quantproject-developers

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv7077/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases

Modified Files:
	FixedLengthTwoPhasesMain.cs 
Log Message:
The eligibles selector MostLiquidAndLessVolatile is not used anymore. It has been replaced by ByPriceMostLiquidLessVolatileOTCAlwaysQuoted

Index: FixedLengthTwoPhasesMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** FixedLengthTwoPhasesMain.cs	1 Apr 2008 21:30:33 -0000	1.7
--- FixedLengthTwoPhasesMain.cs	11 May 2008 19:00:20 -0000	1.8
***************
*** 156,162 ****
  				new FixedLengthTwoPhasesIntervalsSelector(
  					1 , 1 , benchmark );
  			IEligiblesSelector eligiblesSelector =
! 				new MostLiquidAndLessVolatile(
! 				tickersGroupId , maxNumberOfEligiblesToBeChosen );
  
  			FixedLengthTwoPhasesStrategy fixedLengthTwoPhasesStrategy =
--- 156,171 ----
  				new FixedLengthTwoPhasesIntervalsSelector(
  					1 , 1 , benchmark );
+ 
+ //			IEligiblesSelector eligiblesSelector =
+ //				new MostLiquidAndLessVolatile(
+ //				tickersGroupId , maxNumberOfEligiblesToBeChosen );
  			IEligiblesSelector eligiblesSelector =
! 				new ByPriceMostLiquidLessVolatileOTCAlwaysQuoted(
! 				tickersGroupId ,
! 				true ,
! 				maxNumberOfEligiblesToBeChosen ,
! 				maxNumberOfEligiblesToBeChosen + 50 ,
! 				10 , 10 , 20 , 75 );
! 
  
  			FixedLengthTwoPhasesStrategy fixedLengthTwoPhasesStrategy =