quantproject-developers

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv7198/b7_Scripts/WalkForwardTesting/PairsTrading

Modified Files:
	PairsTradingMain.cs 
Log Message:
Some code has been added, in order to use a PairsTradingChooserFromSavedBackTestLog

Index: PairsTradingMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** PairsTradingMain.cs	27 Apr 2008 17:50:53 -0000	1.12
--- PairsTradingMain.cs	3 May 2008 17:55:44 -0000	1.13
***************
*** 93,96 ****
--- 93,101 ----
  					maxNumberOfEligiblesToBeChosen ,
  					10 , 20 , 75 );
+ 
+ 
+ //			uncomment the following line for a (logbased) log based in sample chooser
+ 			eligiblesSelector = new DummyEligibleSelector();
+ 
  			return eligiblesSelector;
  		}
***************
*** 133,136 ****
--- 138,150 ----
  					decoderForWeightedPositions ,
  					fitnessEvaluator );
+ 
+ 
+ //			uncomment the following line for a (logbased) log based in sample chooser
+ 			inSampleChooser =
+ 				new PairsTradingChooserFromSavedBackTestLog(
+ 					@"C:\qpReports\pairsTrading\longOnly\2008_04_27_4_41_53_pairsTrdng2Long_from_2001_01_01_to_2004_12_31_annlRtrn_128.52_maxDD_25.70\2008_04_27_4_41_53_pairsTrdng_from_2001_01_01_to_2004_12_31_annlRtrn_128.52_maxDD_25.70.qpL",
+ 				  numberOfBestTestingPositionsToBeReturned);
+ 
+ 			
  			return inSampleChooser;
  		}