[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagChosenTickers.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1898/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagChosenTickers.cs 
Log Message:
Code has been added so that now WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility and/or WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility can be used also

Index: WFLagChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagChosenTickers.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** WFLagChosenTickers.cs	20 Sep 2006 21:06:33 -0000	1.7
--- WFLagChosenTickers.cs	8 Oct 2006 16:08:30 -0000	1.8
***************
*** 269,272 ****
--- 269,281 ----
  //				this.numberOfDrivingPositions );
  //
+ //			WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility
+ //				wFLagFixedPortfolioBruteForceOptimizableParametersManager= 
+ //				new WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility(
+ //				eligibleTickers.EligibleTickers ,
+ //				longPortfolioTicker ,
+ //				shortPortfolioTicker ,
+ //				this.firstOptimizationDate ,
+ //				this.lastOptimizationDate ,
+ //				this.numberOfDrivingPositions );
  			WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility
  				wFLagFixedPortfolioBruteForceOptimizableParametersManager= 
***************
*** 306,315 ****
  //			this.setWeightedPositions_usingTheBruteForceOptimizer(
  //				eligibleTickers );
- 			this.setWeightedPositions_withFixedPortfolio(
- 				eligibleTickers , "SPY" , "IWM" );
  //			this.setWeightedPositions_withFixedPortfolio(
! //				eligibleTickers , "XLF" , "SMH" );
  //			this.setWeightedPositions_withFixedPortfolio(
! //				eligibleTickers , "QQQQ" , "SPY" );
  		}
  		#endregion
--- 315,324 ----
  //			this.setWeightedPositions_usingTheBruteForceOptimizer(
  //				eligibleTickers );
  //			this.setWeightedPositions_withFixedPortfolio(
! //				eligibleTickers , "SPY" , "IWM" );
  //			this.setWeightedPositions_withFixedPortfolio(
! //				eligibleTickers , "XLF" , "SMH" );
! 			this.setWeightedPositions_withFixedPortfolio(
! 				eligibleTickers , "QQQQ" , "SPY" );
  		}
  		#endregion