[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs, 1.14, 1.15

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv17912/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagMain.cs 
Log Message:
A small snippet of code has been added to invoke a RunSimpleLag backtest.

Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** WFLagMain.cs	28 Oct 2007 22:23:02 -0000	1.14
--- WFLagMain.cs	4 Nov 2007 19:00:14 -0000	1.15
***************
*** 152,156 ****
  				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
  				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
! 				1000 , 3 );
  //			wFLagWeightedPositionsChooser =
  //				new WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving(
--- 152,156 ----
  				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
  				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
! 				10000 , 30 );
  //			wFLagWeightedPositionsChooser =
  //				new WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving(
***************
*** 162,165 ****
--- 162,167 ----
  //				new DateTime( 2001 , 1 , 8 ) ,
  //				0.5 ).Run();
+ 
+ 			new RunSimpleLag().Run();
  			new RunWalkForwardLag( "DrvPstns" , 200 ,
  				wFLagWeightedPositionsChooser ,	7 ,