[Quantproject-developers] QuantProject/b91_QuantProject Main.cs, 1.15, 1.16

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

Update of /cvsroot/quantproject/QuantProject/b91_QuantProject
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv2503/b91_QuantProject

Modified Files:
	Main.cs 
Log Message:
The RunOneRank is the default script now, so:
- now the solution compiles without errors
- the script works fine with the minimized database (^GSPC and MSFT quotes are just required)

Index: Main.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b91_QuantProject/Main.cs,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** Main.cs	10 Jun 2005 18:45:45 -0000	1.15
--- Main.cs	6 Dec 2006 16:10:40 -0000	1.16
***************
*** 48,52 ****
  	public class Principale : System.Windows.Forms.Form
  	{
!     public static RunEfficientPorfolio runEfficientPortfolio;
  		
  		private System.Windows.Forms.MainMenu mainMenu1;
--- 48,52 ----
  	public class Principale : System.Windows.Forms.Form
  	{
! //    public static RunEfficientPorfolio runEfficientPortfolio;
  		
  		private System.Windows.Forms.MainMenu mainMenu1;
***************
*** 304,313 ****
  											        0.0, PortfolioType.ShortAndLong, 2);*/
                                
!     	QuantProject.Principale.Principale.runEfficientPortfolio = 
!     		new RunTestOptimizedCTOPorfolio("Test",150,5,45,10,50000,
! 											        "^SPX",
! 											        new DateTime(2004,3,1),
! 											        new DateTime(2004,3,1).AddDays(45),
! 											        0.0005, PortfolioType.ShortAndLong, 12);
                                
      		/*new RunTestOptimizedCTCPortfolio("Test",150,6,90,10,20000,
--- 304,313 ----
  											        0.0, PortfolioType.ShortAndLong, 2);*/
                                
! //    	QuantProject.Principale.Principale.runEfficientPortfolio = 
! //    		new RunTestOptimizedCTOPorfolio("Test",150,5,45,10,50000,
! //											        "^SPX",
! //											        new DateTime(2004,3,1),
! //											        new DateTime(2004,3,1).AddDays(45),
! //											        0.0005, PortfolioType.ShortAndLong, 12);
                                
      		/*new RunTestOptimizedCTCPortfolio("Test",150,6,90,10,20000,
***************
*** 318,322 ****
          	                        				PortfolioType.ShortAndLong, 0.50, 10);*/
      		                                 
!     	QuantProject.Principale.Principale.runEfficientPortfolio.Run();
   /*     QuantProject.Principale.Principale.runEfficientPortfolio = 
          new RunTestOptimizedCTOPorfolio("Test",150,6,45,10,150000,
--- 318,322 ----
          	                        				PortfolioType.ShortAndLong, 0.50, 10);*/
      		                                 
! //    	QuantProject.Principale.Principale.runEfficientPortfolio.Run();
   /*     QuantProject.Principale.Principale.runEfficientPortfolio = 
          new RunTestOptimizedCTOPorfolio("Test",150,6,45,10,150000,
***************
*** 407,411 ****
        catch ( Exception ex )
        {
!       	QuantProject.Principale.Principale.runEfficientPortfolio.SaveScriptResults();
        	writeExceptionToLogFile(ex);
        }
--- 407,411 ----
        catch ( Exception ex )
        {
! //      	QuantProject.Principale.Principale.runEfficientPortfolio.SaveScriptResults();
        	writeExceptionToLogFile(ex);
        }
***************
*** 421,429 ****
  	      w.WriteLine("{0} {1}", DateTime.Now.ToLongDateString(),
  	                  DateTime.Now.ToLocalTime());
! 	      w.Write("\r\nScript name: {0}",
! 	              QuantProject.Principale.Principale.runEfficientPortfolio.ScriptName );
! 	      w.Write("\r\nTimer date: {0}",
! 	              QuantProject.Principale.Principale.runEfficientPortfolio.TimerLastDate.ToLongDateString() );
! 	      
  	      w.WriteLine("\n  :{0}", ex.ToString());
  	      w.WriteLine("\n  :{0}", ex.StackTrace.ToString());
--- 421,429 ----
  	      w.WriteLine("{0} {1}", DateTime.Now.ToLongDateString(),
  	                  DateTime.Now.ToLocalTime());
! //	      w.Write("\r\nScript name: {0}",
! //	              QuantProject.Principale.Principale.runEfficientPortfolio.ScriptName );
! //	      w.Write("\r\nTimer date: {0}",
! //	              QuantProject.Principale.Principale.runEfficientPortfolio.TimerLastDate.ToLongDateString() );
! //	      
  	      w.WriteLine("\n  :{0}", ex.ToString());
  	      w.WriteLine("\n  :{0}", ex.StackTrace.ToString());
***************
*** 458,462 ****
  	//new RunWalkForwardOneRank().Run();			
          
! 				//new RunOneRank().Run();
          //new RunEfficientCTCPorfolio("Test",400,5,90,10,10000,
          //	                         	"^SPX",
--- 458,462 ----
  	//new RunWalkForwardOneRank().Run();			
          
! 				new RunOneRank().Run();
          //new RunEfficientCTCPorfolio("Test",400,5,90,10,10000,
          //	                         	"^SPX",
***************
*** 466,470 ****
          
          //this.Close();
!         runMilloScripts();
          
          //new RunEfficientCTOPorfolio("Test",200,5,60,2,500, "^SPX",
--- 466,470 ----
          
          //this.Close();
! //        runMilloScripts();
          
          //new RunEfficientCTOPorfolio("Test",200,5,60,2,500, "^SPX",