[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
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glauco_1
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From: Glauco S. <gla...@us...> - 2007-10-28 22:24:48
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv10823/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger Modified Files: WFLagLog.cs Log Message: - the Add method now has a WFLagLogItem parameter. It had a WFLagChosenPositions in the previous revision Index: WFLagLog.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagLog.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** WFLagLog.cs 24 Jun 2006 14:46:00 -0000 1.2 --- WFLagLog.cs 28 Oct 2007 22:24:42 -0000 1.3 *************** *** 40,44 **** private TransactionHistory transactionHistory; ! private History chosenPositionsHistory; public int InSampleDays --- 40,44 ---- private TransactionHistory transactionHistory; ! private History logItemsHistory; public int InSampleDays *************** *** 59,63 **** public History ChosenPositionsHistory { ! get { return this.chosenPositionsHistory; } } public WFLagLog( int inSampleDays , string benchmark ) --- 59,63 ---- public History ChosenPositionsHistory { ! get { return this.logItemsHistory; } } public WFLagLog( int inSampleDays , string benchmark ) *************** *** 65,69 **** this.inSampleDays = inSampleDays; this.benchmark = benchmark; ! this.chosenPositionsHistory = new History(); } /// <summary> --- 65,69 ---- this.inSampleDays = inSampleDays; this.benchmark = benchmark; ! this.logItemsHistory = new History(); } /// <summary> *************** *** 113,131 **** #endregion ! public void Add( WFLagChosenPositions wFLagChosenPositions ) { ! this.chosenPositionsHistory.Add( ! wFLagChosenPositions.LastOptimizationDate , ! wFLagChosenPositions ); } ! public WFLagChosenPositions GetChosenPositions( DateTime transactionDateTime ) { DateTime maxDateTimeForSettingRequestedChosenPosition = transactionDateTime.AddDays( - 1 ); ! WFLagChosenPositions wFLagChosenPositions = ! (WFLagChosenPositions)this.chosenPositionsHistory.GetByKeyOrPrevious( maxDateTimeForSettingRequestedChosenPosition ); ! return wFLagChosenPositions; } } --- 113,131 ---- #endregion ! public void Add( WFLagLogItem wFLagLogItem ) { ! this.logItemsHistory.Add( ! wFLagLogItem.LastOptimizationDate , ! wFLagLogItem ); } ! public WFLagLogItem GetLogItem( DateTime transactionDateTime ) { DateTime maxDateTimeForSettingRequestedChosenPosition = transactionDateTime.AddDays( - 1 ); ! WFLagLogItem wFLagLogItem = ! (WFLagLogItem)this.logItemsHistory.GetByKeyOrPrevious( maxDateTimeForSettingRequestedChosenPosition ); ! return wFLagLogItem; } } |