[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers FixedLengthTwoPhasesFitnessEvaluator.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv28831/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers

Modified Files:
	FixedLengthTwoPhasesFitnessEvaluator.cs 
Log Message:
Now the expected meaning is a TestingPositions (it was a WeightedPositions in the previous revision)

Index: FixedLengthTwoPhasesFitnessEvaluator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers/FixedLengthTwoPhasesFitnessEvaluator.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** FixedLengthTwoPhasesFitnessEvaluator.cs	10 Feb 2008 14:18:53 -0000	1.2
--- FixedLengthTwoPhasesFitnessEvaluator.cs	16 Aug 2008 19:32:17 -0000	1.3
***************
*** 26,29 ****
--- 26,30 ----
  using QuantProject.Business.Strategies.EquityEvaluation;
  using QuantProject.Business.Strategies.Optimizing.FitnessEvaluation;
+ using QuantProject.Business.Strategies.OutOfSample;
  using QuantProject.Business.Strategies.ReturnsManagement;
  
***************
*** 35,38 ****
--- 36,41 ----
  	public class FixedLengthTwoPhasesFitnessEvaluator : IFitnessEvaluator
  	{
+ 		private const double fitnessForInvalidCandidate = -1000d;
+ 
  		private IEquityEvaluator equityEvaluator;
  
***************
*** 51,55 ****
--- 54,65 ----
  			this.equityEvaluator = equityEvaluator;
  		}
+ 		
  		#region GetFitnessValue
+ 		private void getFitnessValue_checkParameters( object meaning )
+ 		{
+ 			if ( !( meaning is TestingPositions ) )
+ 				throw new Exception(
+ 					"The meaning should always be a TestingPositions!" );
+ 		}
  		/// <summary>
  		/// This private method is written in compact mode, in order
***************
*** 90,110 ****
  			return fitnessValue;
  		}
! 		public double GetFitnessValue( object meaning , ReturnsManager returnsManager )
  		{
  			double fitnessValue;
! 			if ( meaning is WeightedPositions )
! 			{
  				// for the current optimization's candidate,
  				// all positions's tickers are distinct
- 				WeightedPositions weightedPositions =
- 					(WeightedPositions)meaning;
  				fitnessValue = this.getFitnessValue( weightedPositions , returnsManager );
! 			}
! 			else
! 			{
! 				// the current optimization's candidate contains
! 				// two genes that decode to the same tickers
! 				fitnessValue = -0.4;
! 			}
  			return fitnessValue;
  		}
--- 100,124 ----
  			return fitnessValue;
  		}
! 		private double getFitnessValue( TestingPositions testingPositions ,
! 		                               ReturnsManager returnsManager )
  		{
  			double fitnessValue;
! 			WeightedPositions weightedPositions = testingPositions.WeightedPositions;
! 			if ( weightedPositions == null )
! 				// the current optimization's candidate contains
! 				// two genes that decode to the same tickers
! 				fitnessValue = fitnessForInvalidCandidate;
! 			else
  				// for the current optimization's candidate,
  				// all positions's tickers are distinct
  				fitnessValue = this.getFitnessValue( weightedPositions , returnsManager );
! 			return fitnessValue;
! 		}
! 
! 		public double GetFitnessValue( object meaning , ReturnsManager returnsManager )
! 		{
! 			this.getFitnessValue_checkParameters( meaning );			
! 			double fitnessValue =
! 				this.getFitnessValue( (TestingPositions)meaning , returnsManager );
  			return fitnessValue;
  		}