Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv1898/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
WFLagChosenTickers.cs
Log Message:
Code has been added so that now WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility and/or WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility can be used also
Index: WFLagChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagChosenTickers.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** WFLagChosenTickers.cs 20 Sep 2006 21:06:33 -0000 1.7
--- WFLagChosenTickers.cs 8 Oct 2006 16:08:30 -0000 1.8
***************
*** 269,272 ****
--- 269,281 ----
// this.numberOfDrivingPositions );
//
+ // WFLagFixedPortfolioBruteForceOptParamManagerWithPortfolioNormalizedVolatility
+ // wFLagFixedPortfolioBruteForceOptimizableParametersManager=
+ // new WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility(
+ // eligibleTickers.EligibleTickers ,
+ // longPortfolioTicker ,
+ // shortPortfolioTicker ,
+ // this.firstOptimizationDate ,
+ // this.lastOptimizationDate ,
+ // this.numberOfDrivingPositions );
WFLagFixedPortfolioBruteForceOptParamManagerWithNormalizedVolatility
wFLagFixedPortfolioBruteForceOptimizableParametersManager=
***************
*** 306,315 ****
// this.setWeightedPositions_usingTheBruteForceOptimizer(
// eligibleTickers );
- this.setWeightedPositions_withFixedPortfolio(
- eligibleTickers , "SPY" , "IWM" );
// this.setWeightedPositions_withFixedPortfolio(
! // eligibleTickers , "XLF" , "SMH" );
// this.setWeightedPositions_withFixedPortfolio(
! // eligibleTickers , "QQQQ" , "SPY" );
}
#endregion
--- 315,324 ----
// this.setWeightedPositions_usingTheBruteForceOptimizer(
// eligibleTickers );
// this.setWeightedPositions_withFixedPortfolio(
! // eligibleTickers , "SPY" , "IWM" );
// this.setWeightedPositions_withFixedPortfolio(
! // eligibleTickers , "XLF" , "SMH" );
! this.setWeightedPositions_withFixedPortfolio(
! eligibleTickers , "QQQQ" , "SPY" );
}
#endregion
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