Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19255/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank
Modified Files:
WFMultiOneRankEligibleTickers.cs
Log Message:
Benchmark is better handled now.
Index: WFMultiOneRankEligibleTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/WFMultiOneRankEligibleTickers.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WFMultiOneRankEligibleTickers.cs 12 Nov 2005 18:40:00 -0000 1.1
--- WFMultiOneRankEligibleTickers.cs 19 Feb 2006 17:50:29 -0000 1.2
***************
*** 34,38 ****
public class WFMultiOneRankEligibleTickers
{
! string tickerGroupID;
private int numberEligibleTickersToBeChosen;
private int numberDaysForPerformanceCalculation;
--- 34,39 ----
public class WFMultiOneRankEligibleTickers
{
! private string tickerGroupID;
! private string benchmark;
private int numberEligibleTickersToBeChosen;
private int numberDaysForPerformanceCalculation;
***************
*** 48,51 ****
--- 49,53 ----
public WFMultiOneRankEligibleTickers(
string tickerGroupID ,
+ string benchmark ,
int numberEligibleTickersToBeChosen ,
int numberDaysForPerformanceCalculation ,
***************
*** 53,56 ****
--- 55,59 ----
{
this.tickerGroupID = tickerGroupID;
+ this.benchmark = benchmark;
this.numberEligibleTickersToBeChosen = numberEligibleTickersToBeChosen;
this.numberDaysForPerformanceCalculation = numberDaysForPerformanceCalculation;
***************
*** 78,82 ****
new SelectorByQuotationAtEachMarketDay( eligibleTickers,
false, dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) ,
! dateTime, this.numberEligibleTickersToBeChosen,"^SPX");
return quotedInEachMarketDay.GetTableOfSelectedTickers();
}
--- 81,85 ----
new SelectorByQuotationAtEachMarketDay( eligibleTickers,
false, dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) ,
! dateTime, this.numberEligibleTickersToBeChosen,this.benchmark );
return quotedInEachMarketDay.GetTableOfSelectedTickers();
}
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