Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv21258/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
RunWalkForwardLag.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)
A minor change has been applied, to show a better progress status notification
Index: RunWalkForwardLag.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/RunWalkForwardLag.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** RunWalkForwardLag.cs 20 Sep 2006 21:11:45 -0000 1.6
--- RunWalkForwardLag.cs 3 Nov 2006 16:41:26 -0000 1.7
***************
*** 29,32 ****
--- 29,33 ----
using QuantProject.Business.Financial.Ordering;
using QuantProject.Business.Scripting;
+ using QuantProject.Business.Strategies.EquityEvaluation;
using QuantProject.Business.Timing;
using QuantProject.Presentation;
***************
*** 53,56 ****
--- 54,58 ----
private DateTime firstDateTime;
private DateTime lastDateTime;
+ private IEquityEvaluator equityEvaluator;
private double maxRunningHours;
***************
*** 77,80 ****
--- 79,83 ----
DateTime firstDateTime ,
DateTime lastDateTime ,
+ IEquityEvaluator equityEvaluator ,
double maxRunningHours )
{
***************
*** 90,93 ****
--- 93,97 ----
this.firstDateTime = firstDateTime;
this.lastDateTime = lastDateTime;
+ this.equityEvaluator = equityEvaluator;
this.maxRunningHours = maxRunningHours;
***************
*** 132,136 ****
this.account ,
this.generationNumberForGeneticOptimizer ,
! this.populationSizeForGeneticOptimizer );
}
public static void WriteToTextLog( string message )
--- 136,141 ----
this.account ,
this.generationNumberForGeneticOptimizer ,
! this.populationSizeForGeneticOptimizer ,
! this.equityEvaluator );
}
public static void WriteToTextLog( string message )
***************
*** 154,158 ****
// when small populations are chosen. Comment it out
// when large populations are chosen
! if ( eventArgs.CurrentProgress % 20 == 0 )
RunWalkForwardLag.WriteToTextLog(
eventArgs.CurrentProgress.ToString() + " / " +
--- 159,163 ----
// when small populations are chosen. Comment it out
// when large populations are chosen
! // if ( eventArgs.CurrentProgress % 20 == 0 )
RunWalkForwardLag.WriteToTextLog(
eventArgs.CurrentProgress.ToString() + " / " +
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