[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
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glauco_1
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From: Glauco S. <gla...@us...> - 2007-08-07 16:52:55
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23121/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger Modified Files: WFLagChosenPositions.cs Log Message: - SignedTicker class is now used, instead of plain text strings Index: WFLagChosenPositions.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagChosenPositions.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** WFLagChosenPositions.cs 1 Aug 2007 23:13:54 -0000 1.5 --- WFLagChosenPositions.cs 7 Aug 2007 16:52:48 -0000 1.6 *************** *** 242,249 **** #region setWeightedPositionsFromQPHashtables private double getWeightedPositions_getWeight( ! double absoluteWeightForEachPosition , string signedTicker ) { double weight = absoluteWeightForEachPosition; ! if ( SignedTicker.IsShort( signedTicker ) ) weight = - absoluteWeightForEachPosition; return weight; --- 242,249 ---- #region setWeightedPositionsFromQPHashtables private double getWeightedPositions_getWeight( ! double absoluteWeightForEachPosition , SignedTicker signedTicker ) { double weight = absoluteWeightForEachPosition; ! if ( signedTicker.IsShort ) weight = - absoluteWeightForEachPosition; return weight; *************** *** 259,263 **** { weights[ i ] = this.getWeightedPositions_getWeight( ! absoluteWeightForEachPosition , signedTicker ); tickers[ i ] = SignedTicker.GetTicker( signedTicker ); i++; --- 259,263 ---- { weights[ i ] = this.getWeightedPositions_getWeight( ! absoluteWeightForEachPosition , new SignedTicker( signedTicker ) ); tickers[ i ] = SignedTicker.GetTicker( signedTicker ); i++; |