Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv22236/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
WFLagEndOfDayTimerHandler.cs
Log Message:
A WFLagLogItem object is now rised up with a WFLagNewChosenPositionsEventArgs event argument
Index: WFLagEndOfDayTimerHandler.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagEndOfDayTimerHandler.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** WFLagEndOfDayTimerHandler.cs 11 Jun 2007 17:52:04 -0000 1.8
--- WFLagEndOfDayTimerHandler.cs 28 Oct 2007 19:18:59 -0000 1.9
***************
*** 33,36 ****
--- 33,37 ----
using QuantProject.Business.Timing;
using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WeightedPositionsChoosers;
+ using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WFLagDebugger;
***************
*** 377,392 ****
this.eligibleTickers.EligibleTickers.Rows.Count;
RunWalkForwardLag.WriteToTextLog( outputMessage );
- // Console.WriteLine( "Number of Eligible tickers: " +
- // this.eligibleTickers.EligibleTickers.Rows.Count );
- // this.chosenTickers.SetWeightedPositions( this.eligibleTickers ,
- // this.account.EndOfDayTimer.GetCurrentTime() );
this.wFLagWeightedPositionsChooser.ChosePositions(
this.eligibleTickers ,
this.eligibleTickers ,
! this.account.EndOfDayTimer.GetCurrentTime() );
this.arePositionsUpToDateWithChosenTickers = false;
! this.NewChosenPositions( this ,
! new WFLagNewChosenPositionsEventArgs(
! this.wFLagWeightedPositionsChooser.WFLagChosenPositions ) );
this.lastOptimizationDate = this.now().DateTime;
}
--- 378,394 ----
this.eligibleTickers.EligibleTickers.Rows.Count;
RunWalkForwardLag.WriteToTextLog( outputMessage );
this.wFLagWeightedPositionsChooser.ChosePositions(
this.eligibleTickers ,
this.eligibleTickers ,
! this.now() );
this.arePositionsUpToDateWithChosenTickers = false;
! WFLagLogItem wFLagLogItem =
! new WFLagLogItem(
! this.wFLagWeightedPositionsChooser.WFLagChosenPositions ,
! this.wFLagWeightedPositionsChooser.GenerationWhenChosenPositionsWereFound ,
! this.now().DateTime );
! this.NewChosenPositions(
! this , new WFLagNewChosenPositionsEventArgs(
! wFLagLogItem ) );
this.lastOptimizationDate = this.now().DateTime;
}
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