Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv12665/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
Modified Files:
FixedLengthTwoPhasesMain.cs
Log Message:
- the code has been cleaned up to avoid warnings
- standard indentation has been applied
Index: FixedLengthTwoPhasesMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** FixedLengthTwoPhasesMain.cs 16 Aug 2008 19:26:57 -0000 1.9
--- FixedLengthTwoPhasesMain.cs 18 Aug 2008 21:13:20 -0000 1.10
***************
*** 61,65 ****
{
this.benchmark = new Benchmark( "CCE" );
! this.numberOfPortfolioPositions = 1;
this.historicalQuoteProviderForInSample =
new HistoricalRawQuoteProvider();
--- 61,65 ----
{
this.benchmark = new Benchmark( "CCE" );
! this.numberOfPortfolioPositions = 2;
this.historicalQuoteProviderForInSample =
new HistoricalRawQuoteProvider();
***************
*** 72,76 ****
string tickersGroupId = "SP500";
// uncomment the following line for a faster script
! tickersGroupId = "fastTest";
int maxNumberOfEligibleTickersToBeChosen = 100;
--- 72,76 ----
string tickersGroupId = "SP500";
// uncomment the following line for a faster script
! // tickersGroupId = "fastTest";
int maxNumberOfEligibleTickersToBeChosen = 100;
***************
*** 111,115 ****
int numberOfBestTestingPositionsToBeReturned = 20;
// uncomment the following line for a faster script
! numberOfBestTestingPositionsToBeReturned = 2;
IDecoderForTestingPositions decoderForWeightedPositions =
--- 111,115 ----
int numberOfBestTestingPositionsToBeReturned = 20;
// uncomment the following line for a faster script
! numberOfBestTestingPositionsToBeReturned = 5;
IDecoderForTestingPositions decoderForWeightedPositions =
***************
*** 127,131 ****
double elitismRate = 0.001;
int populationSizeForGeneticOptimizer = 10000;
! int generationNumberForGeneticOptimizer = 1;
int seedForRandomGenerator =
QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator;
--- 127,131 ----
double elitismRate = 0.001;
int populationSizeForGeneticOptimizer = 10000;
! int generationNumberForGeneticOptimizer = 5;
int seedForRandomGenerator =
QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator;
***************
*** 205,212 ****
double cashToStart = 30000;
! DateTime firstDateTime = new DateTime( 2006 , 1 , 2 );
! DateTime lastDateTime = new DateTime( 2006 , 1 , 6 );
! double maxRunningHours = 1;
EndOfDayStrategyBackTester endOfDayStrategyBackTester =
--- 205,212 ----
double cashToStart = 30000;
! DateTime firstDateTime = new DateTime( 2006 , 1 , 1 );
! DateTime lastDateTime = new DateTime( 2008 , 4 , 1 );
! double maxRunningHours = 8;
EndOfDayStrategyBackTester endOfDayStrategyBackTester =
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