[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs, 1.9, 1.10

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

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();