[Quantproject-developers] QuantProject/b7_Scripts/EvaluatingOptimizationTechnique/EfficientPortfoli
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From: Marco M. <mi...@us...> - 2008-01-14 23:29:02
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/EvaluatingOptimizationTechnique/EfficientPortfolio In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16889/b7_Scripts/EvaluatingOptimizationTechnique/EfficientPortfolio Modified Files: RunTestingOptimizationCloseToOpen.cs RunTestingOptimizationOpenToClose.cs RunTestingOptimizationOpenToCloseFitnessCombined.cs Log Message: Minor changes Index: RunTestingOptimizationOpenToClose.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/EvaluatingOptimizationTechnique/EfficientPortfolio/RunTestingOptimizationOpenToClose.cs,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** RunTestingOptimizationOpenToClose.cs 14 May 2006 18:10:31 -0000 1.8 --- RunTestingOptimizationOpenToClose.cs 14 Jan 2008 23:28:58 -0000 1.9 *************** *** 282,286 **** this.numberOfTickersToBeChosen, this.targetReturn, ! this.portfolioType); this.setFitnesses_setFitnessesActually(genManEfficientOTC); --- 282,287 ---- this.numberOfTickersToBeChosen, this.targetReturn, ! this.portfolioType, ! this.benchmark); this.setFitnesses_setFitnessesActually(genManEfficientOTC); Index: RunTestingOptimizationCloseToOpen.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/EvaluatingOptimizationTechnique/EfficientPortfolio/RunTestingOptimizationCloseToOpen.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** RunTestingOptimizationCloseToOpen.cs 14 May 2006 18:10:31 -0000 1.2 --- RunTestingOptimizationCloseToOpen.cs 14 Jan 2008 23:28:58 -0000 1.3 *************** *** 253,257 **** this.numberOfTickersToBeChosen, this.targetReturn, ! this.portfolioType); this.setFitnesses_setFitnessesActually(genManEfficientCTOPortfolio); --- 253,258 ---- this.numberOfTickersToBeChosen, this.targetReturn, ! this.portfolioType, ! this.benchmark); this.setFitnesses_setFitnessesActually(genManEfficientCTOPortfolio); Index: RunTestingOptimizationOpenToCloseFitnessCombined.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/EvaluatingOptimizationTechnique/EfficientPortfolio/RunTestingOptimizationOpenToCloseFitnessCombined.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** RunTestingOptimizationOpenToCloseFitnessCombined.cs 2 Jul 2006 19:36:12 -0000 1.2 --- RunTestingOptimizationOpenToCloseFitnessCombined.cs 14 Jan 2008 23:28:58 -0000 1.3 *************** *** 260,264 **** this.numberOfTickersToBeChosen, this.targetReturn, ! this.portfolioType); this.setFitnesses_setFitnessesActually(genManEfficientOTC_CTO); --- 260,265 ---- this.numberOfTickersToBeChosen, this.targetReturn, ! this.portfolioType, ! this.benchmark); this.setFitnesses_setFitnessesActually(genManEfficientOTC_CTO); |