Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv32410/b7_Scripts/TickerSelectionTesting
Modified Files:
RunEfficientOTCPortfolio.cs RunEfficientCTOPortfolio.cs
Log Message:
Minor changes for some RunScript files
Index: RunEfficientOTCPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientOTCPortfolio.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunEfficientOTCPortfolio.cs 7 Jan 2006 10:35:39 -0000 1.1
--- RunEfficientOTCPortfolio.cs 14 May 2006 18:21:47 -0000 1.2
***************
*** 70,74 ****
//this.ScriptName = "OpenCloseScriptsSharpeRatioWithCoeff";
//this.ScriptName = "OpenCloseScriptsSharpeRatio";
! this.ScriptName = "OpenCloseScriptsWithCoeff";
//this.ScriptName = "OpenCloseScripts";
this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
--- 70,74 ----
//this.ScriptName = "OpenCloseScriptsSharpeRatioWithCoeff";
//this.ScriptName = "OpenCloseScriptsSharpeRatio";
! this.ScriptName = "OpenCloseScriptsSharpeRatioNoCoeff";
//this.ScriptName = "OpenCloseScripts";
this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
***************
*** 85,92 ****
this.historicalQuoteProvider ) ,
new HistoricalEndOfDayOrderExecutor(this.endOfDayTimer ,
! this.historicalQuoteProvider,
! new FixedPercentageSlippageManager(this.historicalQuoteProvider,
! this.endOfDayTimer,0.08)),
! new IBCommissionManager());
}
--- 85,93 ----
this.historicalQuoteProvider ) ,
new HistoricalEndOfDayOrderExecutor(this.endOfDayTimer ,
! this.historicalQuoteProvider)//,
! // new FixedPercentageSlippageManager(this.historicalQuoteProvider,
! // this.endOfDayTimer,0.08)),
! );
! //new IBCommissionManager());
}
Index: RunEfficientCTOPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTOPortfolio.cs,v
retrieving revision 1.26
retrieving revision 1.27
diff -C2 -d -r1.26 -r1.27
*** RunEfficientCTOPortfolio.cs 7 Jan 2006 10:35:39 -0000 1.26
--- RunEfficientCTOPortfolio.cs 14 May 2006 18:21:47 -0000 1.27
***************
*** 68,72 ****
portfolioType, maxRunningHours)
{
! this.ScriptName = "CloseToOpenScriptsNoCoeff";
this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
}
--- 68,72 ----
portfolioType, maxRunningHours)
{
! this.ScriptName = "CloseToOpenScriptsNoCoeffSharpeRatioCombined";
this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
}
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