[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagChosenTickers.cs, 1.8, 1.9

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20322/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagChosenTickers.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: WFLagChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagChosenTickers.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** WFLagChosenTickers.cs	8 Oct 2006 16:08:30 -0000	1.8
--- WFLagChosenTickers.cs	3 Nov 2006 16:39:48 -0000	1.9
***************
*** 29,32 ****
--- 29,33 ----
  using QuantProject.ADT.Optimizing.Genetic;
  using QuantProject.Business.Strategies;
+ using QuantProject.Business.Strategies.EquityEvaluation;
  using QuantProject.Business.Timing;
  
***************
*** 50,53 ****
--- 51,55 ----
  		protected int generationNumberForGeneticOptimizer;
  		protected int populationSizeForGeneticOptimizer;
+ 		protected IEquityEvaluator equityEvaluator;
  
  		private WeightedPositions drivingWeightedPositions;
***************
*** 112,116 ****
  			IEndOfDayTimer endOfDayTimer ,
  			int generationNumberForGeneticOptimizer ,
! 			int populationSizeForGeneticOptimizer
  			)
  		{
--- 114,119 ----
  			IEndOfDayTimer endOfDayTimer ,
  			int generationNumberForGeneticOptimizer ,
! 			int populationSizeForGeneticOptimizer ,
! 			IEquityEvaluator equityEvaluator
  			)
  		{
***************
*** 124,127 ****
--- 127,131 ----
  			this.populationSizeForGeneticOptimizer =
  				populationSizeForGeneticOptimizer;
+ 			this.equityEvaluator = equityEvaluator;
  		}
  
***************
*** 176,179 ****
--- 180,184 ----
  				this.numberOfDrivingPositions ,
  				this.numberOfPositionsToBeChosen ,
+ 				this.equityEvaluator ,
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
  
***************
*** 222,226 ****
  				this.lastOptimizationDate ,
  				this.numberOfDrivingPositions ,
! 				this.numberOfPositionsToBeChosen );
  
  			BruteForceOptimizer bruteForceOptimizer = new BruteForceOptimizer(
--- 227,232 ----
  				this.lastOptimizationDate ,
  				this.numberOfDrivingPositions ,
! 				this.numberOfPositionsToBeChosen ,
! 				this.equityEvaluator );
  
  			BruteForceOptimizer bruteForceOptimizer = new BruteForceOptimizer(
***************
*** 286,290 ****
  				this.firstOptimizationDate ,
  				this.lastOptimizationDate ,
! 				this.numberOfDrivingPositions );
  
  			BruteForceOptimizer bruteForceOptimizer = new BruteForceOptimizer(
--- 292,297 ----
  				this.firstOptimizationDate ,
  				this.lastOptimizationDate ,
! 				this.numberOfDrivingPositions ,
! 				this.equityEvaluator );
  
  			BruteForceOptimizer bruteForceOptimizer = new BruteForceOptimizer(
***************
*** 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
--- 322,331 ----
  //			this.setWeightedPositions_usingTheBruteForceOptimizer(
  //				eligibleTickers );
! 			this.setWeightedPositions_withFixedPortfolio(
! 				eligibleTickers , "SPY" , "IWM" );
  //			this.setWeightedPositions_withFixedPortfolio(
  //				eligibleTickers , "XLF" , "SMH" );
! //			this.setWeightedPositions_withFixedPortfolio(
! //				eligibleTickers , "QQQQ" , "SPY" );
  		}
  		#endregion