Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11390/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest
Modified Files:
RunWalkForwardLinearCombination.cs
Log Message:
A default title is provided to the OptimizationOuput's save form
Index: RunWalkForwardLinearCombination.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest/RunWalkForwardLinearCombination.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunWalkForwardLinearCombination.cs 11 Aug 2005 23:01:27 -0000 1.1
--- RunWalkForwardLinearCombination.cs 22 Aug 2005 22:23:16 -0000 1.2
***************
*** 59,63 ****
private HistoricalEndOfDayTimer historicalEndOfDayTimer;
private Account account;
! private IEndOfDayStrategy endOfDayStrategy;
public RunWalkForwardLinearCombination(string tickerGroupID,
--- 59,63 ----
private HistoricalEndOfDayTimer historicalEndOfDayTimer;
private Account account;
! private WalkForwardOpenToCloseDailyStrategy endOfDayStrategy;
public RunWalkForwardLinearCombination(string tickerGroupID,
***************
*** 155,158 ****
--- 155,172 ----
// @"C:\Documents and Settings\Glauco\Desktop\reports\runOneRank.qPr" );
report.Show();
+ string title = DateTime.Now.Year.ToString() + "_" +
+ DateTime.Now.Month.ToString() + "_" +
+ DateTime.Now.Day.ToString() + "_" +
+ DateTime.Now.Hour.ToString() + "_" +
+ DateTime.Now.Minute.ToString() + "_" +
+ DateTime.Now.Second.ToString() + "_" +
+ "numDayInSample" + this.numDaysForInSampleOptimization +
+ "_numEligTick" + this.numberOfEligibleTickers +
+ "_numDayLiq" + this.numDaysForLiquidity +
+ "_numTickInPortfolio" + this.numberOfTickersToBeChosen;
+ VisualObjectArchiver visualObjectArchiver =
+ new VisualObjectArchiver();
+ visualObjectArchiver.Save( this.endOfDayStrategy.OptimizationOutput ,
+ "bgn" , title );
}
}
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