer.GetCurrentTime().DateTime;
  
! //			WFLagFixedPortfolioBruteForceOptimizableParametersManager
! //				wFLagFixedPortfolioBruteForceOptimizableParametersManager= 
! //				new WFLagFixedPortfolioBruteForceOptimizableParametersManager(
! //				eligibleTickers.EligibleTickers ,
! //				longPortfolioTicker ,
! //				shortPortfolioTicker ,
! //				this.firstOptimizationDate ,
! //				this.lastOptimizationDate ,
! //				this.numberOfDrivingPositions );
! //
! 			WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility
  				wFLagFixedPortfolioBruteForceOptimizableParametersManager= 
! 				new WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility(
  				eligibleTickers.EligibleTickers ,
  				longPortfolioTicker ,
***************
*** 298,301 ****
--- 308,315 ----
  			this.setWeightedPositions_withFixedPortfolio(
  				eligibleTickers , "SPY" , "IWM" );
+ //			this.setWeightedPositions_withFixedPortfolio(
+ //				eligibleTickers , "XLF" , "SMH" );
+ //			this.setWeightedPositions_withFixedPortfolio(
+ //				eligibleTickers , "QQQQ" , "SPY" );
  		}
  		#endregion