[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagEndOfDayT
Brought to you by:
glauco_1
|
From: Glauco S. <gla...@us...> - 2007-10-28 19:19:03
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv22236/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: WFLagEndOfDayTimerHandler.cs Log Message: A WFLagLogItem object is now rised up with a WFLagNewChosenPositionsEventArgs event argument Index: WFLagEndOfDayTimerHandler.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagEndOfDayTimerHandler.cs,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** WFLagEndOfDayTimerHandler.cs 11 Jun 2007 17:52:04 -0000 1.8 --- WFLagEndOfDayTimerHandler.cs 28 Oct 2007 19:18:59 -0000 1.9 *************** *** 33,36 **** --- 33,37 ---- using QuantProject.Business.Timing; using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WeightedPositionsChoosers; + using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WFLagDebugger; *************** *** 377,392 **** this.eligibleTickers.EligibleTickers.Rows.Count; RunWalkForwardLag.WriteToTextLog( outputMessage ); - // Console.WriteLine( "Number of Eligible tickers: " + - // this.eligibleTickers.EligibleTickers.Rows.Count ); - // this.chosenTickers.SetWeightedPositions( this.eligibleTickers , - // this.account.EndOfDayTimer.GetCurrentTime() ); this.wFLagWeightedPositionsChooser.ChosePositions( this.eligibleTickers , this.eligibleTickers , ! this.account.EndOfDayTimer.GetCurrentTime() ); this.arePositionsUpToDateWithChosenTickers = false; ! this.NewChosenPositions( this , ! new WFLagNewChosenPositionsEventArgs( ! this.wFLagWeightedPositionsChooser.WFLagChosenPositions ) ); this.lastOptimizationDate = this.now().DateTime; } --- 378,394 ---- this.eligibleTickers.EligibleTickers.Rows.Count; RunWalkForwardLag.WriteToTextLog( outputMessage ); this.wFLagWeightedPositionsChooser.ChosePositions( this.eligibleTickers , this.eligibleTickers , ! this.now() ); this.arePositionsUpToDateWithChosenTickers = false; ! WFLagLogItem wFLagLogItem = ! new WFLagLogItem( ! this.wFLagWeightedPositionsChooser.WFLagChosenPositions , ! this.wFLagWeightedPositionsChooser.GenerationWhenChosenPositionsWereFound , ! this.now().DateTime ); ! this.NewChosenPositions( ! this , new WFLagNewChosenPositionsEventArgs( ! wFLagLogItem ) ); this.lastOptimizationDate = this.now().DateTime; } |