[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/W
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From: Glauco S. <gla...@us...> - 2007-08-07 16:53:26
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23524/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions Modified Files: WFLagDebugPositions.cs Log Message: - SignedTicker class is now used, instead of plain text strings Index: WFLagDebugPositions.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions/WFLagDebugPositions.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** WFLagDebugPositions.cs 30 Jul 2006 13:41:48 -0000 1.4 --- WFLagDebugPositions.cs 7 Aug 2007 16:53:21 -0000 1.5 *************** *** 129,135 **** double valueForEachPosition = 30000 / positions.Count; ! foreach( string signedTicker in positions ) { ! string ticker = SignedTicker.GetTicker( signedTicker ); EndOfDayDateTime endOfDayDateTime = new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose ); --- 129,136 ---- double valueForEachPosition = 30000 / positions.Count; ! foreach( string stringForSignedTicker in positions ) { ! SignedTicker signedTicker = new SignedTicker( stringForSignedTicker ); ! string ticker = signedTicker.Ticker; EndOfDayDateTime endOfDayDateTime = new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose ); *************** *** 138,142 **** ticker , endOfDayDateTime ); double virtualQuantity = valueForEachPosition / tickerQuote; ! if ( SignedTicker.IsShort( signedTicker ) ) virtualQuantity = -virtualQuantity; virtualQuantities.Add( ticker , virtualQuantity ); --- 139,143 ---- ticker , endOfDayDateTime ); double virtualQuantity = valueForEachPosition / tickerQuote; ! if ( signedTicker.IsShort ) virtualQuantity = -virtualQuantity; virtualQuantities.Add( ticker , virtualQuantity ); |