[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/BruteForce
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From: Glauco S. <gla...@us...> - 2008-03-26 00:51:41
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/BruteForceOptimization In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv11916/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/BruteForceOptimization Modified Files: OTCBruteForceOptimizableParametersManager.cs Log Message: - CombinationBasedBruteForceOptimizableParametersManager is now inherited (several code has been commented out, accordingly) Index: OTCBruteForceOptimizableParametersManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/BruteForceOptimization/OTCBruteForceOptimizableParametersManager.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** OTCBruteForceOptimizableParametersManager.cs 14 Jan 2008 23:43:47 -0000 1.2 --- OTCBruteForceOptimizableParametersManager.cs 26 Mar 2008 00:51:36 -0000 1.3 *************** *** 37,41 **** /// </summary> public class OTCBruteForceOptimizableParametersManager : ! IBruteForceOptimizableParametersManager { private Combination portfolioCombination; --- 37,41 ---- /// </summary> public class OTCBruteForceOptimizableParametersManager : ! CombinationBasedBruteForceOptimizableParametersManager { private Combination portfolioCombination; *************** *** 48,52 **** DateTime firstOptimizationDate , DateTime lastOptimizationDate , ! int numberOfPortfolioPositions ) { this.eligibleTickersForPortfolioPositions = --- 48,57 ---- DateTime firstOptimizationDate , DateTime lastOptimizationDate , ! int numberOfPortfolioPositions ) : ! base( new Combination( ! eligibleTickersForPortfolioPositions.Rows.Count , ! eligibleTickersForPortfolioPositions.Rows.Count - 1 , ! numberOfPortfolioPositions ) ) ! { this.eligibleTickersForPortfolioPositions = *************** *** 65,98 **** } ! public bool MoveNext() ! { ! return this.portfolioCombination.MoveNext(); ! } ! ! public void Reset() ! { ! this.portfolioCombination.Reset(); ! } ! #region Current ! public object Current ! { ! get ! { ! return this.getCurrent(); ! } ! } ! private object getCurrent() ! { ! int[] currentValues = new int[ this.portfolioCombination.Length ]; ! for ( int i = 0 ; i < this.portfolioCombination.Length ; i ++ ) ! currentValues[ i ] = this.portfolioCombination.GetValue( i ); ! BruteForceOptimizableParameters bruteForceOptimizableParameters = ! new BruteForceOptimizableParameters( currentValues , ! this ); ! return bruteForceOptimizableParameters; ! } ! #endregion ! public object Decode( BruteForceOptimizableParameters bruteForceOptimizableItem ) { --- 70,104 ---- } ! ! // public bool MoveNext() ! // { ! // return this.portfolioCombination.MoveNext(); ! // } ! // ! // public void Reset() ! // { ! // this.portfolioCombination.Reset(); ! // } ! // #region Current ! // public object Current ! // { ! // get ! // { ! // return this.getCurrent(); ! // } ! // } ! // private object getCurrent() ! // { ! // int[] currentValues = new int[ this.portfolioCombination.Length ]; ! // for ( int i = 0 ; i < this.portfolioCombination.Length ; i ++ ) ! // currentValues[ i ] = this.portfolioCombination.GetValue( i ); ! // BruteForceOptimizableParameters bruteForceOptimizableParameters = ! // new BruteForceOptimizableParameters( currentValues , ! // this ); ! // return bruteForceOptimizableParameters; ! // } ! // #endregion ! public override object Decode( BruteForceOptimizableParameters bruteForceOptimizableItem ) { *************** *** 100,104 **** } ! public double GetFitnessValue( BruteForceOptimizableParameters bruteForceOptimizableItem ) { --- 106,110 ---- } ! public override double GetFitnessValue( BruteForceOptimizableParameters bruteForceOptimizableItem ) { |