Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9281/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions
Modified Files:
WFLagDebugPositions.cs
Log Message:
WeightedPositions are used instead of SignedTickers
Index: WFLagDebugPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions/WFLagDebugPositions.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** WFLagDebugPositions.cs 31 May 2006 14:19:43 -0000 1.3
--- WFLagDebugPositions.cs 30 Jul 2006 13:41:48 -0000 1.4
***************
*** 195,207 ****
}
#endregion
! private void addEquityLineForSignedTickers(
! ICollection signedTickers , Color color , Report report )
{
! EquityLine equityLineSignedTickers =
! this.getEquityLineForSignedTickers(
! signedTickers , report );
! report.AddEquityLine( equityLineSignedTickers ,
color );
}
public void oneHourAfterMarketCloseEventHandler(
Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
--- 195,217 ----
}
#endregion
! // private void addEquityLineForSignedTickers(
! // ICollection signedTickers , Color color , Report report )
! // {
! // EquityLine equityLineSignedTickers =
! // this.getEquityLineForSignedTickers(
! // signedTickers , report );
! // report.AddEquityLine( equityLineSignedTickers ,
! // color );
! // }
! private void addEquityLineForWeightedPositions(
! WeightedPositions weightedPositions , Color color , Report report )
{
! EquityLine equityLineForWeightedPositions =
! weightedPositions.GetVirtualEquityLine(
! 30000 , report.AccountReport.EquityLine );
! report.AddEquityLine( equityLineForWeightedPositions ,
color );
}
+
public void oneHourAfterMarketCloseEventHandler(
Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
***************
*** 219,228 ****
// EquityLine equityLineForDrivingPositions =
// this.getEquityLineForPositions( report );
! this.addEquityLineForSignedTickers(
! this.wFLagChosenPositions.DrivingPositions.Keys ,
Color.YellowGreen , report );
! this.addEquityLineForSignedTickers(
! this.wFLagChosenPositions.PortfolioPositions.Keys ,
Color.Brown , report );
report.Show();
}
--- 229,244 ----
// EquityLine equityLineForDrivingPositions =
// this.getEquityLineForPositions( report );
! // this.addEquityLineForSignedTickers(
! // this.wFLagChosenPositions.DrivingWeightedPositions.Keys ,
! // Color.YellowGreen , report );
! this.addEquityLineForWeightedPositions(
! this.wFLagChosenPositions.DrivingWeightedPositions ,
Color.YellowGreen , report );
! this.addEquityLineForWeightedPositions(
! this.wFLagChosenPositions.PortfolioWeightedPositions ,
Color.Brown , report );
+ // this.addEquityLineForSignedTickers(
+ // this.wFLagChosenPositions.PortfolioWeightedPositions.Keys ,
+ // Color.Brown , report );
report.Show();
}
|
