[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger

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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16843/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger

Modified Files:
	WFLagDebugGenome.cs 
Log Message:
Since the type WFLagChosenPositions has been removed from qP, the code has been changed so that the new constructor is
WFLagDebugGenome( WFLagWeightedPositions wFLagWeightedPositions , DateTime lastOptimizationDate , int inSampleDays , string benchmark )
it was
WFLagDebugGenome( WFLagChosenPositions wFLagChosenPositions , int inSampleDays , string benchmark )
in the previous version

Index: WFLagDebugGenome.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugGenome.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** WFLagDebugGenome.cs	30 Jul 2006 13:43:42 -0000	1.4
--- WFLagDebugGenome.cs	28 Oct 2007 19:06:59 -0000	1.5
***************
*** 19,23 ****
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
! */
  
  using System;
--- 19,23 ----
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
!  */
  
  using System;
***************
*** 37,43 ****
  	public class WFLagDebugGenome : System.Windows.Forms.Form
  	{
  		int inSampleDays;
  		string benchmark;
! 		WFLagChosenPositions wFLagChosenPositions;
  		
  		private WFLagChosenPositionsDebugInfo wFLagChosenPositionsDebugInfo;
--- 37,44 ----
  	public class WFLagDebugGenome : System.Windows.Forms.Form
  	{
+ 		DateTime lastOptimizationDate;
  		int inSampleDays;
  		string benchmark;
! 		WFLagWeightedPositions wFLagWeightedPositions;
  		
  		private WFLagChosenPositionsDebugInfo wFLagChosenPositionsDebugInfo;
***************
*** 64,69 ****
  		private System.ComponentModel.Container components = null;
  
! 		public WFLagDebugGenome( WFLagChosenPositions wFLagChosenPositions ,
! 			int inSampleDays , string benchmark )
  		{
  			//
--- 65,71 ----
  		private System.ComponentModel.Container components = null;
  
! 		public WFLagDebugGenome( WFLagWeightedPositions wFLagWeightedPositions ,
! 		                        DateTime lastOptimizationDate ,
! 		                        int inSampleDays , string benchmark )
  		{
  			//
***************
*** 75,81 ****
  			// TODO: Add any constructor code after InitializeComponent call
  			//
  			this.inSampleDays = inSampleDays;
  			this.benchmark = benchmark;
! 			this.wFLagChosenPositions = wFLagChosenPositions;
  		}
  
--- 77,84 ----
  			// TODO: Add any constructor code after InitializeComponent call
  			//
+ 			this.lastOptimizationDate = lastOptimizationDate;
  			this.inSampleDays = inSampleDays;
  			this.benchmark = benchmark;
! 			this.wFLagWeightedPositions = wFLagWeightedPositions;
  		}
  
***************
*** 207,220 ****
  			this.ClientSize = new System.Drawing.Size(616, 437);
  			this.Controls.AddRange(new System.Windows.Forms.Control[] {
! 																																	this.dataGridPortfolioPositions,
! 																																	this.dataGridDrivingPositions,
! 																																	this.labelPortfolioPositions,
! 																																	this.labelDrivingPositions,
! 																																	this.PreSampleDays,
! 																																	this.testPreSample,
! 																																	this.PostSampleDays,
! 																																	this.TestPostSample,
! 																																	this.TestInSample,
! 																																	this.TestPreInSampleAndPost});
  			this.Name = "WFLagDebugGenome";
  			this.Text = "WFLagDebugGenome";
--- 210,223 ----
  			this.ClientSize = new System.Drawing.Size(616, 437);
  			this.Controls.AddRange(new System.Windows.Forms.Control[] {
! 			                       	this.dataGridPortfolioPositions,
! 			                       	this.dataGridDrivingPositions,
! 			                       	this.labelPortfolioPositions,
! 			                       	this.labelDrivingPositions,
! 			                       	this.PreSampleDays,
! 			                       	this.testPreSample,
! 			                       	this.PostSampleDays,
! 			                       	this.TestPostSample,
! 			                       	this.TestInSample,
! 			                       	this.TestPreInSampleAndPost});
  			this.Name = "WFLagDebugGenome";
  			this.Text = "WFLagDebugGenome";
***************
*** 236,240 ****
  		{
  			DateTime preSampleLastDateTime =
! 				this.wFLagChosenPositions.LastOptimizationDate.AddDays( -this.inSampleDays );
  			return preSampleLastDateTime;
  		}
--- 239,244 ----
  		{
  			DateTime preSampleLastDateTime =
! 				this.lastOptimizationDate.AddDays(
! 					-this.inSampleDays );
  			return preSampleLastDateTime;
  		}
***************
*** 273,277 ****
  //		}
  		private void run( DateTime inSampleLastDateTime ,
! 			int preSampleDays , int inSampleDays , int postSampleDays )
  		{
  //			WFLagChosenPositions wFLagChosenPositions =
--- 277,281 ----
  //		}
  		private void run( DateTime inSampleLastDateTime ,
! 		                 int preSampleDays , int inSampleDays , int postSampleDays )
  		{
  //			WFLagChosenPositions wFLagChosenPositions =
***************
*** 279,286 ****
  //				this.transactionDateTime );
  			WFLagDebugPositions wFLagDebugPositions =
! 				new WFLagDebugPositions( this.wFLagChosenPositions ,
! 				inSampleLastDateTime , preSampleDays ,
! 				inSampleDays , postSampleDays ,
! 				this.benchmark );
  			wFLagDebugPositions.Run();
  		}
--- 283,290 ----
  //				this.transactionDateTime );
  			WFLagDebugPositions wFLagDebugPositions =
! 				new WFLagDebugPositions( this.wFLagWeightedPositions ,
! 				                        inSampleLastDateTime , preSampleDays ,
! 				                        inSampleDays , postSampleDays ,
! 				                        this.benchmark );
  			wFLagDebugPositions.Run();
  		}
***************
*** 288,312 ****
  		{
  			WFLagDebugPositions wFLagDebugPositions =
! 				new WFLagDebugPositions( this.wFLagChosenPositions ,
! 				this.wFLagChosenPositions.LastOptimizationDate , 30 ,
! 				this.inSampleDays ,
! 				Convert.ToInt32(  this.PostSampleDays.Text ) ,
! 				this.benchmark );
  			wFLagDebugPositions.Run();
  		}
  
  		private void TestInSample_Click(object sender, System.EventArgs e)
! 		{		
  			WFLagDebugPositions wFLagDebugPositions =
! 				new WFLagDebugPositions( this.wFLagChosenPositions ,
! 				this.wFLagChosenPositions.LastOptimizationDate , 0 ,
! 				this.inSampleDays , 0 ,
! 				this.benchmark );
  			wFLagDebugPositions.Run();
  		}
  		private void TestPostSample_Click(object sender, System.EventArgs e)
  		{
! 			this.run( this.wFLagChosenPositions.LastOptimizationDate ,
! 				0 , 0 , this.getPostSampleDays() );
  		}
  
--- 292,316 ----
  		{
  			WFLagDebugPositions wFLagDebugPositions =
! 				new WFLagDebugPositions( this.wFLagWeightedPositions ,
! 				                        this.lastOptimizationDate , 30 ,
! 				                        this.inSampleDays ,
! 				                        Convert.ToInt32(  this.PostSampleDays.Text ) ,
! 				                        this.benchmark );
  			wFLagDebugPositions.Run();
  		}
  
  		private void TestInSample_Click(object sender, System.EventArgs e)
! 		{
  			WFLagDebugPositions wFLagDebugPositions =
! 				new WFLagDebugPositions( this.wFLagWeightedPositions ,
! 				                        this.lastOptimizationDate , 0 ,
! 				                        this.inSampleDays , 0 ,
! 				                        this.benchmark );
  			wFLagDebugPositions.Run();
  		}
  		private void TestPostSample_Click(object sender, System.EventArgs e)
  		{
! 			this.run( this.lastOptimizationDate ,
! 			         0 , 0 , this.getPostSampleDays() );
  		}
  
***************
*** 316,326 ****
  			{
  				this.run( this.getPreSampleLastDateTime() ,
! 					0 , this.getPreSampleDays() , 0 );
  			}
  			catch( MissingQuoteException ex )
  			{
  				MessageBox.Show( "The pre sample backtest cannot be " +
! 					"performed, because there are missing quotes.\n" +
! 					ex.Message );
  			}
  		}
--- 320,330 ----
  			{
  				this.run( this.getPreSampleLastDateTime() ,
! 				         0 , this.getPreSampleDays() , 0 );
  			}
  			catch( MissingQuoteException ex )
  			{
  				MessageBox.Show( "The pre sample backtest cannot be " +
! 				                "performed, because there are missing quotes.\n" +
! 				                ex.Message );
  			}
  		}
***************
*** 329,333 ****
  		{
  			ArrayList drivingWeightedPositions =
! 				new ArrayList( this.wFLagChosenPositions.DrivingWeightedPositions.Values );
  			this.dataGridDrivingPositions.DataSource = drivingWeightedPositions;
  		}
--- 333,337 ----
  		{
  			ArrayList drivingWeightedPositions =
! 				new ArrayList( this.wFLagWeightedPositions.DrivingWeightedPositions.Values );
  			this.dataGridDrivingPositions.DataSource = drivingWeightedPositions;
  		}
***************
*** 335,339 ****
  		{
  			ArrayList portfolioWeightedPositions =
! 				new ArrayList( this.wFLagChosenPositions.PortfolioWeightedPositions.Values );
  			this.dataGridPortfolioPositions.DataSource = portfolioWeightedPositions;
  		}
--- 339,343 ----
  		{
  			ArrayList portfolioWeightedPositions =
! 				new ArrayList( this.wFLagWeightedPositions.PortfolioWeightedPositions.Values );
  			this.dataGridPortfolioPositions.DataSource = portfolioWeightedPositions;
  		}

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger WFLagDebugGenome.cs, 1.4, 1.5