Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv3309
Added Files:
WFLagSignedTickers.cs
Log Message:
This class identifies all the signed tickers to apply
the lag strategy our of sample: it contains both the
driving positions and the portfolio positions. Each genome
can be decoded to an instance of this class
--- NEW FILE: WFLagSignedTickers.cs ---
/*
QuantProject - Quantitative Finance Library
WFLagSignedTickers.cs
Copyright (C) 2003
Glauco Siliprandi
This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*/
using System;
using System.Collections;
using QuantProject.ADT.Collections;
namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag
{
/// <summary>
/// This class identifies all the signed tickers to apply
/// the lag strategy our of sample: it contains both the
/// driving positions and the portfolio positions. Each genome
/// can be decoded to an instance of this class
/// </summary>
public class WFLagSignedTickers
{
private QPHashtable drivingPositions;
private QPHashtable portfolioPositions;
public QPHashtable DrivingPositions
{
get { return this.drivingPositions; }
}
public QPHashtable PortfolioPositions
{
get { return this.portfolioPositions; }
}
public WFLagSignedTickers()
{
this.drivingPositions = new QPHashtable();
this.portfolioPositions = new QPHashtable();
}
}
}
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