[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10431/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagMain.cs 
Log Message:
Better OO approach now: an IWFLagWeightedPositionChooser interface has been introduced.
Now it will be easier to move both from a strategy to another, and from an optimization technique to another

Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** WFLagMain.cs	3 Nov 2006 16:32:53 -0000	1.6
--- WFLagMain.cs	18 Feb 2007 00:57:34 -0000	1.7
***************
*** 136,146 ****
  			// XLF vs SMH
  			// QQQQ vs SPY
! 			new RunWalkForwardLag( "DrvPstns" , 500 ,
! 				4 , 2 , 200 , 13 , 9 , 100 , "EWQ" ,
! 				new DateTime( 2002 , 1 , 1 ) ,
! 				new DateTime( 2003 , 12 , 31 ) ,
! 				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ,
! 				8.5 ).Run();
  
  			//			new RunWalkForwardLag( "ib_etf" , 500 ,
  //				4 , 4 , 250 , 2 , 15 , 30000 , "EWQ" ,
--- 136,156 ----
  			// XLF vs SMH
  			// QQQQ vs SPY
! 			IWFLagWeightedPositionsChooser wFLagWeightedPositionsChooser =
! 				new WFLagBruteForceFixedPortfolioWeightedPositionsChooser(
! 				4 , new string[]{ "IWM" , "SPY" } ,	100 , "EWQ" ,
! 				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() );
! 			new RunWalkForwardLag( "DrvPstns" , 200 ,
! 				wFLagWeightedPositionsChooser ,	9 ,
! 				new DateTime( 2001 , 1 , 1 ) ,
! 				new DateTime( 2001 , 6 , 1 ) ,
! 				0.5 ).Run();
  
+ //			new RunWalkForwardLag( "DrvPstns" , 500 ,
+ //				4 , 2 , 365 , 13 , 9 , 100 , "EWQ" ,
+ //				new DateTime( 2002 , 1 , 1 ) ,
+ //				new DateTime( 2003 , 12 , 31 ) ,
+ //				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ,
+ //				13 ).Run();
+ //
  			//			new RunWalkForwardLag( "ib_etf" , 500 ,
  //				4 , 4 , 250 , 2 , 15 , 30000 , "EWQ" ,