Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18994/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager
Modified Files:
WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs
Log Message:
The script structure has been improved: an IEquityEvaluator parameter has been added to the RunWalkForwardLag constructor (and to many other involved classes)
Index: WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager/WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs 8 Oct 2006 16:03:44 -0000 1.3
--- WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs 3 Nov 2006 16:36:44 -0000 1.4
***************
*** 26,29 ****
--- 26,30 ----
using QuantProject.ADT.Optimizing.BruteForce;
using QuantProject.ADT.Statistics.Combinatorial;
+ using QuantProject.Business.Strategies.EquityEvaluation;
namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag
***************
*** 61,65 ****
DateTime firstOptimizationDate ,
DateTime lastOptimizationDate ,
! int numberOfDrivingPositions ) :
base(
eligibleTickersForDrivingPositions ,
--- 62,67 ----
DateTime firstOptimizationDate ,
DateTime lastOptimizationDate ,
! int numberOfDrivingPositions ,
! IEquityEvaluator equityEvaluator ) :
base(
eligibleTickersForDrivingPositions ,
***************
*** 69,72 ****
--- 71,75 ----
numberOfDrivingPositions ,
2 ,
+ equityEvaluator ,
QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator )
{
|
