quantproject-developers

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/SimpleSelection
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv20431/b7_Scripts/TickerSelectionTesting/SimpleSelection

Modified Files:
	BestTickersScreener.cs RunSimpleSelection.cs 
Log Message:
Minor changes

Index: RunSimpleSelection.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/SimpleSelection/RunSimpleSelection.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunSimpleSelection.cs	21 Oct 2005 17:54:11 -0000	1.1
--- RunSimpleSelection.cs	29 Aug 2007 10:04:30 -0000	1.2
***************
*** 82,90 ****
      //if MaxNumberOfHoursForScript has elapsed and the script
      //is still running, it will be stopped.
!     
!     public string[] LastOrderedTickers
!     {
!       get { return this.endOfDayTimerHandler.LastOrderedTickers; }
!     }
      public PortfolioType TypeOfPortfolio
      {
--- 82,86 ----
      //if MaxNumberOfHoursForScript has elapsed and the script
      //is still running, it will be stopped.
!         
      public PortfolioType TypeOfPortfolio
      {
***************
*** 147,152 ****
        //this.numIntervalDays = 3;
  		}
!     
!     
      #region Run
   		
--- 143,147 ----
        //this.numIntervalDays = 3;
  		}
!         
      #region Run
   		

Index: BestTickersScreener.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/SimpleSelection/BestTickersScreener.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** BestTickersScreener.cs	23 Oct 2005 18:11:28 -0000	1.3
--- BestTickersScreener.cs	29 Aug 2007 10:04:30 -0000	1.4
***************
*** 24,30 ****
--- 24,32 ----
  using System.Data;
  using System.Collections;
+ 
  using QuantProject.ADT.Statistics;
  using QuantProject.Data;
  using QuantProject.Data.DataTables;
+ using QuantProject.Business.Strategies;
  using QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios;
  
***************
*** 159,173 ****
      /// the remaining half for long. Tickers for short trading are signed!
      /// </summary>
!     public string[] GetBestTickers(int numberOfTickers)
      {
!       string[] returnValue = new string[numberOfTickers];
        if(this.portfolioType == PortfolioType.OnlyLong)
!         this.getBestTickers_setReturnValueForOnlyLong(returnValue);  
        else if(this.portfolioType == PortfolioType.OnlyShort)
!         this.getBestTickers_setReturnValueForOnlyShort(returnValue);
        else if(this.portfolioType == PortfolioType.ShortAndLong)
!         this.getBestTickers_setReturnValueForShortAndLong(returnValue);
        
!       return returnValue;
      }
      
--- 161,175 ----
      /// the remaining half for long. Tickers for short trading are signed!
      /// </summary>
!     public SignedTickers GetBestTickers(int numberOfTickers)
      {
!       string[] arrayOfSignedTickers = new string[numberOfTickers];
        if(this.portfolioType == PortfolioType.OnlyLong)
!         this.getBestTickers_setReturnValueForOnlyLong(arrayOfSignedTickers);  
        else if(this.portfolioType == PortfolioType.OnlyShort)
!         this.getBestTickers_setReturnValueForOnlyShort(arrayOfSignedTickers);
        else if(this.portfolioType == PortfolioType.ShortAndLong)
!         this.getBestTickers_setReturnValueForShortAndLong(arrayOfSignedTickers);
        
!       return new SignedTickers(arrayOfSignedTickers);
      }