[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv3978/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager

Modified Files:
	WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.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: WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager/WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs	3 Nov 2006 16:35:46 -0000	1.3
--- WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility.cs	15 Aug 2007 19:26:46 -0000	1.4
***************
*** 24,27 ****
--- 24,28 ----
  
  using QuantProject.ADT.Statistics;
+ using QuantProject.Business.Strategies;
  using QuantProject.Business.Strategies.EquityEvaluation;