Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv23824/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
WFLagChosenTickers.cs
Log Message:
Two properties have been added:
- FirstOptimizationDate
- LastOptimizationDate
Index: WFLagChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagChosenTickers.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WFLagChosenTickers.cs 14 Mar 2006 15:02:10 -0000 1.1
--- WFLagChosenTickers.cs 8 Apr 2006 18:39:55 -0000 1.2
***************
*** 36,39 ****
--- 36,40 ----
/// with respect to the lag strategy
/// </summary>
+ [Serializable]
public class WFLagChosenTickers : IProgressNotifier
{
***************
*** 50,53 ****
--- 51,56 ----
private QPHashtable drivingPositions;
private QPHashtable portfolioPositions;
+ private DateTime firstOptimizationDate;
+ private DateTime lastOptimizationDate;
public QPHashtable DrivingPositions
***************
*** 65,68 ****
--- 68,85 ----
}
}
+ public DateTime FirstOptimizationDate
+ {
+ get
+ {
+ return this.firstOptimizationDate;
+ }
+ }
+ public DateTime LastOptimizationDate
+ {
+ get
+ {
+ return this.lastOptimizationDate;
+ }
+ }
public WFLagChosenTickers(
int numberOfDrivingPositions ,
***************
*** 110,122 ****
// this.setSignedTickers_clearPositions();
! DateTime firstDate =
this.endOfDayTimer.GetCurrentTime().DateTime.AddDays(
-( this.inSampleDays - 1 ) );
WFLagGenomeManager genomeManager =
new WFLagGenomeManager(
eligibleTickers.EligibleTickers ,
! firstDate ,
! this.endOfDayTimer.GetCurrentTime().DateTime ,
this.numberOfDrivingPositions ,
this.numberOfPositionsToBeChosen );
--- 127,141 ----
// this.setSignedTickers_clearPositions();
! this.firstOptimizationDate =
this.endOfDayTimer.GetCurrentTime().DateTime.AddDays(
-( this.inSampleDays - 1 ) );
+ this.lastOptimizationDate =
+ this.endOfDayTimer.GetCurrentTime().DateTime;
WFLagGenomeManager genomeManager =
new WFLagGenomeManager(
eligibleTickers.EligibleTickers ,
! firstOptimizationDate ,
! this.lastOptimizationDate ,
this.numberOfDrivingPositions ,
this.numberOfPositionsToBeChosen );
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