[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs, 1.12, 1.13

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv26444/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagMain.cs 
Log Message:
A few new script invokers have been added

Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** WFLagMain.cs	14 Aug 2007 14:52:49 -0000	1.12
--- WFLagMain.cs	7 Oct 2007 13:32:01 -0000	1.13
***************
*** 30,33 ****
--- 30,34 ----
  using QuantProject.Presentation;
  using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WeightedPositionsChoosers;
+ using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WeightedPositionsChoosers.Decoding;
  using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WFLagDebugger;
  
***************
*** 139,165 ****
  			// QQQQ vs SPY
  			IWFLagWeightedPositionsChooser wFLagWeightedPositionsChooser =
! 				new WFLagBruteForceFixedPortfolioWeightedPositionsChooser(
! 				4 , new string[]{ "IWM" , "-SPY" } , 100 , "EWQ" ,
! 				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() );
! 			wFLagWeightedPositionsChooser =
  				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
  				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
  				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 );
! 			wFLagWeightedPositionsChooser =
! 				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
! 				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! 				new QuantProject.Business.Strategies.EquityEvaluation.ExpectancyScore() ,
! 				10000 , 30 );
  			new RunWalkForwardLag( "DrvPstns" , 200 ,
  				wFLagWeightedPositionsChooser ,	7 ,
! 				new DateTime( 2001 , 1 , 1 ) ,
! 				new DateTime( 2001 , 1 , 19 ) ,
! 				0.5 ).Run();
  
  //			new RunWalkForwardLag( "DrvPstns" , 500 ,
--- 140,170 ----
  			// QQQQ vs SPY
  			IWFLagWeightedPositionsChooser wFLagWeightedPositionsChooser =
! //				new WFLagBruteForceFixedPortfolioWeightedPositionsChooser(
! //				4 , new string[]{ "IWM" , "-SPY" } , 100 , "EWQ" ,
! //				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() );
! //			wFLagWeightedPositionsChooser =
  				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
  				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
  				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 );
  			wFLagWeightedPositionsChooser =
! 				new WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving(
! 				3 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! 				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() );
! //			new RunWalkForwardLag( "DrvPstns" , 200 ,
! //				wFLagWeightedPositionsChooser ,	7 ,
! //				new DateTime( 2001 , 1 , 1 ) ,
! //				new DateTime( 2001 , 1 , 8 ) ,
! //				0.5 ).Run();
  			new RunWalkForwardLag( "DrvPstns" , 200 ,
  				wFLagWeightedPositionsChooser ,	7 ,
! 				new DateTime( 2001 , 1 , 4 ) ,
! 				new DateTime( 2001 , 1 , 9 ) ,
! 				0.2 ).Run();
  
  //			new RunWalkForwardLag( "DrvPstns" , 500 ,