[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleC
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-02-10 14:19:40
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers/Genetic In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv1950/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers/Genetic Modified Files: FixedLengthTwoPhasesGeneticChooser.cs Log Message: A generic IFitnessEvaluator is used, now. Index: FixedLengthTwoPhasesGeneticChooser.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers/Genetic/FixedLengthTwoPhasesGeneticChooser.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** FixedLengthTwoPhasesGeneticChooser.cs 7 Feb 2008 18:39:42 -0000 1.3 --- FixedLengthTwoPhasesGeneticChooser.cs 10 Feb 2008 14:19:36 -0000 1.4 *************** *** 31,34 **** --- 31,35 ---- using QuantProject.Business.Strategies.EquityEvaluation; using QuantProject.Business.Strategies.Optimizing.Decoding; + using QuantProject.Business.Strategies.Optimizing.FitnessEvaluation; using QuantProject.Business.Strategies.ReturnsManagement; using QuantProject.Business.Timing; *************** *** 48,52 **** private Benchmark benchmark; private IDecoderForWeightedPositions decoderForWeightedPositions; ! private FixedLengthTwoPhasesFitnessEvaluator fixedLengthTwoPhasesFitnessEvaluator; private IHistoricalQuoteProvider historicalQuoteProvider; private double crossoverRate; --- 49,53 ---- private Benchmark benchmark; private IDecoderForWeightedPositions decoderForWeightedPositions; ! private IFitnessEvaluator fitnessEvaluator; private IHistoricalQuoteProvider historicalQuoteProvider; private double crossoverRate; *************** *** 64,71 **** get { ! string description = "genetic_" + "longOnly_" + "gnrtnSz_" + this.populationSizeForGeneticOptimizer + ! "_gnrtnNmbr_" + this.generationNumberForGeneticOptimizer; return description; } --- 65,73 ---- get { ! string description = "IsChsr_genetic_" + "longOnly_" + "gnrtnSz_" + this.populationSizeForGeneticOptimizer + ! "_gnrtnNmbr_" + this.generationNumberForGeneticOptimizer + ! this.decoderForWeightedPositions.Description; return description; } *************** *** 74,78 **** int numberOfPortfolioPositions , int inSampleDays , Benchmark benchmark , IDecoderForWeightedPositions decoderForWeightedPositions , ! FixedLengthTwoPhasesFitnessEvaluator fixedLengthTwoPhasesFitnessEvaluator , IHistoricalQuoteProvider historicalQuoteProvider , double crossoverRate , double mutationRate , double elitismRate , --- 76,80 ---- int numberOfPortfolioPositions , int inSampleDays , Benchmark benchmark , IDecoderForWeightedPositions decoderForWeightedPositions , ! IFitnessEvaluator fitnessEvaluator , IHistoricalQuoteProvider historicalQuoteProvider , double crossoverRate , double mutationRate , double elitismRate , *************** *** 85,90 **** this.benchmark = benchmark; this.decoderForWeightedPositions = decoderForWeightedPositions; ! this.fixedLengthTwoPhasesFitnessEvaluator = ! fixedLengthTwoPhasesFitnessEvaluator; this.historicalQuoteProvider = historicalQuoteProvider; this.crossoverRate = crossoverRate; --- 87,91 ---- this.benchmark = benchmark; this.decoderForWeightedPositions = decoderForWeightedPositions; ! this.fitnessEvaluator = fitnessEvaluator; this.historicalQuoteProvider = historicalQuoteProvider; this.crossoverRate = crossoverRate; *************** *** 172,176 **** returnsManager , this.decoderForWeightedPositions , ! this.fixedLengthTwoPhasesFitnessEvaluator , QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator ); --- 173,177 ---- returnsManager , this.decoderForWeightedPositions , ! this.fitnessEvaluator , QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator ); |