[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv28404/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagMain.cs 
Log Message:
The code has been changed to test a WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio object.

Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** WFLagMain.cs	18 Feb 2007 00:57:34 -0000	1.7
--- WFLagMain.cs	11 Jun 2007 17:53:29 -0000	1.8
***************
*** 28,31 ****
--- 28,32 ----
  
  using QuantProject.Presentation;
+ using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WeightedPositionsChoosers;
  using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WFLagDebugger;
  
***************
*** 140,147 ****
  				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();
  
--- 141,153 ----
  				4 , new string[]{ "IWM" , "SPY" } ,	100 , "EWQ" ,
  				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() );
+ 			wFLagWeightedPositionsChooser =
+ 				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
+ 				4 , new string[]{ "IWM" , "SPY" } ,	100 , "EWQ" ,
+ 				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ,
+ 				1000 , 15 );
  			new RunWalkForwardLag( "DrvPstns" , 200 ,
! 				wFLagWeightedPositionsChooser ,	13 ,
  				new DateTime( 2001 , 1 , 1 ) ,
! 				new DateTime( 2001 , 1 , 8 ) ,
  				0.5 ).Run();