[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv19373/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager

Modified Files:
	WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.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: WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager/WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs	8 Oct 2006 15:57:53 -0000	1.1
--- WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs	3 Nov 2006 16:37:17 -0000	1.2
***************
*** 25,28 ****
--- 25,29 ----
  
  using QuantProject.ADT.Statistics;
+ using QuantProject.Business.Strategies.EquityEvaluation;
  
  namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag
***************
*** 30,34 ****
  	/// <summary>
  	/// Implements IBruteForceOptimizableParametersManager using weights
! 	/// to normalize the portfolio's tickers volatility
  	/// </summary>
  	public class WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility
--- 31,36 ----
  	/// <summary>
  	/// Implements IBruteForceOptimizableParametersManager using weights
! 	/// to normalize not only the portfolio's tickers volatility,
! 	/// but the driving positions volatility too
  	/// </summary>
  	public class WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility
***************
*** 45,49 ****
  			DateTime firstOptimizationDate ,
  			DateTime lastOptimizationDate ,
! 			int numberOfDrivingPositions ) :
  			base( eligibleTickersForDrivingPositions ,
  			portfolioLongTicker ,
--- 47,52 ----
  			DateTime firstOptimizationDate ,
  			DateTime lastOptimizationDate ,
! 			int numberOfDrivingPositions ,
! 			IEquityEvaluator equityEvaluator ) :
  			base( eligibleTickersForDrivingPositions ,
  			portfolioLongTicker ,
***************
*** 51,55 ****
  			firstOptimizationDate ,
  			lastOptimizationDate ,
! 			numberOfDrivingPositions )
  		{
  		}
--- 54,59 ----
  			firstOptimizationDate ,
  			lastOptimizationDate ,
! 			numberOfDrivingPositions ,
! 			equityEvaluator)
  		{
  		}