[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedPeriodOscillators EndOfDayTimerHandlerFPOscillatorCTC.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedPeriodOscillators
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv2916/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedPeriodOscillators

Modified Files:
	EndOfDayTimerHandlerFPOscillatorCTC.cs 
Log Message:
- the code has been cleaned up to avoid warnings
- standard indentation has been applied

Index: EndOfDayTimerHandlerFPOscillatorCTC.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedPeriodOscillators/EndOfDayTimerHandlerFPOscillatorCTC.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** EndOfDayTimerHandlerFPOscillatorCTC.cs	14 Jan 2008 23:32:30 -0000	1.6
--- EndOfDayTimerHandlerFPOscillatorCTC.cs	19 Aug 2008 17:11:28 -0000	1.7
***************
*** 3,7 ****
  
  EndOfDayTimerHandlerFPOscillatorCTC.cs
! Copyright (C) 2003 
  Marco Milletti
  
--- 3,7 ----
  
  EndOfDayTimerHandlerFPOscillatorCTC.cs
! Copyright (C) 2003
  Marco Milletti
  
***************
*** 19,23 ****
  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 System.Data;
--- 19,23 ----
  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 System.Data;
***************
*** 40,335 ****
  {
  	/// <summary>
!   /// Implements MarketOpenEventHandler and MarketCloseEventHandler
!   /// These handlers contain the core strategy for the oscillator
!   /// close to close strategy!
!   /// </summary>
!   [Serializable]
!   public class EndOfDayTimerHandlerFPOscillatorCTC : EndOfDayTimerHandler
!   {
!     private int numDaysForReturnCalculation;
!     private double maxAcceptableCloseToCloseDrawdown;
!     private int daysCounterWithPositions;
!     private int daysCounterWithRightPositions;
!     private int daysCounterWithReversalPositions;
!     private bool isReversalPeriodOn = false;
! //  private bool isTheFirstClose = false;
!     private DateTime lastCloseDate;
!     private IGenomeManager iGenomeManager;
!     private int seedForRandomGenerator;
!         
!     public EndOfDayTimerHandlerFPOscillatorCTC(string tickerGroupID, int numberOfEligibleTickers, 
!                                 int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod,
!                                 Account account,                                
!                                 int generationNumberForGeneticOptimizer,
!                                 int populationSizeForGeneticOptimizer,
!                                 string benchmark,
!                                 int numDaysForReturnCalculation,
!                                 PortfolioType portfolioType, double maxAcceptableCloseToCloseDrawdown):
!     														base(tickerGroupID, numberOfEligibleTickers, 
!                                 numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
!                                 generationNumberForGeneticOptimizer,
!                                 populationSizeForGeneticOptimizer,
!                                 benchmark, 0.0,
!                                 portfolioType)
!     {
!       this.numDaysForReturnCalculation = numDaysForReturnCalculation;
!       this.daysCounterWithRightPositions = 0;
!       this.daysCounterWithReversalPositions = 0; 
!       this.isReversalPeriodOn = false;
!       this.maxAcceptableCloseToCloseDrawdown = maxAcceptableCloseToCloseDrawdown;
!       this.stopLossConditionReached = false;
!       this.currentAccountValue = 0.0;
!       this.previousAccountValue = 0.0;
!       this.numDaysBetweenEachOptimization = 2* numDaysForReturnCalculation;
!       this.numDaysBetweenEachOptimization = numDaysForReturnCalculation;
!       this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator;
!     }
  		
!     public override void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!     	;
!     }
  
!     #region MarketCloseEventHandler
!     
!     protected void marketCloseEventHandler_updateStopLossCondition()
!     {
!       this.previousAccountValue = this.currentAccountValue;
!       this.currentAccountValue = this.account.GetMarketValue();
!       if((this.currentAccountValue - this.previousAccountValue)
!            /this.previousAccountValue < -this.maxAcceptableCloseToCloseDrawdown)
!       {
!         this.stopLossConditionReached = true;
!       }
!       else
!       {
!         this.stopLossConditionReached = false;
!       }
!     }    
!     
!     private void marketCloseEventHandler_updateCounters(bool isTheFirstClose)
!     {
!       if(this.account.Portfolio.Count > 0 && isTheFirstClose == false)
!       {
!         if(this.isReversalPeriodOn)
!           this.daysCounterWithReversalPositions++ ;
!         else
!           this.daysCounterWithRightPositions++ ;
!       }
!     }
  
!     private bool marketCloseEventHandler_openPositionsIfTuned_isTuned(IndexBasedEndOfDayTimer timer)
!     {
!       bool returnValue = false;
!       try
!       {
! 		    double gainForTheLastHalfPeriod;
! 	      DateTime initialDateForHalfPeriod = 
! 	          (DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition - this.numDaysForReturnCalculation + 1]["quDate"];
! 	      DateTime finalDateForHalfPeriod = 
! 	        (DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
!       	gainForTheLastHalfPeriod =
! 	      	 chosenWeightedPositions.GetCloseToCloseReturn(initialDateForHalfPeriod,finalDateForHalfPeriod);
! 	      if(gainForTheLastHalfPeriod < 0.0)
! 	      //in the last periods the combination has lost, so 
! 	      //it should gain the next days
! 	          returnValue = true;
! 	      
! 	      return returnValue;
!       }
!     	catch(MissingQuotesException ex)
!     	{
!     		ex = ex;
!     		return returnValue;
!     	}
!     }   
  
!     private void marketCloseEventHandler_openPositionsIfTuned(IndexBasedEndOfDayTimer timer)
!     {
!     	if(this.marketCloseEventHandler_openPositionsIfTuned_isTuned(timer))
!         AccountManager.OpenPositions(this.chosenWeightedPositions, this.account);
!     }
!     
!     private void marketCloseEventHandler_closePositions()
!     {
!       this.daysCounterWithPositions++;
!       if(this.daysCounterWithPositions == this.numDaysForReturnCalculation ||
!          this.stopLossConditionReached)
!       {
!       //Close if halfPeriod has elapsed or stop loss condition reached
!         AccountManager.ClosePositions(this.account);
!         this.daysCounterWithPositions = 0;
!       }
!     }    
!     
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!       this.marketCloseEventHandler_updateStopLossCondition();  
!       
!       if(this.account.Portfolio.Count == 0 &&
!          this.chosenWeightedPositions != null)
!       //portfolio is empty and tickers to buy have been chosen
!         this.marketCloseEventHandler_openPositionsIfTuned((IndexBasedEndOfDayTimer)sender);
!       else
!          this.marketCloseEventHandler_closePositions();
!       
!         //OLD IMPLEMENTATION: always on the market
! //    	//update isTheFirstClose and optimize after adding cash
! //    	//(this first optimization could be done also after market close)
! //      if (this.account.Transactions.Count == 0)
! //      {
! //        this.isTheFirstClose = true;
! //        this.marketCloseEventHandler_optimize(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime);
! //      }
! //      else
! //      {	
! //        this.isTheFirstClose = false;
! //      }      
! //      this.marketCloseEventHandler_updateCounters(this.isTheFirstClose);
! //      this.marketCloseEventHandler_updateStopLossCondition();
! //      
! //      if(this.stopLossConditionReached)
! //      {
! //      	this.orders.Clear();
! //      	this.closePositions();
! //        this.daysCounterWithReversalPositions = 0;
! //        this.daysCounterWithRightPositions = 0;
! //        this.marketCloseEventHandler_optimize(this.lastCloseDate);
! //        this.openPositions();
! //      }
! //      else
! //      {
! //        if(this.account.Portfolio.Count == 0)
! //        {
! //        	this.orders.Clear();
! //        	this.openPositions();
! //        }
! //        
! //        if((this.isTheFirstClose == false && this.isReversalPeriodOn == false &&
! //          this.daysCounterWithRightPositions == this.numDaysForReturnCalculation))
! //        {
! //          this.orders.Clear();
! //        	this.closePositions();
! //          this.daysCounterWithRightPositions = 0;
! //          this.marketCloseEventHandler_reverseSignOfTickers(this.chosenTickers);
! //          this.openPositions();
! //          this.isReversalPeriodOn = true;
! //        }
! //      
! //        if((this.isReversalPeriodOn == true &&
! //          this.daysCounterWithReversalPositions == this.numDaysForReturnCalculation))
! //        {
! //          this.orders.Clear();
! //        	this.closePositions();
! //          this.daysCounterWithReversalPositions = 0;
! //          this.isReversalPeriodOn = false;
! //          //code for only one optimization         
! ////          this.marketCloseEventHandler_reverseSignOfTickers(this.chosenTickers);
! ////          this.openPositions();
! //          //
! //          //normal strategy
! //          this.marketCloseEventHandler_optimize(this.lastCloseDate);
! //          this.openPositions();
! //        }
  //
! //      } //END OF OLD IMPLEMENTATION
!     }
  
!     #endregion
!     
!     #region OneHourAfterMarketCloseEventHandler
!    
!     protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
!     {
!       SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
!         currentDate);
!       
!       SelectorByQuotationAtEachMarketDay quotedAtEachMarketFromTemporized = 
!         new SelectorByQuotationAtEachMarketDay(temporizedGroup.GetTableOfSelectedTickers(),
!         false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
!         this.numberOfEligibleTickers, this.benchmark);
  
! //      SelectorByCloseToCloseVolatility lessVolatile = new SelectorByCloseToCloseVolatility(
! //        quotedAtEachMarketFromTemporized.GetTableOfSelectedTickers(),true,
! //        currentDate.AddDays(-15), currentDate,
! //        this.numberOfEligibleTickers);
  //
! //      return lessVolatile.GetTableOfSelectedTickers();
!       
!       return quotedAtEachMarketFromTemporized.GetTableOfSelectedTickers();
!       
!     }
!     
!     
!     protected virtual void setTickers(DateTime currentDate,
!       bool setGenomeCounter)
!     {
!       DataTable setOfTickersToBeOptimized = this.getSetOfTickersToBeOptimized(currentDate);
!       if(setOfTickersToBeOptimized.Rows.Count > this.numberOfTickersToBeChosen*2)
!         //the optimization process is meaningful only if the initial set of tickers is 
!         //larger than the number of tickers to be chosen                     
!       
!       {
!         
!         //double targetReturnForEachPeriodOfPortfolioLife =
!         //	Math.Pow(1.60,(double)(1.0/(360.0/this.numDaysOfPortfolioLife))) - 1.0;
!         //the target has to be such that annual system return is minimum 50%
!         //(with no commissions and bid-ask spreads)
  
!         //     	IGenomeManager genManOscillatorCTC =
!         //          new GenomeManagerForEfficientCTCPortfolio(setOfTickersToBeOptimized,
!         //          currentDate.AddDays(-this.numDaysForOptimizationPeriod), 
!         //          currentDate, this.numberOfTickersToBeChosen,
!         //          this.numDaysForReturnCalculation, 0.0,
!         //          this.portfolioType);
!         this.iGenomeManager =
!           new GenomeManagerForFPOscillatorCTC(setOfTickersToBeOptimized,
!           currentDate.AddDays(-this.numDaysForOptimizationPeriod), 
!           currentDate, this.numberOfTickersToBeChosen,
!           this.numDaysForReturnCalculation,
!           this.portfolioType, this.benchmark);
!         GeneticOptimizer GO = new GeneticOptimizer(this.iGenomeManager,
!           this.populationSizeForGeneticOptimizer, 
!           this.generationNumberForGeneticOptimizer,
!           this.seedForRandomGenerator);
!         if(setGenomeCounter)
!           this.genomeCounter = new GenomeCounter(GO);
!         
!         GO.Run(false);
!         this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientPortfolio)this.iGenomeManager).FirstQuoteDate,
!           ((GenomeManagerForEfficientPortfolio)this.iGenomeManager).LastQuoteDate, setOfTickersToBeOptimized.Rows.Count,
!           this.numDaysForReturnCalculation);
  				this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights,
! 					new SignedTickers( ((GenomeMeaning)GO.BestGenome.Meaning).Tickers) );
!       }
!       //else it will be buyed again the previous optimized portfolio
!       //that's it the actual chosenTickers member
!     }
  
!     /// <summary>
!     /// Handles a "One hour after market close" event.
!     /// </summary>
!     /// <param name="sender"></param>
!     /// <param name="eventArgs"></param>
!     public override void OneHourAfterMarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!       this.lastCloseDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime;
!       this.seedForRandomGenerator++;
!       this.numDaysElapsedSinceLastOptimization++;
!       if((this.numDaysElapsedSinceLastOptimization - 1 == 
!             this.numDaysBetweenEachOptimization)) //|| this.isTheFirstClose )
!       //num days without optimization has elapsed or
!       //it is the first close (OLD IMPLEMENTATION)
!       {
!         this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
!         //sets tickers to be chosen next Market Close event
!         this.numDaysElapsedSinceLastOptimization = 0;
!       }
! 		      
!     }
  		#endregion
!   }
  }
--- 40,335 ----
  {
  	/// <summary>
! 	/// Implements MarketOpenEventHandler and MarketCloseEventHandler
! 	/// These handlers contain the core strategy for the oscillator
! 	/// close to close strategy!
! 	/// </summary>
! 	[Serializable]
! 	public class EndOfDayTimerHandlerFPOscillatorCTC : EndOfDayTimerHandler
! 	{
! 		private int numDaysForReturnCalculation;
! 		private double maxAcceptableCloseToCloseDrawdown;
! 		private int daysCounterWithPositions;
! 		private int daysCounterWithRightPositions;
! 		private int daysCounterWithReversalPositions;
! 		private bool isReversalPeriodOn = false;
! 		//  private bool isTheFirstClose = false;
! 		private DateTime lastCloseDate;
! 		private IGenomeManager iGenomeManager;
! 		private int seedForRandomGenerator;
  		
! 		public EndOfDayTimerHandlerFPOscillatorCTC(string tickerGroupID, int numberOfEligibleTickers,
! 		                                           int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod,
! 		                                           Account account,
! 		                                           int generationNumberForGeneticOptimizer,
! 		                                           int populationSizeForGeneticOptimizer,
! 		                                           string benchmark,
! 		                                           int numDaysForReturnCalculation,
! 		                                           PortfolioType portfolioType, double maxAcceptableCloseToCloseDrawdown):
! 			base(tickerGroupID, numberOfEligibleTickers,
! 			     numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
! 			     generationNumberForGeneticOptimizer,
! 			     populationSizeForGeneticOptimizer,
! 			     benchmark, 0.0,
! 			     portfolioType)
! 		{
! 			this.numDaysForReturnCalculation = numDaysForReturnCalculation;
! 			this.daysCounterWithRightPositions = 0;
! 			this.daysCounterWithReversalPositions = 0;
! 			this.isReversalPeriodOn = false;
! 			this.maxAcceptableCloseToCloseDrawdown = maxAcceptableCloseToCloseDrawdown;
! 			this.stopLossConditionReached = false;
! 			this.currentAccountValue = 0.0;
! 			this.previousAccountValue = 0.0;
! 			this.numDaysBetweenEachOptimization = 2* numDaysForReturnCalculation;
! 			this.numDaysBetweenEachOptimization = numDaysForReturnCalculation;
! 			this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator;
! 		}
! 		
! 		public override void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			;
! 		}
  
! 		#region MarketCloseEventHandler
! 		
! 		protected void marketCloseEventHandler_updateStopLossCondition()
! 		{
! 			this.previousAccountValue = this.currentAccountValue;
! 			this.currentAccountValue = this.account.GetMarketValue();
! 			if((this.currentAccountValue - this.previousAccountValue)
! 			   /this.previousAccountValue < -this.maxAcceptableCloseToCloseDrawdown)
! 			{
! 				this.stopLossConditionReached = true;
! 			}
! 			else
! 			{
! 				this.stopLossConditionReached = false;
! 			}
! 		}
! 		
! 		private void marketCloseEventHandler_updateCounters(bool isTheFirstClose)
! 		{
! 			if(this.account.Portfolio.Count > 0 && isTheFirstClose == false)
! 			{
! 				if(this.isReversalPeriodOn)
! 					this.daysCounterWithReversalPositions++ ;
! 				else
! 					this.daysCounterWithRightPositions++ ;
! 			}
! 		}
  
! 		private bool marketCloseEventHandler_openPositionsIfTuned_isTuned(IndexBasedEndOfDayTimer timer)
! 		{
! 			bool returnValue = false;
! 			try
! 			{
! 				double gainForTheLastHalfPeriod;
! 				DateTime initialDateForHalfPeriod =
! 					(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition - this.numDaysForReturnCalculation + 1]["quDate"];
! 				DateTime finalDateForHalfPeriod =
! 					(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
! 				gainForTheLastHalfPeriod =
! 					chosenWeightedPositions.GetCloseToCloseReturn(initialDateForHalfPeriod,finalDateForHalfPeriod);
! 				if(gainForTheLastHalfPeriod < 0.0)
! 					//in the last periods the combination has lost, so
! 					//it should gain the next days
! 					returnValue = true;
! 				
! 				return returnValue;
! 			}
! 			catch(MissingQuotesException ex)
! 			{
! 				string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 				return returnValue;
! 			}
! 		}
  
! 		private void marketCloseEventHandler_openPositionsIfTuned(IndexBasedEndOfDayTimer timer)
! 		{
! 			if(this.marketCloseEventHandler_openPositionsIfTuned_isTuned(timer))
! 				AccountManager.OpenPositions(this.chosenWeightedPositions, this.account);
! 		}
! 		
! 		private void marketCloseEventHandler_closePositions()
! 		{
! 			this.daysCounterWithPositions++;
! 			if(this.daysCounterWithPositions == this.numDaysForReturnCalculation ||
! 			   this.stopLossConditionReached)
! 			{
! 				//Close if halfPeriod has elapsed or stop loss condition reached
! 				AccountManager.ClosePositions(this.account);
! 				this.daysCounterWithPositions = 0;
! 			}
! 		}
! 		
! 		public override void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			this.marketCloseEventHandler_updateStopLossCondition();
! 			
! 			if(this.account.Portfolio.Count == 0 &&
! 			   this.chosenWeightedPositions != null)
! 				//portfolio is empty and tickers to buy have been chosen
! 				this.marketCloseEventHandler_openPositionsIfTuned((IndexBasedEndOfDayTimer)sender);
! 			else
! 				this.marketCloseEventHandler_closePositions();
! 			
! 			//OLD IMPLEMENTATION: always on the market
! 			//    	//update isTheFirstClose and optimize after adding cash
! 			//    	//(this first optimization could be done also after market close)
! 			//      if (this.account.Transactions.Count == 0)
! 			//      {
! 			//        this.isTheFirstClose = true;
! 			//        this.marketCloseEventHandler_optimize(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime);
! 			//      }
! 			//      else
! 			//      {
! 			//        this.isTheFirstClose = false;
! 			//      }
! 			//      this.marketCloseEventHandler_updateCounters(this.isTheFirstClose);
! 			//      this.marketCloseEventHandler_updateStopLossCondition();
  //
! 			//      if(this.stopLossConditionReached)
! 			//      {
! 			//      	this.orders.Clear();
! 			//      	this.closePositions();
! 			//        this.daysCounterWithReversalPositions = 0;
! 			//        this.daysCounterWithRightPositions = 0;
! 			//        this.marketCloseEventHandler_optimize(this.lastCloseDate);
! 			//        this.openPositions();
! 			//      }
! 			//      else
! 			//      {
! 			//        if(this.account.Portfolio.Count == 0)
! 			//        {
! 			//        	this.orders.Clear();
! 			//        	this.openPositions();
! 			//        }
! //
! 			//        if((this.isTheFirstClose == false && this.isReversalPeriodOn == false &&
! 			//          this.daysCounterWithRightPositions == this.numDaysForReturnCalculation))
! 			//        {
! 			//          this.orders.Clear();
! 			//        	this.closePositions();
! 			//          this.daysCounterWithRightPositions = 0;
! 			//          this.marketCloseEventHandler_reverseSignOfTickers(this.chosenTickers);
! 			//          this.openPositions();
! 			//          this.isReversalPeriodOn = true;
! 			//        }
! //
! 			//        if((this.isReversalPeriodOn == true &&
! 			//          this.daysCounterWithReversalPositions == this.numDaysForReturnCalculation))
! 			//        {
! 			//          this.orders.Clear();
! 			//        	this.closePositions();
! 			//          this.daysCounterWithReversalPositions = 0;
! 			//          this.isReversalPeriodOn = false;
! 			//          //code for only one optimization
! 			////          this.marketCloseEventHandler_reverseSignOfTickers(this.chosenTickers);
! 			////          this.openPositions();
! 			//          //
! 			//          //normal strategy
! 			//          this.marketCloseEventHandler_optimize(this.lastCloseDate);
! 			//          this.openPositions();
! 			//        }
! //
! 			//      } //END OF OLD IMPLEMENTATION
! 		}
  
! 		#endregion
! 		
! 		#region OneHourAfterMarketCloseEventHandler
! 		
! 		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
! 		{
! 			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
! 			                                                      currentDate);
! 			
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketFromTemporized =
! 				new SelectorByQuotationAtEachMarketDay(temporizedGroup.GetTableOfSelectedTickers(),
! 				                                       false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				                                       this.numberOfEligibleTickers, this.benchmark);
  
! 			//      SelectorByCloseToCloseVolatility lessVolatile = new SelectorByCloseToCloseVolatility(
! 			//        quotedAtEachMarketFromTemporized.GetTableOfSelectedTickers(),true,
! 			//        currentDate.AddDays(-15), currentDate,
! 			//        this.numberOfEligibleTickers);
  //
! 			//      return lessVolatile.GetTableOfSelectedTickers();
! 			
! 			return quotedAtEachMarketFromTemporized.GetTableOfSelectedTickers();
! 			
! 		}
! 		
! 		
! 		protected virtual void setTickers(DateTime currentDate,
! 		                                  bool setGenomeCounter)
! 		{
! 			DataTable setOfTickersToBeOptimized = this.getSetOfTickersToBeOptimized(currentDate);
! 			if(setOfTickersToBeOptimized.Rows.Count > this.numberOfTickersToBeChosen*2)
! 				//the optimization process is meaningful only if the initial set of tickers is
! 				//larger than the number of tickers to be chosen
! 				
! 			{
! 				
! 				//double targetReturnForEachPeriodOfPortfolioLife =
! 				//	Math.Pow(1.60,(double)(1.0/(360.0/this.numDaysOfPortfolioLife))) - 1.0;
! 				//the target has to be such that annual system return is minimum 50%
! 				//(with no commissions and bid-ask spreads)
  
! 				//     	IGenomeManager genManOscillatorCTC =
! 				//          new GenomeManagerForEfficientCTCPortfolio(setOfTickersToBeOptimized,
! 				//          currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 				//          currentDate, this.numberOfTickersToBeChosen,
! 				//          this.numDaysForReturnCalculation, 0.0,
! 				//          this.portfolioType);
! 				this.iGenomeManager =
! 					new GenomeManagerForFPOscillatorCTC(setOfTickersToBeOptimized,
! 					                                    currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 					                                    currentDate, this.numberOfTickersToBeChosen,
! 					                                    this.numDaysForReturnCalculation,
! 					                                    this.portfolioType, this.benchmark);
! 				GeneticOptimizer GO = new GeneticOptimizer(this.iGenomeManager,
! 				                                           this.populationSizeForGeneticOptimizer,
! 				                                           this.generationNumberForGeneticOptimizer,
! 				                                           this.seedForRandomGenerator);
! 				if(setGenomeCounter)
! 					this.genomeCounter = new GenomeCounter(GO);
! 				
! 				GO.Run(false);
! 				this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientPortfolio)this.iGenomeManager).FirstQuoteDate,
! 				                            ((GenomeManagerForEfficientPortfolio)this.iGenomeManager).LastQuoteDate, setOfTickersToBeOptimized.Rows.Count,
! 				                            this.numDaysForReturnCalculation);
  				this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights,
! 				                                                     new SignedTickers( ((GenomeMeaning)GO.BestGenome.Meaning).Tickers) );
! 			}
! 			//else it will be buyed again the previous optimized portfolio
! 			//that's it the actual chosenTickers member
! 		}
  
! 		/// <summary>
! 		/// Handles a "One hour after market close" event.
! 		/// </summary>
! 		/// <param name="sender"></param>
! 		/// <param name="eventArgs"></param>
! 		public override void OneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			this.lastCloseDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime;
! 			this.seedForRandomGenerator++;
! 			this.numDaysElapsedSinceLastOptimization++;
! 			if((this.numDaysElapsedSinceLastOptimization - 1 ==
! 			    this.numDaysBetweenEachOptimization)) //|| this.isTheFirstClose )
! 				//num days without optimization has elapsed or
! 				//it is the first close (OLD IMPLEMENTATION)
! 			{
! 				this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
! 				//sets tickers to be chosen next Market Close event
! 				this.numDaysElapsedSinceLastOptimization = 0;
! 			}
! 			
! 		}
  		#endregion
! 	}
  }