Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23524/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions
Modified Files:
WFLagDebugPositions.cs
Log Message:
- SignedTicker class is now used, instead of plain text strings
Index: WFLagDebugPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagDebugPositions/WFLagDebugPositions.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** WFLagDebugPositions.cs 30 Jul 2006 13:41:48 -0000 1.4
--- WFLagDebugPositions.cs 7 Aug 2007 16:53:21 -0000 1.5
***************
*** 129,135 ****
double valueForEachPosition = 30000 /
positions.Count;
! foreach( string signedTicker in positions )
{
! string ticker = SignedTicker.GetTicker( signedTicker );
EndOfDayDateTime endOfDayDateTime =
new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose );
--- 129,136 ----
double valueForEachPosition = 30000 /
positions.Count;
! foreach( string stringForSignedTicker in positions )
{
! SignedTicker signedTicker = new SignedTicker( stringForSignedTicker );
! string ticker = signedTicker.Ticker;
EndOfDayDateTime endOfDayDateTime =
new EndOfDayDateTime( dateTime , EndOfDaySpecificTime.MarketClose );
***************
*** 138,142 ****
ticker , endOfDayDateTime );
double virtualQuantity = valueForEachPosition / tickerQuote;
! if ( SignedTicker.IsShort( signedTicker ) )
virtualQuantity = -virtualQuantity;
virtualQuantities.Add( ticker , virtualQuantity );
--- 139,143 ----
ticker , endOfDayDateTime );
double virtualQuantity = valueForEachPosition / tickerQuote;
! if ( signedTicker.IsShort )
virtualQuantity = -virtualQuantity;
virtualQuantities.Add( ticker , virtualQuantity );
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