Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23121/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
Modified Files:
WFLagChosenPositions.cs
Log Message:
- SignedTicker class is now used, instead of plain text strings
Index: WFLagChosenPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagChosenPositions.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** WFLagChosenPositions.cs 1 Aug 2007 23:13:54 -0000 1.5
--- WFLagChosenPositions.cs 7 Aug 2007 16:52:48 -0000 1.6
***************
*** 242,249 ****
#region setWeightedPositionsFromQPHashtables
private double getWeightedPositions_getWeight(
! double absoluteWeightForEachPosition , string signedTicker )
{
double weight = absoluteWeightForEachPosition;
! if ( SignedTicker.IsShort( signedTicker ) )
weight = - absoluteWeightForEachPosition;
return weight;
--- 242,249 ----
#region setWeightedPositionsFromQPHashtables
private double getWeightedPositions_getWeight(
! double absoluteWeightForEachPosition , SignedTicker signedTicker )
{
double weight = absoluteWeightForEachPosition;
! if ( signedTicker.IsShort )
weight = - absoluteWeightForEachPosition;
return weight;
***************
*** 259,263 ****
{
weights[ i ] = this.getWeightedPositions_getWeight(
! absoluteWeightForEachPosition , signedTicker );
tickers[ i ] = SignedTicker.GetTicker( signedTicker );
i++;
--- 259,263 ----
{
weights[ i ] = this.getWeightedPositions_getWeight(
! absoluteWeightForEachPosition , new SignedTicker( signedTicker ) );
tickers[ i ] = SignedTicker.GetTicker( signedTicker );
i++;
|
