Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv24466/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
WFLagMain.cs
Log Message:
SignedTickers class is now used, instead of string arrays
Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** WFLagMain.cs 24 Jun 2007 21:36:59 -0000 1.9
--- WFLagMain.cs 7 Aug 2007 16:56:01 -0000 1.10
***************
*** 27,30 ****
--- 27,31 ----
using System.Windows.Forms;
+ using QuantProject.Business.Strategies;
using QuantProject.Presentation;
using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WeightedPositionsChoosers;
***************
*** 143,153 ****
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();
--- 144,154 ----
wFLagWeightedPositionsChooser =
new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
! 4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ,
! 10000 , 30 );
new RunWalkForwardLag( "DrvPstns" , 200 ,
! wFLagWeightedPositionsChooser , 7 ,
new DateTime( 2001 , 1 , 1 ) ,
! new DateTime( 2001 , 1 , 19 ) ,
0.5 ).Run();
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