[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers PVOChooserFromSavedBackTestLog.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv29299/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers

Modified Files:
	PVOChooserFromSavedBackTestLog.cs 
Log Message:
The chooser now makes possible to select the number of testingPositions you like (if this number is not greater than 
the testingPositions saved in each logItem of the backTestLog)

Index: PVOChooserFromSavedBackTestLog.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/InSampleChoosers/PVOChooserFromSavedBackTestLog.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** PVOChooserFromSavedBackTestLog.cs	8 Apr 2008 21:33:23 -0000	1.1
--- PVOChooserFromSavedBackTestLog.cs	26 Apr 2008 09:44:58 -0000	1.2
***************
*** 48,54 ****
  				
  		public PVOChooserFromSavedBackTestLog(
! 			string backTestLogFullPath)
! 			: base(backTestLogFullPath)
  		{
  		}
  		
--- 48,59 ----
  				
  		public PVOChooserFromSavedBackTestLog(
! 			string backTestLogFullPath, int numberOfBestTestingPositionsToBeReturned)
! 			: base(backTestLogFullPath , numberOfBestTestingPositionsToBeReturned)
  		{
+ 			int maxNumberOfTestingPositionsFromBackTestLogItems = 
+ 				((PVOLogItem)this.backTestLog[0]).BestPVOPositionsInSample.Length;
+ 		 	if(numberOfBestTestingPositionsToBeReturned > maxNumberOfTestingPositionsFromBackTestLogItems)
+ 				throw new Exception("Number of TestingPositions to be returned " +
+ 				                    "is too high for the given BackTestLog");
  		}
  		
***************
*** 56,66 ****
  		{
  			TestingPositions[] testingPositions = 
! 				new TestingPositions[((PVOLogItem)this.backTestLog[0]).BestPVOPositionsInSample.Length];
! 			for( int i = 0; i<this.backTestLog.Count ; i++ )
  			{
  				if( this.backTestLog[i].SimulatedCreationTime.DateTime ==
  					  lastInSampleDateOfOptimizedTestingPositions.DateTime )
  				{
! 						testingPositions = ((PVOLogItem)this.backTestLog[i]).BestPVOPositionsInSample;
  						i = this.backTestLog.Count;
  				}
--- 61,74 ----
  		{
  			TestingPositions[] testingPositions = 
! 				new TestingPositions[this.numberOfBestTestingPositionsToBeReturned];
! 			for( int i = 0;
! 			     i < this.backTestLog.Count;
! 			     i++ )
  			{
  				if( this.backTestLog[i].SimulatedCreationTime.DateTime ==
  					  lastInSampleDateOfOptimizedTestingPositions.DateTime )
  				{
! 						Array.Copy( ((PVOLogItem)this.backTestLog[i]).BestPVOPositionsInSample ,
! 												0, testingPositions, 0, numberOfBestTestingPositionsToBeReturned );
  						i = this.backTestLog.Count;
  				}