[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination FixedLevelO
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From: Marco M. <mi...@us...> - 2007-08-30 18:15:41
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv22854/b7_Scripts/WalkForwardTesting/LinearCombination Modified Files: FixedLevelOscillatorPVOStrategy.cs Log Message: Fixed bug in FixedLevelOscillatorPVOStrategy, the class that is used for performing the PVO strategy on logged PVO genomes Index: FixedLevelOscillatorPVOStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/FixedLevelOscillatorPVOStrategy.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** FixedLevelOscillatorPVOStrategy.cs 29 Aug 2007 09:43:36 -0000 1.5 --- FixedLevelOscillatorPVOStrategy.cs 30 Aug 2007 18:15:37 -0000 1.6 *************** *** 43,51 **** public FixedLevelOscillatorPVOStrategy( Account accountPVO , ! WeightedPositions weightedPositions, double oversoldThreshold, double overboughtThreshold, int numDaysForOscillatingPeriod): ! base("", 0, weightedPositions.Count, 0, accountPVO, 0,0, --- 43,51 ---- public FixedLevelOscillatorPVOStrategy( Account accountPVO , ! WeightedPositions chosenWeightedPositions, double oversoldThreshold, double overboughtThreshold, int numDaysForOscillatingPeriod): ! base("", 0, chosenWeightedPositions.Count, 0, accountPVO, 0,0, *************** *** 65,73 **** } - protected override void marketCloseEventHandler_closePositionsIfNeeded() - { - - } - protected override double getCurrentChosenWeightedPositionsValue(IndexBasedEndOfDayTimer timer) { --- 65,68 ---- |