[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce PairsTradingBruteForceChooser.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/InSample/InSampleChoosers/BruteForce
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv28027

Added Files:
	PairsTradingBruteForceChooser.cs 
Log Message:
WalkForwardTesting\PairsTrading\InSample\InSampleChoosers\PairsTradingBruteForceChooser.cs has been moved to WalkForwardTesting\PairsTrading\InSample\InSampleChoosers\BruteForce\PairsTradingBruteForceChooser.cs


--- NEW FILE: PairsTradingBruteForceChooser.cs ---
/*
QuantProject - Quantitative Finance Library

PairsTradingBruteForceChooser.cs
Copyright (C) 2008
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;

using QuantProject.ADT.Optimizing.BruteForce;
using QuantProject.Business.DataProviders;
using QuantProject.Business.Strategies.Eligibles;
using QuantProject.Business.Strategies.InSample;
//using QuantProject.Business.Strategies.Optimizing.BruteForce;
using QuantProject.Business.Strategies.Optimizing.Decoding;
using QuantProject.Business.Strategies.Optimizing.FitnessEvaluation;
using QuantProject.Business.Strategies.OutOfSample;
using QuantProject.Business.Strategies.ReturnsManagement;


namespace QuantProject.Scripts.WalkForwardTesting.PairsTrading
{
	/// <summary>
	/// brute force IInSampleChooser for the pairs trading strategy
	/// </summary>
	public class PairsTradingBruteForceChooser : BruteForceChooser
	{
		public PairsTradingBruteForceChooser(
			int numberOfBestTestingPositionsToBeReturned ,
			IDecoderForTestingPositions decoderForTestingPositions ,
			IFitnessEvaluator fitnessEvaluator ,
			IHistoricalQuoteProvider historicalQuoteProvider ) :
			base (
			numberOfBestTestingPositionsToBeReturned ,
			decoderForTestingPositions ,
			fitnessEvaluator ,
			historicalQuoteProvider )
		{
		}
		protected override IBruteForceOptimizableParametersManager
			getBruteForceOptimizableParametersManager(
			EligibleTickers eligibleTickers ,
			ReturnsManager returnsManager )
		{
			PairsTradingBruteForceOptimizableParametersManager
				bruteForceOptimizableParametersManager =
				new PairsTradingBruteForceOptimizableParametersManager(
				eligibleTickers ,
				2 ,
				this.decoderForTestingPositions ,
				this.fitnessEvaluator ,
				returnsManager );
			return bruteForceOptimizableParametersManager;
		}
//		protected override string getHashCodeForTestingPositions(
//			TestingPositions testingPositions)
//		{
//			string hashCode = testingPositions.HashCodeForTickerComposition;
//			return hashCode;
//		}
	}
}