Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv13430/b7_Scripts/WalkForwardTesting/PairsTrading/Logging
Modified Files:
SimpleStrategy.cs
Log Message:
A generic DummyLogItem is now logged
Index: SimpleStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Logging/SimpleStrategy.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SimpleStrategy.cs 13 Mar 2008 19:42:41 -0000 1.2
--- SimpleStrategy.cs 30 Mar 2008 15:58:50 -0000 1.3
***************
*** 96,108 ****
protected override LogItem getLogItem( EligibleTickers eligibleTickers )
{
! PairsTradingLogItem logItem =
! new PairsTradingLogItem( this.now() ,
! new TestingPositions[ 1 ] ,
! 0 ,
! 1 );
! // logItem.BestWeightedPositionsInSample =
! // this.bestTestingPositionsInSample.WeightedPositions;
! // logItem.NumberOfEligibleTickers =
! // eligibleTickers.Count;
return logItem;
}
--- 96,100 ----
protected override LogItem getLogItem( EligibleTickers eligibleTickers )
{
! DummyLogItem logItem = new DummyLogItem( this.now() );
return logItem;
}
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