Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20322/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
WFLagChosenTickers.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: WFLagChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagChosenTickers.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** WFLagChosenTickers.cs 8 Oct 2006 16:08:30 -0000 1.8
--- WFLagChosenTickers.cs 3 Nov 2006 16:39:48 -0000 1.9
***************
*** 29,32 ****
--- 29,33 ----
using QuantProject.ADT.Optimizing.Genetic;
using QuantProject.Business.Strategies;
+ using QuantProject.Business.Strategies.EquityEvaluation;
using QuantProject.Business.Timing;
***************
*** 50,53 ****
--- 51,55 ----
protected int generationNumberForGeneticOptimizer;
protected int populationSizeForGeneticOptimizer;
+ protected IEquityEvaluator equityEvaluator;
private WeightedPositions drivingWeightedPositions;
***************
*** 112,116 ****
IEndOfDayTimer endOfDayTimer ,
int generationNumberForGeneticOptimizer ,
! int populationSizeForGeneticOptimizer
)
{
--- 114,119 ----
IEndOfDayTimer endOfDayTimer ,
int generationNumberForGeneticOptimizer ,
! int populationSizeForGeneticOptimizer ,
! IEquityEvaluator equityEvaluator
)
{
***************
*** 124,127 ****
--- 127,131 ----
this.populationSizeForGeneticOptimizer =
populationSizeForGeneticOptimizer;
+ this.equityEvaluator = equityEvaluator;
}
***************
*** 176,179 ****
--- 180,184 ----
this.numberOfDrivingPositions ,
this.numberOfPositionsToBeChosen ,
+ this.equityEvaluator ,
QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
***************
*** 222,226 ****
this.lastOptimizationDate ,
this.numberOfDrivingPositions ,
! this.numberOfPositionsToBeChosen );
BruteForceOptimizer bruteForceOptimizer = new BruteForceOptimizer(
--- 227,232 ----
this.lastOptimizationDate ,
this.numberOfDrivingPositions ,
! this.numberOfPositionsToBeChosen ,
! this.equityEvaluator );
BruteForceOptimizer bruteForceOptimizer = new BruteForceOptimizer(
***************
*** 286,290 ****
this.firstOptimizationDate ,
this.lastOptimizationDate ,
! this.numberOfDrivingPositions );
BruteForceOptimizer bruteForceOptimizer = new BruteForceOptimizer(
--- 292,297 ----
this.firstOptimizationDate ,
this.lastOptimizationDate ,
! this.numberOfDrivingPositions ,
! this.equityEvaluator );
BruteForceOptimizer bruteForceOptimizer = new BruteForceOptimizer(
***************
*** 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
--- 322,331 ----
// 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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