[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager WFLagBruteForceOptimizableParametersManager.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-serv20742/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager

Modified Files:
	WFLagBruteForceOptimizableParametersManager.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: WFLagBruteForceOptimizableParametersManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager/WFLagBruteForceOptimizableParametersManager.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WFLagBruteForceOptimizableParametersManager.cs	8 Oct 2006 16:12:01 -0000	1.2
--- WFLagBruteForceOptimizableParametersManager.cs	3 Nov 2006 16:40:20 -0000	1.3
***************
*** 26,29 ****
--- 26,30 ----
  using QuantProject.ADT.Optimizing.BruteForce;
  using QuantProject.ADT.Statistics.Combinatorial;
+ using QuantProject.Business.Strategies.EquityEvaluation;
  
  namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag
***************
*** 46,49 ****
--- 47,51 ----
  		protected DataTable eligibleTickersForDrivingPositions;
  		protected DataTable eligibleTickersForPortfolioPositions;
+ 		private IEquityEvaluator equityEvaluator;
  
  		public WFLagBruteForceOptimizableParametersManager(
***************
*** 53,57 ****
  			DateTime lastOptimizationDate ,
  			int numberOfDrivingPositions ,
! 			int numberOfPortfolioPositions )
  		{
  			this.eligibleTickersForDrivingPositions =
--- 55,60 ----
  			DateTime lastOptimizationDate ,
  			int numberOfDrivingPositions ,
! 			int numberOfPortfolioPositions ,
! 			IEquityEvaluator equityEvaluator )
  		{
  			this.eligibleTickersForDrivingPositions =
***************
*** 61,64 ****
--- 64,68 ----
  			this.numberOfDrivingPositions = numberOfDrivingPositions;
  			this.numberOfPortfolioPositions = numberOfPortfolioPositions;
+ 			this.equityEvaluator = equityEvaluator;
  			this.drivingCombination = new Combination(
  				- eligibleTickersForDrivingPositions.Rows.Count ,
***************
*** 76,79 ****
--- 80,84 ----
  				numberOfDrivingPositions ,
  				numberOfPortfolioPositions ,
+ 				this.equityEvaluator ,
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
  		}