[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger WFLagChosenPositions.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv11395/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger

Modified Files:
	WFLagChosenPositions.cs 
Log Message:
A new constructor has been added:

public WFLagChosenPositions( WFLagWeightedPositions wFLagWeightedPositions , DateTime lastOptimizationDate )


Index: WFLagChosenPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagChosenPositions.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** WFLagChosenPositions.cs	18 Feb 2007 01:03:36 -0000	1.4
--- WFLagChosenPositions.cs	1 Aug 2007 23:13:54 -0000	1.5
***************
*** 93,96 ****
--- 93,107 ----
  			this.lastOptimizationDate = lastOptimizationDate;
  		}
+ 		public WFLagChosenPositions( WFLagWeightedPositions wFLagWeightedPositions ,
+ 			DateTime lastOptimizationDate )
+ 		{
+ 			//			this.drivingPositions =
+ 			//				this.copy( wFLagChosenTickers.DrivingWeightedPositions );
+ 			//			this.portfolioPositions =
+ 			//				this.copy( wFLagChosenTickers.PortfolioWeightedPositions );
+ 			this.drivingWeightedPositions = wFLagWeightedPositions.DrivingWeightedPositions;
+ 			this.portfolioWeightedPositions = wFLagWeightedPositions.PortfolioWeightedPositions;
+ 			this.lastOptimizationDate = lastOptimizationDate;
+ 		}
  
  		public WFLagChosenPositions( WeightedPositions drivingWeightedPositions ,