[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagEligibleT
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From: Glauco S. <gla...@us...> - 2006-10-08 16:06:36
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1079/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: WFLagEligibleTickers.cs Log Message: A bug has been fixed: one more historical day is used by the Selectors Index: WFLagEligibleTickers.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagEligibleTickers.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** WFLagEligibleTickers.cs 20 Sep 2006 21:02:45 -0000 1.3 --- WFLagEligibleTickers.cs 8 Oct 2006 16:06:32 -0000 1.4 *************** *** 74,78 **** SelectorByLiquidity mostLiquid = new SelectorByLiquidity( this.tickerGroupID , true , ! dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) , dateTime , 200000 , 99999 ); DataTable groupTickers = mostLiquid.GetTableOfSelectedTickers(); --- 74,78 ---- SelectorByLiquidity mostLiquid = new SelectorByLiquidity( this.tickerGroupID , true , ! dateTime.AddDays( - ( this.numberDaysForPerformanceCalculation - 1 ) ) , dateTime , 200000 , 99999 ); DataTable groupTickers = mostLiquid.GetTableOfSelectedTickers(); *************** *** 87,91 **** new SelectorByQuotationAtEachMarketDay( groupTickers , false , ! dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) , dateTime , this.numberEligibleTickersToBeChosen , this.benchmark ); return quotedInEachMarketDay.GetTableOfSelectedTickers(); --- 87,91 ---- new SelectorByQuotationAtEachMarketDay( groupTickers , false , ! dateTime.AddDays( - ( this.numberDaysForPerformanceCalculation - 1 ) ) , dateTime , this.numberEligibleTickersToBeChosen , this.benchmark ); return quotedInEachMarketDay.GetTableOfSelectedTickers(); |