Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv28404/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
WFLagMain.cs
Log Message:
The code has been changed to test a WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio object.
Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** WFLagMain.cs 18 Feb 2007 00:57:34 -0000 1.7
--- WFLagMain.cs 11 Jun 2007 17:53:29 -0000 1.8
***************
*** 28,31 ****
--- 28,32 ----
using QuantProject.Presentation;
+ using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WeightedPositionsChoosers;
using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WFLagDebugger;
***************
*** 140,147 ****
4 , new string[]{ "IWM" , "SPY" } , 100 , "EWQ" ,
new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() );
new RunWalkForwardLag( "DrvPstns" , 200 ,
! wFLagWeightedPositionsChooser , 9 ,
new DateTime( 2001 , 1 , 1 ) ,
! new DateTime( 2001 , 6 , 1 ) ,
0.5 ).Run();
--- 141,153 ----
4 , new string[]{ "IWM" , "SPY" } , 100 , "EWQ" ,
new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() );
+ wFLagWeightedPositionsChooser =
+ new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
+ 4 , new string[]{ "IWM" , "SPY" } , 100 , "EWQ" ,
+ new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ,
+ 1000 , 15 );
new RunWalkForwardLag( "DrvPstns" , 200 ,
! wFLagWeightedPositionsChooser , 13 ,
new DateTime( 2001 , 1 , 1 ) ,
! new DateTime( 2001 , 1 , 8 ) ,
0.5 ).Run();
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