[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs,
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glauco_1
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From: Glauco S. <gla...@us...> - 2007-08-07 16:56:09
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv24466/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: WFLagMain.cs Log Message: SignedTickers class is now used, instead of string arrays Index: WFLagMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v retrieving revision 1.9 retrieving revision 1.10 diff -C2 -d -r1.9 -r1.10 *** WFLagMain.cs 24 Jun 2007 21:36:59 -0000 1.9 --- WFLagMain.cs 7 Aug 2007 16:56:01 -0000 1.10 *************** *** 27,30 **** --- 27,31 ---- using System.Windows.Forms; + using QuantProject.Business.Strategies; using QuantProject.Presentation; using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WeightedPositionsChoosers; *************** *** 143,153 **** 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(); --- 144,154 ---- wFLagWeightedPositionsChooser = new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio( ! 4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" , new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() , ! 10000 , 30 ); new RunWalkForwardLag( "DrvPstns" , 200 , ! wFLagWeightedPositionsChooser , 7 , new DateTime( 2001 , 1 , 1 ) , ! new DateTime( 2001 , 1 , 19 ) , 0.5 ).Run(); |