[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForce
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glauco_1
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From: Glauco S. <gla...@us...> - 2006-11-03 16:36:47
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18994/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager Modified Files: WFLagFixedPortfolioBruteForceOptimizableParametersManager.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: WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager/WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs 8 Oct 2006 16:03:44 -0000 1.3 --- WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs 3 Nov 2006 16:36:44 -0000 1.4 *************** *** 26,29 **** --- 26,30 ---- using QuantProject.ADT.Optimizing.BruteForce; using QuantProject.ADT.Statistics.Combinatorial; + using QuantProject.Business.Strategies.EquityEvaluation; namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag *************** *** 61,65 **** DateTime firstOptimizationDate , DateTime lastOptimizationDate , ! int numberOfDrivingPositions ) : base( eligibleTickersForDrivingPositions , --- 62,67 ---- DateTime firstOptimizationDate , DateTime lastOptimizationDate , ! int numberOfDrivingPositions , ! IEquityEvaluator equityEvaluator ) : base( eligibleTickersForDrivingPositions , *************** *** 69,72 **** --- 71,75 ---- numberOfDrivingPositions , 2 , + equityEvaluator , QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator ) { |