[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs, 1.10, 1.11

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv31554/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagMain.cs 
Log Message:
The SharpeRatio equity evaluator is invoked, in this revision

Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** WFLagMain.cs	7 Aug 2007 16:56:01 -0000	1.10
--- WFLagMain.cs	11 Aug 2007 20:00:46 -0000	1.11
***************
*** 147,150 ****
--- 147,155 ----
  				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ,
  				10000 , 30 );
+ 			wFLagWeightedPositionsChooser =
+ 				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
+ 				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
+ 				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
+ 				10000 , 30 );
  			new RunWalkForwardLag( "DrvPstns" , 200 ,
  				wFLagWeightedPositionsChooser ,	7 ,