[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18567/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager

Modified Files:
	WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs 
Log Message:
The script structure has been improved: an IEquityEvaluator parameter has been added to the RunWalkForwardLag constructor (and to many other involved classes)

Index: WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager/WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs	8 Oct 2006 16:02:01 -0000	1.2
--- WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs	3 Nov 2006 16:35:46 -0000	1.3
***************
*** 24,27 ****
--- 24,28 ----
  
  using QuantProject.ADT.Statistics;
+ using QuantProject.Business.Strategies.EquityEvaluation;
  
  namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag
***************
*** 46,50 ****
  			DateTime firstOptimizationDate ,
  			DateTime lastOptimizationDate ,
! 			int numberOfDrivingPositions ) :
  			base( eligibleTickersForDrivingPositions ,
  			portfolioLongTicker ,
--- 47,52 ----
  			DateTime firstOptimizationDate ,
  			DateTime lastOptimizationDate ,
! 			int numberOfDrivingPositions ,
! 			IEquityEvaluator equityEvaluator ) :
  			base( eligibleTickersForDrivingPositions ,
  			portfolioLongTicker ,
***************
*** 52,56 ****
  			firstOptimizationDate ,
  			lastOptimizationDate ,
! 			numberOfDrivingPositions )
  		{
  			this.standardDeviationForLongPosition = double.MinValue;
--- 54,59 ----
  			firstOptimizationDate ,
  			lastOptimizationDate ,
! 			numberOfDrivingPositions ,
! 			equityEvaluator )
  		{
  			this.standardDeviationForLongPosition = double.MinValue;