Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1079/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
WFLagEligibleTickers.cs
Log Message:
A bug has been fixed: one more historical day is used by the Selectors
Index: WFLagEligibleTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagEligibleTickers.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** WFLagEligibleTickers.cs 20 Sep 2006 21:02:45 -0000 1.3
--- WFLagEligibleTickers.cs 8 Oct 2006 16:06:32 -0000 1.4
***************
*** 74,78 ****
SelectorByLiquidity mostLiquid =
new SelectorByLiquidity( this.tickerGroupID , true ,
! dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) ,
dateTime , 200000 , 99999 );
DataTable groupTickers = mostLiquid.GetTableOfSelectedTickers();
--- 74,78 ----
SelectorByLiquidity mostLiquid =
new SelectorByLiquidity( this.tickerGroupID , true ,
! dateTime.AddDays( - ( this.numberDaysForPerformanceCalculation - 1 ) ) ,
dateTime , 200000 , 99999 );
DataTable groupTickers = mostLiquid.GetTableOfSelectedTickers();
***************
*** 87,91 ****
new SelectorByQuotationAtEachMarketDay( groupTickers ,
false ,
! dateTime.AddDays( - this.numberDaysForPerformanceCalculation ) ,
dateTime , this.numberEligibleTickersToBeChosen , this.benchmark );
return quotedInEachMarketDay.GetTableOfSelectedTickers();
--- 87,91 ----
new SelectorByQuotationAtEachMarketDay( groupTickers ,
false ,
! dateTime.AddDays( - ( this.numberDaysForPerformanceCalculation - 1 ) ) ,
dateTime , this.numberEligibleTickersToBeChosen , this.benchmark );
return quotedInEachMarketDay.GetTableOfSelectedTickers();
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