[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes GenomeManagerForEfficientOTCTypes.cs, 1.2, 1.3

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv21302/b7_Scripts/TickerSelectionTesting/TestingOTCTypes

Modified Files:
	GenomeManagerForEfficientOTCTypes.cs 
Log Message:
GenomeManagers have been updated (WeightedPositions have been used instead
of CandidateProperties)

Index: GenomeManagerForEfficientOTCTypes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/GenomeManagerForEfficientOTCTypes.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** GenomeManagerForEfficientOTCTypes.cs	14 May 2006 18:36:37 -0000	1.2
--- GenomeManagerForEfficientOTCTypes.cs	14 Jan 2008 23:38:36 -0000	1.3
***************
*** 38,44 ****
  	/// </summary>
  	[Serializable]
!   public class GenomeManagerForEfficientOTCTypes : GenomeManagerForEfficientPortfolio
    {
!     private GenomeManagerForEfficientCTOPortfolio genManCTO;
      public GenomeManagerForEfficientOTCTypes(DataTable setOfInitialTickers,
                                                   DateTime firstQuoteDate,
--- 38,46 ----
  	/// </summary>
  	[Serializable]
!   public class GenomeManagerForEfficientOTCTypes : GenomeManagerForEfficientOTCCTOPortfolio
    {
! //    private GenomeManagerForEfficientCTOPortfolio genManCTO;
! //		private string benchmark;
! 
      public GenomeManagerForEfficientOTCTypes(DataTable setOfInitialTickers,
                                                   DateTime firstQuoteDate,
***************
*** 46,50 ****
                                                   int numberOfTickersInPortfolio,
                                                   double targetPerformance,
!                                                  PortfolioType portfolioType)
                                  :base(setOfInitialTickers,
                                       firstQuoteDate,
--- 48,53 ----
                                                   int numberOfTickersInPortfolio,
                                                   double targetPerformance,
!                                                  PortfolioType portfolioType,
! 																								 string benchmark)
                                  :base(setOfInitialTickers,
                                       firstQuoteDate,
***************
*** 52,115 ****
                                       numberOfTickersInPortfolio,
                                       targetPerformance,
!                                      portfolioType)
                            
      {
!       this.retrieveData();
!       this.genManCTO = new GenomeManagerForEfficientCTOPortfolio(setOfInitialTickers,
!                                      firstQuoteDate,
!                                      lastQuoteDate,
!                                      numberOfTickersInPortfolio,
!                                      targetPerformance,
!                                      portfolioType);
      }
      //rate of return = rawClose/rawOpen - 1
!     protected override float[] getArrayOfRatesOfReturn(string ticker)
!     {
!       float[] returnValue = null;
!       Quotes tickerQuotes = new Quotes(ticker, this.firstQuoteDate, this.lastQuoteDate);
!       returnValue = ExtendedDataTable.GetRatesOfReturnsFromColumns(tickerQuotes, "quClose", "quOpen");
!       this.numberOfExaminedReturns = returnValue.Length;
!       
!       return returnValue;
!     }
!     
!     public override double GetFitnessValue(Genome genome)
!     {
!       double returnValue = 0;
!       this.portfolioRatesOfReturn = this.getPortfolioRatesOfReturn(genome.Genes());
!       double averagePortfolioRateOfReturn = 
!         BasicFunctions.SimpleAverage(this.portfolioRatesOfReturn);
!         
!       double portfolioVariance = 
!         BasicFunctions.Variance(this.portfolioRatesOfReturn);
! 
!       if(!Double.IsInfinity(portfolioVariance) &&
!         !Double.IsInfinity(averagePortfolioRateOfReturn) &&
!         !Double.IsNaN(portfolioVariance) &&
!         !Double.IsNaN(averagePortfolioRateOfReturn) &&
!         portfolioVariance > 0.0)
!         //both variance and rate of return are 
!         //double values computed in the right way:
!         // so it's possible to assign fitness
!       {
!         this.variance = portfolioVariance;
!         this.rateOfReturn = averagePortfolioRateOfReturn;
!         //returnValue = this.getFitnessValue_calculate();
!         returnValue = this.getFitnessValue_calculate() -
!                       this.genManCTO.GetFitnessValue(genome);
!         
!       }
!       
!       return returnValue;
!     }
! 
!     
!     protected override double getFitnessValue_calculate()
!     {
!       return this.RateOfReturn/Math.Sqrt(this.Variance);
!     }
!     
!     
!   }
! 
  }
--- 55,118 ----
                                       numberOfTickersInPortfolio,
                                       targetPerformance,
!                                      portfolioType,
! 																		 benchmark)
                            
      {
! //      this.benchmark = benchmark;
! //			this.retrieveData();
! //      this.genManCTO = new GenomeManagerForEfficientCTOPortfolio(setOfInitialTickers,
! //                                     firstQuoteDate,
! //                                     lastQuoteDate,
! //                                     numberOfTickersInPortfolio,
! //                                     targetPerformance,
! //                                     portfolioType,
! //																		 benchmark);
      }
      //rate of return = rawClose/rawOpen - 1
! //    protected override float[] getArrayOfRatesOfReturn(string ticker)
! //    {
! //      float[] returnValue = null;
! //      Quotes tickerQuotes = new Quotes(ticker, this.firstQuoteDate, this.lastQuoteDate);
! //      returnValue = ExtendedDataTable.GetRatesOfReturnsFromColumns(tickerQuotes, "quClose", "quOpen");
! //      this.numberOfExaminedReturns = returnValue.Length;
! //      
! //      return returnValue;
! //    }
! //    
! //    public override double GetFitnessValue(Genome genome)
! //    {
! //      double returnValue = 0;
! //      this.portfolioRatesOfReturn = this.getPortfolioRatesOfReturn(genome.Genes());
! //      double averagePortfolioRateOfReturn = 
! //        BasicFunctions.SimpleAverage(this.portfolioRatesOfReturn);
! //        
! //      double portfolioVariance = 
! //        BasicFunctions.Variance(this.portfolioRatesOfReturn);
! //
! //      if(!Double.IsInfinity(portfolioVariance) &&
! //        !Double.IsInfinity(averagePortfolioRateOfReturn) &&
! //        !Double.IsNaN(portfolioVariance) &&
! //        !Double.IsNaN(averagePortfolioRateOfReturn) &&
! //        portfolioVariance > 0.0)
! //        //both variance and rate of return are 
! //        //double values computed in the right way:
! //        // so it's possible to assign fitness
! //      {
! //        this.variance = portfolioVariance;
! //        this.rateOfReturn = averagePortfolioRateOfReturn;
! //        //returnValue = this.getFitnessValue_calculate();
! //        returnValue = this.getFitnessValue_calculate() -
! //                      this.genManCTO.GetFitnessValue(genome);
! //        
! //      }
! //      
! //      return returnValue;
! //    }
! //
! //    
! //    protected override double getFitnessValue_calculate()
! //    {
! //      return this.RateOfReturn/Math.Sqrt(this.Variance);
! //    }
!    }
  }