[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases FixedLengthTwoPhasesMain.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv2423/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases

Modified Files:
	FixedLengthTwoPhasesMain.cs 
Log Message:
A generic IFitnessEvaluator is used, now.

Index: FixedLengthTwoPhasesMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** FixedLengthTwoPhasesMain.cs	7 Feb 2008 18:41:31 -0000	1.4
--- FixedLengthTwoPhasesMain.cs	10 Feb 2008 14:20:32 -0000	1.5
***************
*** 30,33 ****
--- 30,34 ----
  using QuantProject.Business.Strategies.Logging;
  using QuantProject.Business.Strategies.Optimizing.Decoding;
+ using QuantProject.Business.Strategies.Optimizing.FitnessEvaluation;
  using QuantProject.Business.Strategies.ReturnsManagement;
  using QuantProject.Business.Strategies.ReturnsManagement.Time;
***************
*** 130,135 ****
  			// definition for the Fitness Evaluator
        IEquityEvaluator equityEvaluator = new SharpeRatio();
! 			FixedLengthTwoPhasesFitnessEvaluator
! 				fixedLengthTwoPhasesFitnessEvaluator =
  				new FixedLengthTwoPhasesFitnessEvaluator( equityEvaluator );
  
--- 131,135 ----
  			// definition for the Fitness Evaluator
        IEquityEvaluator equityEvaluator = new SharpeRatio();
! 			IFitnessEvaluator	fitnessEvaluator =
  				new FixedLengthTwoPhasesFitnessEvaluator( equityEvaluator );
  
***************
*** 145,149 ****
  				new FixedLengthTwoPhasesGeneticChooser(
  				numberOfPortfolioPositions , inSampleDays , benchmark ,
! 				decoderForWeightedPositions , fixedLengthTwoPhasesFitnessEvaluator ,
  				historicalQuoteProvider ,
  				crossoverRate , mutationRate , elitismRate ,
--- 145,149 ----
  				new FixedLengthTwoPhasesGeneticChooser(
  				numberOfPortfolioPositions , inSampleDays , benchmark ,
! 				decoderForWeightedPositions , fitnessEvaluator ,
  				historicalQuoteProvider ,
  				crossoverRate , mutationRate , elitismRate ,
***************
*** 185,189 ****
  			this.saveLog(
  				endOfDayStrategyBackTester.Log ,
! 				endOfDayStrategyBackTester.DescriptionForLogFileName );
  		}
  
--- 185,189 ----
  			this.saveLog(
  				endOfDayStrategyBackTester.Log ,
! 				endOfDayStrategyBackTester.Description );
  		}