Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv8528/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger
Modified Files:
WFMultiOneRankDebugInSample.cs
Log Message:
firstDateTime is used instead of numberDaysForInSampleOptimization
Index: WFMultiOneRankDebugInSample.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/ReportDebugger/WFMultiOneRankDebugInSample.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WFMultiOneRankDebugInSample.cs 24 Nov 2005 17:26:20 -0000 1.1
--- WFMultiOneRankDebugInSample.cs 11 Dec 2005 18:06:18 -0000 1.2
***************
*** 37,45 ****
{
private string[] signedTickers;
! private DateTime dateTime;
private int numberDaysForInSampleOptimization;
private string benchmark;
- private DateTime startDateTime;
private IHistoricalQuoteProvider historicalQuoteProvider;
private IndexBasedEndOfDayTimer endOfDayTimer;
--- 37,45 ----
{
private string[] signedTickers;
! private DateTime firstDateTime;
! private DateTime lastDateTime;
private int numberDaysForInSampleOptimization;
private string benchmark;
private IHistoricalQuoteProvider historicalQuoteProvider;
private IndexBasedEndOfDayTimer endOfDayTimer;
***************
*** 49,63 ****
public WFMultiOneRankDebugInSample( string[] signedTickers ,
! DateTime dateTime , int numberDaysForInSampleOptimization ,
string benchmark )
{
this.signedTickers = signedTickers;
! this.dateTime = dateTime;
this.numberDaysForInSampleOptimization =
numberDaysForInSampleOptimization;
this.benchmark = benchmark;
! this.startDateTime = this.dateTime.AddDays(
! -this.numberDaysForInSampleOptimization - 1 );
this.historicalQuoteProvider =
new HistoricalAdjustedQuoteProvider();
--- 49,64 ----
public WFMultiOneRankDebugInSample( string[] signedTickers ,
! DateTime firstDateTime , DateTime lastDateTime ,
string benchmark )
{
this.signedTickers = signedTickers;
! this.firstDateTime = firstDateTime;
! this.lastDateTime = lastDateTime;
this.numberDaysForInSampleOptimization =
numberDaysForInSampleOptimization;
this.benchmark = benchmark;
! // this.startDateTime = this.dateTime.AddDays(
! // -this.numberDaysForInSampleOptimization - 1 );
this.historicalQuoteProvider =
new HistoricalAdjustedQuoteProvider();
***************
*** 68,72 ****
this.endOfDayTimer =
new IndexBasedEndOfDayTimer(
! new EndOfDayDateTime( this.startDateTime ,
EndOfDaySpecificTime.MarketOpen ), this.benchmark );
}
--- 69,73 ----
this.endOfDayTimer =
new IndexBasedEndOfDayTimer(
! new EndOfDayDateTime( this.firstDateTime ,
EndOfDaySpecificTime.MarketOpen ), this.benchmark );
}
***************
*** 96,100 ****
{
if ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime >
! this.dateTime )
{
// the simulation has reached the ending date
--- 97,101 ----
{
if ( ( ( IEndOfDayTimer )sender ).GetCurrentTime().DateTime >
! this.lastDateTime )
{
// the simulation has reached the ending date
***************
*** 102,106 ****
Report report = new Report( this.account , this.historicalQuoteProvider );
report.Create( "WFT One Rank" , 1 ,
! new EndOfDayDateTime( this.dateTime , EndOfDaySpecificTime.OneHourAfterMarketClose ) , "^SPX" );
report.Show();
}
--- 103,107 ----
Report report = new Report( this.account , this.historicalQuoteProvider );
report.Create( "WFT One Rank" , 1 ,
! new EndOfDayDateTime( this.lastDateTime , EndOfDaySpecificTime.OneHourAfterMarketClose ) , "^SPX" );
report.Show();
}
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