Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv26444/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
WFLagMain.cs
Log Message:
A few new script invokers have been added
Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** WFLagMain.cs 14 Aug 2007 14:52:49 -0000 1.12
--- WFLagMain.cs 7 Oct 2007 13:32:01 -0000 1.13
***************
*** 30,33 ****
--- 30,34 ----
using QuantProject.Presentation;
using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WeightedPositionsChoosers;
+ using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WeightedPositionsChoosers.Decoding;
using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WFLagDebugger;
***************
*** 139,165 ****
// QQQQ vs SPY
IWFLagWeightedPositionsChooser wFLagWeightedPositionsChooser =
! new WFLagBruteForceFixedPortfolioWeightedPositionsChooser(
! 4 , new string[]{ "IWM" , "-SPY" } , 100 , "EWQ" ,
! new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() );
! wFLagWeightedPositionsChooser =
new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ,
10000 , 30 );
wFLagWeightedPositionsChooser =
! new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
! 4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
! 10000 , 30 );
! wFLagWeightedPositionsChooser =
! new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
! 4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! new QuantProject.Business.Strategies.EquityEvaluation.ExpectancyScore() ,
! 10000 , 30 );
new RunWalkForwardLag( "DrvPstns" , 200 ,
wFLagWeightedPositionsChooser , 7 ,
! new DateTime( 2001 , 1 , 1 ) ,
! new DateTime( 2001 , 1 , 19 ) ,
! 0.5 ).Run();
// new RunWalkForwardLag( "DrvPstns" , 500 ,
--- 140,170 ----
// QQQQ vs SPY
IWFLagWeightedPositionsChooser wFLagWeightedPositionsChooser =
! // new WFLagBruteForceFixedPortfolioWeightedPositionsChooser(
! // 4 , new string[]{ "IWM" , "-SPY" } , 100 , "EWQ" ,
! // new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() );
! // wFLagWeightedPositionsChooser =
new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ,
10000 , 30 );
+ // wFLagWeightedPositionsChooser =
+ // new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
+ // 4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
+ // new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
+ // 10000 , 30 );
wFLagWeightedPositionsChooser =
! new WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving(
! 3 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() );
! // new RunWalkForwardLag( "DrvPstns" , 200 ,
! // wFLagWeightedPositionsChooser , 7 ,
! // new DateTime( 2001 , 1 , 1 ) ,
! // new DateTime( 2001 , 1 , 8 ) ,
! // 0.5 ).Run();
new RunWalkForwardLag( "DrvPstns" , 200 ,
wFLagWeightedPositionsChooser , 7 ,
! new DateTime( 2001 , 1 , 4 ) ,
! new DateTime( 2001 , 1 , 9 ) ,
! 0.2 ).Run();
// new RunWalkForwardLag( "DrvPstns" , 500 ,
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