[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Optimizing/Decoding BasicDecoderForTestingPositions.cs, 1.5, 1.6 DecoderForTestingPositionsWithBalancedWeights.cs, 1.3, 1.4

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Optimizing/Decoding
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv5510/b4_Business/a2_Strategies/Optimizing/Decoding

Modified Files:
	BasicDecoderForTestingPositions.cs 
	DecoderForTestingPositionsWithBalancedWeights.cs 
Log Message:
Modified getWeights method

Index: DecoderForTestingPositionsWithBalancedWeights.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Optimizing/Decoding/DecoderForTestingPositionsWithBalancedWeights.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** DecoderForTestingPositionsWithBalancedWeights.cs	27 Feb 2008 21:46:15 -0000	1.3
--- DecoderForTestingPositionsWithBalancedWeights.cs	8 Apr 2008 21:46:01 -0000	1.4
***************
*** 51,58 ****
  //		}
  
! 		protected override double[] getWeights()
  		{
  			return WeightedPositions.GetBalancedWeights( 
! 			        this.decodeSignedTickers(),	this.returnsManager );
  		}
  
--- 51,58 ----
  //		}
  
! 		protected override double[] getWeights(SignedTickers signedTickers)
  		{
  			return WeightedPositions.GetBalancedWeights( 
! 			        signedTickers,	this.returnsManager );
  		}
  

Index: BasicDecoderForTestingPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Optimizing/Decoding/BasicDecoderForTestingPositions.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** BasicDecoderForTestingPositions.cs	6 Mar 2008 20:11:38 -0000	1.5
--- BasicDecoderForTestingPositions.cs	8 Apr 2008 21:46:01 -0000	1.6
***************
*** 134,144 ****
  		#region decodeDecodable
  		
! 		protected virtual double[] getWeights()
  		{
  			//in this implementation encoded doesn't contain
  			//information for weights: so weights are all the same
  			double[] weights = new double[this.tickerRelatedGeneValues.Length];
  			for(int i = 0; i<weights.Length; i++)
! 				weights[i] = 1.0 / weights.Length;
  			return weights;
  		}
--- 134,151 ----
  		#region decodeDecodable
  		
! 		protected virtual double[] getWeights(SignedTickers signedTickers)
  		{
  			//in this implementation encoded doesn't contain
  			//information for weights: so weights are all the same
  			double[] weights = new double[this.tickerRelatedGeneValues.Length];
+ 			double coefficient;
  			for(int i = 0; i<weights.Length; i++)
! 			{	
! 				if(signedTickers[i].IsLong)
! 					coefficient = 1.0;
! 				else//is Short
! 					coefficient = -1.0;
! 				weights[i] = coefficient / weights.Length;
! 			}
  			return weights;
  		}
***************
*** 156,160 ****
  		{
  			SignedTickers signedTickers =	this.decodeSignedTickers();
! 			double[] weights = this.getWeights();
  			TestingPositions testingPositions =
  				this.getTestingPositions(
--- 163,167 ----
  		{
  			SignedTickers signedTickers =	this.decodeSignedTickers();
! 			double[] weights = this.getWeights(signedTickers);
  			TestingPositions testingPositions =
  				this.getTestingPositions(