[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv3876/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager

Modified Files:
	WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs 
Log Message:
The WeigthedPositions class has been moved from the QuantProject.Scripts.WalkForwardTesting.WalkForwardLag namespace to the QuantProject.Business.Strategies namespace.
The WalkForwardTesting\WalkForwardLag\WeightedPositions.cs file has been moved from the b7_scripts project, to a2_Strategies\WeightedPositions.cs, in the b4_business project.

Index: WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager/WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs	3 Nov 2006 16:37:17 -0000	1.2
--- WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility.cs	15 Aug 2007 19:26:12 -0000	1.3
***************
*** 25,28 ****
--- 25,29 ----
  
  using QuantProject.ADT.Statistics;
+ using QuantProject.Business.Strategies;
  using QuantProject.Business.Strategies.EquityEvaluation;