Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv10823/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
Modified Files:
WFLagLog.cs
Log Message:
- the Add method now has a WFLagLogItem parameter. It had a WFLagChosenPositions in the previous revision
Index: WFLagLog.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagLog.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WFLagLog.cs 24 Jun 2006 14:46:00 -0000 1.2
--- WFLagLog.cs 28 Oct 2007 22:24:42 -0000 1.3
***************
*** 40,44 ****
private TransactionHistory transactionHistory;
! private History chosenPositionsHistory;
public int InSampleDays
--- 40,44 ----
private TransactionHistory transactionHistory;
! private History logItemsHistory;
public int InSampleDays
***************
*** 59,63 ****
public History ChosenPositionsHistory
{
! get { return this.chosenPositionsHistory; }
}
public WFLagLog( int inSampleDays , string benchmark )
--- 59,63 ----
public History ChosenPositionsHistory
{
! get { return this.logItemsHistory; }
}
public WFLagLog( int inSampleDays , string benchmark )
***************
*** 65,69 ****
this.inSampleDays = inSampleDays;
this.benchmark = benchmark;
! this.chosenPositionsHistory = new History();
}
/// <summary>
--- 65,69 ----
this.inSampleDays = inSampleDays;
this.benchmark = benchmark;
! this.logItemsHistory = new History();
}
/// <summary>
***************
*** 113,131 ****
#endregion
! public void Add( WFLagChosenPositions wFLagChosenPositions )
{
! this.chosenPositionsHistory.Add(
! wFLagChosenPositions.LastOptimizationDate ,
! wFLagChosenPositions );
}
! public WFLagChosenPositions GetChosenPositions(
DateTime transactionDateTime )
{
DateTime maxDateTimeForSettingRequestedChosenPosition =
transactionDateTime.AddDays( - 1 );
! WFLagChosenPositions wFLagChosenPositions =
! (WFLagChosenPositions)this.chosenPositionsHistory.GetByKeyOrPrevious(
maxDateTimeForSettingRequestedChosenPosition );
! return wFLagChosenPositions;
}
}
--- 113,131 ----
#endregion
! public void Add( WFLagLogItem wFLagLogItem )
{
! this.logItemsHistory.Add(
! wFLagLogItem.LastOptimizationDate ,
! wFLagLogItem );
}
! public WFLagLogItem GetLogItem(
DateTime transactionDateTime )
{
DateTime maxDateTimeForSettingRequestedChosenPosition =
transactionDateTime.AddDays( - 1 );
! WFLagLogItem wFLagLogItem =
! (WFLagLogItem)this.logItemsHistory.GetByKeyOrPrevious(
maxDateTimeForSettingRequestedChosenPosition );
! return wFLagLogItem;
}
}
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