Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv18752/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
Modified Files:
RunWalkForwardOneRank.cs
Log Message:
Some script parameters have been updated, to test the 2002 period
Index: RunWalkForwardOneRank.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/RunWalkForwardOneRank.cs,v
retrieving revision 1.10
retrieving revision 1.11
diff -C2 -d -r1.10 -r1.11
*** RunWalkForwardOneRank.cs 7 Jun 2005 15:32:06 -0000 1.10
--- RunWalkForwardOneRank.cs 15 Oct 2005 18:21:01 -0000 1.11
***************
*** 73,80 ****
this.reportTable = new ReportTable( "Summary_Reports" );
this.startDateTime = new EndOfDayDateTime(
! new DateTime( 1998 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
this.endDateTime = new EndOfDayDateTime(
! new DateTime( 1998 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
! this.numberDaysForPerformanceCalculation = 1800;
this.numIntervalDays = 1;
}
--- 73,80 ----
this.reportTable = new ReportTable( "Summary_Reports" );
this.startDateTime = new EndOfDayDateTime(
! new DateTime( 2002 , 1 , 1 ) , EndOfDaySpecificTime.MarketOpen );
this.endDateTime = new EndOfDayDateTime(
! new DateTime( 2002 , 12 , 31 ) , EndOfDaySpecificTime.OneHourAfterMarketClose );
! this.numberDaysForPerformanceCalculation = 120;
this.numIntervalDays = 1;
}
***************
*** 99,103 ****
private void run_initializeEndOfDayTimerHandler()
{
! this.endOfDayTimerHandler = new EndOfDayTimerHandler( 200 , 20 , 5 ,
this.numberDaysForPerformanceCalculation , 30 ,
this.account );
--- 99,103 ----
private void run_initializeEndOfDayTimerHandler()
{
! this.endOfDayTimerHandler = new EndOfDayTimerHandler( 400 , 20 , 5 ,
this.numberDaysForPerformanceCalculation , 30 ,
this.account );
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