[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositio
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From: Glauco S. <gla...@us...> - 2007-10-28 18:47:01
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv8122/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers Modified Files: IWFLagWeightedPositionsChooser.cs Log Message: - WFLagChosenPositions' property type has been changed from WFLagChosenPositions to WFLagWeightedPositions - the property GenerationWhenChosenPositionsWereFound has been added Index: IWFLagWeightedPositionsChooser.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/IWFLagWeightedPositionsChooser.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** IWFLagWeightedPositionsChooser.cs 11 Jun 2007 17:39:04 -0000 1.2 --- IWFLagWeightedPositionsChooser.cs 28 Oct 2007 18:46:57 -0000 1.3 *************** *** 41,48 **** WFLagEligibleTickers eligibleTickersForPortfolioPositions , EndOfDayDateTime now ); ! WFLagChosenPositions WFLagChosenPositions { get; } int NumberOfDrivingPositions { get; } int NumberOfPortfolioPositions { get; } int NumberDaysForInSampleOptimization { get; } string Benchmark { get; } // TO DO: remove this one from the interface } --- 41,53 ---- WFLagEligibleTickers eligibleTickersForPortfolioPositions , EndOfDayDateTime now ); ! WFLagWeightedPositions WFLagChosenPositions { get; } int NumberOfDrivingPositions { get; } int NumberOfPortfolioPositions { get; } int NumberDaysForInSampleOptimization { get; } + /// <summary> + /// If the chooser doesn't use a genetic optimizer, this property + /// is meaningless, thus it will be set to a negative number + /// </summary> + int GenerationWhenChosenPositionsWereFound { get; } string Benchmark { get; } // TO DO: remove this one from the interface } |