[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/InSample BruteForceChooser.cs, 1.
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-03-30 15:38:59
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/InSample In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv3477/b4_Business/a2_Strategies/InSample Modified Files: BruteForceChooser.cs Log Message: Minor fixings have been applied: now it works as expected, because the BruteForceOptimizer has been improved Index: BruteForceChooser.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/InSample/BruteForceChooser.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** BruteForceChooser.cs 26 Mar 2008 00:39:44 -0000 1.1 --- BruteForceChooser.cs 30 Mar 2008 15:38:50 -0000 1.2 *************** *** 136,139 **** --- 136,170 ---- "candidates!" ); } + + private TestingPositions getCurrentBestTestingPositions( + int i , BruteForceOptimizer bruteForceOptimizer ) + { + BruteForceOptimizableParameters bruteForceOptimizableParameters = + bruteForceOptimizer.TopBestParameters[ i ]; + TestingPositions currentBestTestingPositions = + (TestingPositions)bruteForceOptimizableParameters.Meaning; + currentBestTestingPositions.FitnessInSample = + bruteForceOptimizableParameters.Fitness; + + // bestTestingPositions[ i ] = + // (TestingPositions)bruteForceOptimizableParameters.Meaning; + // bestTestingPositions[ i ].FitnessInSample = + // (TestingPositions)bruteForceOptimizableParameters.Fitness; + return currentBestTestingPositions; + } + + // private void addCurrentBestTestingPositionIfEquivalentNotAlreadyAdded( + // int i , BruteForceOptimizer bruteForceOptimizer , + // Hashtable equivalentCollector , + // TestingPositions[] bestTestingPositions ) + // { + // TestingPositions currentBestTestingPositions = + // this.getCurrentBestTestingPositions( i , bruteForceOptimizer ); + // this.addCurrentBestTestingPositionIfEquivalentNotAlreadyAdded( + // currentBestTestingPositions , + // equivalentCollector , + // bestTestingPositions ); + // } + private TestingPositions[] getBestTestingPositionsInSample_getTestingPositionsActually( BruteForceOptimizer bruteForceOptimizer ) *************** *** 143,153 **** TestingPositions[] bestTestingPositions = new TestingPositions[ this.numberOfBestTestingPositionsToBeReturned ]; for ( int i = 0 ; i < bruteForceOptimizer.TopBestParameters.Length ; i++ ) - { - BruteForceOptimizableParameters bruteForceOptimizableParameters = - bruteForceOptimizer.TopBestParameters[ i ]; bestTestingPositions[ i ] = ! (TestingPositions)bruteForceOptimizableParameters.Meaning; ! } return bestTestingPositions; } --- 174,181 ---- TestingPositions[] bestTestingPositions = new TestingPositions[ this.numberOfBestTestingPositionsToBeReturned ]; + //// Hashtable equivalentCollector = new Hashtable(); for ( int i = 0 ; i < bruteForceOptimizer.TopBestParameters.Length ; i++ ) bestTestingPositions[ i ] = ! this.getCurrentBestTestingPositions( i , bruteForceOptimizer ); return bestTestingPositions; } *************** *** 169,173 **** bruteForceOptimizer.Run( 10000 , bruteForceOptimizableParametersManager.TotalIterations ); ! return this.getBestTestingPositionsInSample_getTestingPositionsActually( bruteForceOptimizer ); --- 197,201 ---- bruteForceOptimizer.Run( 10000 , bruteForceOptimizableParametersManager.TotalIterations ); ! return this.getBestTestingPositionsInSample_getTestingPositionsActually( bruteForceOptimizer ); |