[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination ExtremeCoun

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

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

Index: FixedLevelOscillatorBiasedPVOStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/FixedLevelOscillatorBiasedPVOStrategy.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** FixedLevelOscillatorBiasedPVOStrategy.cs	12 Mar 2008 22:09:04 -0000	1.5
--- FixedLevelOscillatorBiasedPVOStrategy.cs	19 Aug 2008 17:11:29 -0000	1.6
***************
*** 3,7 ****

  FixedLevelOscillatorBiasedPVOStrategy.cs
! Copyright (C) 2007 
  Marco Milletti

--- 3,7 ----

  FixedLevelOscillatorBiasedPVOStrategy.cs
! Copyright (C) 2007
  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;
--- 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;
***************
*** 36,114 ****
  {
  	/// <summary>
! 	/// Fixed Level Oscillators 
  	/// Biased Portfolio Value Oscillator strategy:
  	/// from a group of optimized PVO portfolios, the strategy indicates
  	/// to buy the portfolio that presents the highest degree
! 	/// of moving from a threshold 
  	/// </summary>
  	[Serializable]
  	public class FixedLevelOscillatorBiasedPVOStrategy : EndOfDayTimerHandlerBiasedPVO, IEndOfDayStrategy
  	{
!     
  		public FixedLevelOscillatorBiasedPVOStrategy( Account accountPVO ,
! 			                                     WeightedPositions[] weightedPositionsToEvaluateOutOfSample,
!                                            double[] oversoldThreshold,
!                                            double[] overboughtThreshold,
!                                            int numOfDifferentGenomesToEvaluateOutOfSample,
!                                            int numDaysForOscillatingPeriod,
!                                            double maxAcceptableCloseToCloseDrawdown,
!                                            double minimumAcceptableGain):
!                                         base("", 0, 0, 0, 
!                                         weightedPositionsToEvaluateOutOfSample[0].Count, 0, accountPVO, null, 0, 0,
!                                         "^GSPC", numOfDifferentGenomesToEvaluateOutOfSample,
! 																				false,0,
! 																				1.0,
! 																				1000.0,
! 																				false,
! 																				false,
!                                         numDaysForOscillatingPeriod,numDaysForOscillatingPeriod,1,1,1,1,1,false,false,0,
!                                         PortfolioType.ShortAndLong,maxAcceptableCloseToCloseDrawdown,
!                                         minimumAcceptableGain)
!                                        
  		{
  			this.weightedPositionsToEvaluateOutOfSample = weightedPositionsToEvaluateOutOfSample;
!       this.currentOversoldThreshold = oversoldThreshold;
!       this.currentOverboughtThreshold = overboughtThreshold;
!       this.numDaysForOscillatingPeriod = numDaysForOscillatingPeriod;
!       this.numOfDifferentGenomesToEvaluateOutOfSample = numOfDifferentGenomesToEvaluateOutOfSample;
  		}
! 						
!     public void FiveMinutesBeforeMarketCloseEventHandler( Object sender ,
!       EndOfDayTimingEventArgs endOfDayTimingEventArgs)
!     {
!     }
!     		
!     protected override double getCurrentWeightedPositionsGainOrLoss(
  			IndexBasedEndOfDayTimer timer,
! 	  	ReturnsManager returnsManager,
! 	  	int indexForChosenWeightedPositions)
!     {
!       double returnValue = 999.0;
!       if(timer.CurrentDateArrayPosition - this.numDaysForOscillatingPeriod >= 0)
!       //if there are sufficient data for computing currentChosenTickersValue
!       //that's why the method has been overriden
!       {
  				try
  				{
! 					DateTime today = 
  						(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
! 					DateTime lastMarketDay = 
  						(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition - 1]["quDate"];
  					returnValue =
  						this.weightedPositionsToEvaluateOutOfSample[indexForChosenWeightedPositions].GetReturn(
! 						0, returnsManager);
  				}
  				catch(MissingQuotesException ex)
  				{
! 					ex = ex;
  				}
! 			}		
  			return returnValue;
!     }   

!     public override void OneHourAfterMarketCloseEventHandler( Object sender ,
! 			EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
!       
  		}
  	}
--- 36,114 ----
  {
  	/// <summary>
! 	/// Fixed Level Oscillators
  	/// Biased Portfolio Value Oscillator strategy:
  	/// from a group of optimized PVO portfolios, the strategy indicates
  	/// to buy the portfolio that presents the highest degree
! 	/// of moving from a threshold
  	/// </summary>
  	[Serializable]
  	public class FixedLevelOscillatorBiasedPVOStrategy : EndOfDayTimerHandlerBiasedPVO, IEndOfDayStrategy
  	{
! 		
  		public FixedLevelOscillatorBiasedPVOStrategy( Account accountPVO ,
! 		                                             WeightedPositions[] weightedPositionsToEvaluateOutOfSample,
! 		                                             double[] oversoldThreshold,
! 		                                             double[] overboughtThreshold,
! 		                                             int numOfDifferentGenomesToEvaluateOutOfSample,
! 		                                             int numDaysForOscillatingPeriod,
! 		                                             double maxAcceptableCloseToCloseDrawdown,
! 		                                             double minimumAcceptableGain):
! 			base("", 0, 0, 0,
! 			     weightedPositionsToEvaluateOutOfSample[0].Count, 0, accountPVO, null, 0, 0,
! 			     "^GSPC", numOfDifferentGenomesToEvaluateOutOfSample,
! 			     false,0,
! 			     1.0,
! 			     1000.0,
! 			     false,
! 			     false,
! 			     numDaysForOscillatingPeriod,numDaysForOscillatingPeriod,1,1,1,1,1,false,false,0,
! 			     PortfolioType.ShortAndLong,maxAcceptableCloseToCloseDrawdown,
! 			     minimumAcceptableGain)
! 			
  		{
  			this.weightedPositionsToEvaluateOutOfSample = weightedPositionsToEvaluateOutOfSample;
! 			this.currentOversoldThreshold = oversoldThreshold;
! 			this.currentOverboughtThreshold = overboughtThreshold;
! 			this.numDaysForOscillatingPeriod = numDaysForOscillatingPeriod;
! 			this.numOfDifferentGenomesToEvaluateOutOfSample = numOfDifferentGenomesToEvaluateOutOfSample;
  		}
! 		
! 		public void FiveMinutesBeforeMarketCloseEventHandler( Object sender ,
! 		                                                     EndOfDayTimingEventArgs endOfDayTimingEventArgs)
! 		{
! 		}
! 		
! 		protected override double getCurrentWeightedPositionsGainOrLoss(
  			IndexBasedEndOfDayTimer timer,
! 			ReturnsManager returnsManager,
! 			int indexForChosenWeightedPositions)
! 		{
! 			double returnValue = 999.0;
! 			if(timer.CurrentDateArrayPosition - this.numDaysForOscillatingPeriod >= 0)
! 				//if there are sufficient data for computing currentChosenTickersValue
! 				//that's why the method has been overriden
! 			{
  				try
  				{
! 					DateTime today =
  						(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
! 					DateTime lastMarketDay =
  						(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition - 1]["quDate"];
  					returnValue =
  						this.weightedPositionsToEvaluateOutOfSample[indexForChosenWeightedPositions].GetReturn(
! 							0, returnsManager);
  				}
  				catch(MissingQuotesException ex)
  				{
! 					string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
  				}
! 			}
  			return returnValue;
! 		}

! 		public override void OneHourAfterMarketCloseEventHandler( Object sender ,
! 		                                                         EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
! 			
  		}
  	}

Index: ImmediateTrendFollowerStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/ImmediateTrendFollowerStrategy.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** ImmediateTrendFollowerStrategy.cs	29 Aug 2007 09:43:36 -0000	1.2
--- ImmediateTrendFollowerStrategy.cs	19 Aug 2008 17:11:29 -0000	1.3
***************
*** 3,7 ****

  ImmediateTrendFollowerStrategy.cs
! Copyright (C) 2003 
  Marco Milletti

--- 3,7 ----

  ImmediateTrendFollowerStrategy.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;
--- 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;
***************
*** 36,40 ****
  	/// <summary>
  	/// Immediate Trend Follower Strategy (it's just the
! 	/// reversal of the ExtremeCounterTrend strategy 
  	/// </summary>
  	[Serializable]
--- 36,40 ----
  	/// <summary>
  	/// Immediate Trend Follower Strategy (it's just the
! 	/// reversal of the ExtremeCounterTrend strategy
  	/// </summary>
  	[Serializable]
***************
*** 42,135 ****
  	{
  		private int numDaysForReturnCalculation;
!     private int numOfClosesElapsed = 0;
!     private int numOfDaysWithOpenPosition = 0;

  		public ImmediateTrendFollowerStrategy( Account account ,
! 			                              WeightedPositions weightedPositions,
! 			                              int numDaysForReturnCalculation) :
!     																base("", 0, 
!                                 weightedPositions.Count, 0, account,
!                                 0,
!                                 0,
!                                 "^GSPC", 0.0,
!                                 PortfolioType.ShortAndLong)
  		{
  			this.account = account;
  			this.chosenWeightedPositions = weightedPositions;
!       this.numDaysForReturnCalculation = numDaysForReturnCalculation;
  		}
-     
-     public override void MarketOpenEventHandler(
-       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
-     {
-     }

!     public void FiveMinutesBeforeMarketCloseEventHandler( Object sender ,
!       EndOfDayTimingEventArgs endOfDayTimingEventArgs)
!     {
!     }

!     private double marketCloseEventHandler_openPositions_getLastHalfPeriodGain(IndexBasedEndOfDayTimer timer)
!     {
!       double returnValue = 999.0;
!       try
!       {
! 		    DateTime initialDateForHalfPeriod = 
! 	          (DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition - this.numDaysForReturnCalculation + 1]["quDate"];
! 	      DateTime finalDateForHalfPeriod = 
! 	        (DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
!       	returnValue =
! 	      	 this.chosenWeightedPositions.GetCloseToCloseReturn(initialDateForHalfPeriod,finalDateForHalfPeriod);
!       }
!     	catch(MissingQuotesException ex)
!     	{
!     		ex = ex;
!     	}
!     	return returnValue;
!     }   

!     private void marketCloseEventHandler_openPositions(IndexBasedEndOfDayTimer timer)
!     {
!       double lastHalfPeriodGain = 
!       		this.marketCloseEventHandler_openPositions_getLastHalfPeriodGain(timer);
!     	if(lastHalfPeriodGain != 999.0)
!     	//last half period gain has been properly computed
!     	{
!     		if(lastHalfPeriodGain > 0.0)
!           //the portfolio had a gain for the last half period
!     			this.openPositions();
!     		else//the portfolio had a loss for the last half period
!     		{
!     			this.chosenWeightedPositions.Reverse();
!     			//short the portfolio
!     			try{this.openPositions();}
!     			catch(Exception ex){ex = ex;}
!     			finally{this.chosenWeightedPositions.Reverse();}
!     		}
!     	}
!     }
!         
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!       if(this.account.Portfolio.Count > 0)
!         this.numOfDaysWithOpenPosition++;
!       
!       if(this.numOfDaysWithOpenPosition == this.numDaysForReturnCalculation)
!       	AccountManager.ClosePositions(this.account);
!       
!       if(this.account.Portfolio.Count == 0 &&
!           (this.numOfClosesElapsed + 1) >= this.numDaysForReturnCalculation)
!         //portfolio is empty and previous closes can be now checked
!       	if(this.account.Portfolio.Count == 0)
!       		this.marketCloseEventHandler_openPositions((IndexBasedEndOfDayTimer)sender);
!       
!       this.numOfClosesElapsed++;
!     }

!     public override void OneHourAfterMarketCloseEventHandler( Object sender ,
! 			EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
!       
  		}
  	}
--- 42,138 ----
  	{
  		private int numDaysForReturnCalculation;
! 		private int numOfClosesElapsed = 0;
! 		private int numOfDaysWithOpenPosition = 0;

  		public ImmediateTrendFollowerStrategy( Account account ,
! 		                                      WeightedPositions weightedPositions,
! 		                                      int numDaysForReturnCalculation) :
! 			base("", 0,
! 			     weightedPositions.Count, 0, account,
! 			     0,
! 			     0,
! 			     "^GSPC", 0.0,
! 			     PortfolioType.ShortAndLong)
  		{
  			this.account = account;
  			this.chosenWeightedPositions = weightedPositions;
! 			this.numDaysForReturnCalculation = numDaysForReturnCalculation;
  		}

! 		public override void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 		}
! 		
! 		public void FiveMinutesBeforeMarketCloseEventHandler( Object sender ,
! 		                                                     EndOfDayTimingEventArgs endOfDayTimingEventArgs)
! 		{
! 		}

! 		private double marketCloseEventHandler_openPositions_getLastHalfPeriodGain(IndexBasedEndOfDayTimer timer)
! 		{
! 			double returnValue = 999.0;
! 			try
! 			{
! 				DateTime initialDateForHalfPeriod =
! 					(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition - this.numDaysForReturnCalculation + 1]["quDate"];
! 				DateTime finalDateForHalfPeriod =
! 					(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
! 				returnValue =
! 					this.chosenWeightedPositions.GetCloseToCloseReturn(initialDateForHalfPeriod,finalDateForHalfPeriod);
! 			}
! 			catch(MissingQuotesException ex)
! 			{
! 				string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 			}
! 			return returnValue;
! 		}

! 		private void marketCloseEventHandler_openPositions(IndexBasedEndOfDayTimer timer)
! 		{
! 			double lastHalfPeriodGain =
! 				this.marketCloseEventHandler_openPositions_getLastHalfPeriodGain(timer);
! 			if(lastHalfPeriodGain != 999.0)
! 				//last half period gain has been properly computed
! 			{
! 				if(lastHalfPeriodGain > 0.0)
! 					//the portfolio had a gain for the last half period
! 					this.openPositions();
! 				else//the portfolio had a loss for the last half period
! 				{
! 					this.chosenWeightedPositions.Reverse();
! 					//short the portfolio
! 					try{this.openPositions();}
! 					catch(Exception ex)
! 					{
! 						string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 					}
! 					finally{this.chosenWeightedPositions.Reverse();}
! 				}
! 			}
! 		}

! 		public override void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
! 			if(this.account.Portfolio.Count > 0)
! 				this.numOfDaysWithOpenPosition++;
! 			
! 			if(this.numOfDaysWithOpenPosition == this.numDaysForReturnCalculation)
! 				AccountManager.ClosePositions(this.account);
! 			
! 			if(this.account.Portfolio.Count == 0 &&
! 			   (this.numOfClosesElapsed + 1) >= this.numDaysForReturnCalculation)
! 				//portfolio is empty and previous closes can be now checked
! 				if(this.account.Portfolio.Count == 0)
! 				this.marketCloseEventHandler_openPositions((IndexBasedEndOfDayTimer)sender);
! 			
! 			this.numOfClosesElapsed++;
! 		}
! 		
! 		public override void OneHourAfterMarketCloseEventHandler( Object sender ,
! 		                                                         EndOfDayTimingEventArgs endOfDayTimingEventArgs)
! 		{
! 			
  		}
  	}

Index: GenomeRepresentation.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/GenomeRepresentation.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** GenomeRepresentation.cs	17 Sep 2006 21:24:53 -0000	1.8
--- GenomeRepresentation.cs	19 Aug 2008 17:11:29 -0000	1.9
***************
*** 3,7 ****

  GenomeRepresentation.cs
! Copyright (C) 2003 
  Glauco Siliprandi

--- 3,7 ----

  GenomeRepresentation.cs
! Copyright (C) 2003
  Glauco Siliprandi

***************
*** 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;
--- 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;
***************
*** 41,54 ****
  		private double fitness;
  		private string signedTickers;
!     private string weights;
  		private int generationCounter;
  		private DateTime firstOptimizationDate;
  		private DateTime lastOptimizationDate;
  		private int eligibleTickers = -1;
!     private int halfPeriodDays = -1;
!     private PortfolioType portfolioType = PortfolioType.ShortAndLong;
  		private int createdGenerations = -1;
!     private double oversoldThreshold = 0.0;
!     private double overboughtThreshold = 0.0;

  		public string SignedTickers
--- 41,54 ----
  		private double fitness;
  		private string signedTickers;
! 		private string weights;
  		private int generationCounter;
  		private DateTime firstOptimizationDate;
  		private DateTime lastOptimizationDate;
  		private int eligibleTickers = -1;
! 		private int halfPeriodDays = -1;
! 		private PortfolioType portfolioType = PortfolioType.ShortAndLong;
  		private int createdGenerations = -1;
! 		private double oversoldThreshold = 0.0;
! 		private double overboughtThreshold = 0.0;

  		public string SignedTickers
***************
*** 59,63 ****
  			}
  		}
!     
  		public int EligibleTickers
  		{
--- 59,63 ----
  			}
  		}
! 		
  		public int EligibleTickers
  		{
***************
*** 68,78 ****
  		}

!     public string WeightsForSignedTickers
!     {
!       get
!       {
!         return this.weights;
!       }
!     }
  		public double Fitness
  		{
--- 68,78 ----
  		}

! 		public string WeightsForSignedTickers
! 		{
! 			get
! 			{
! 				return this.weights;
! 			}
! 		}
  		public double Fitness
  		{
***************
*** 104,138 ****
  		}

!     public int HalfPeriodDays
!     {
!       get
!       {
!         return this.halfPeriodDays;
!       }
!     }

!     public PortfolioType PortfolioType
!     {
!       get
!       {
!         return this.portfolioType;
!       }
!     }

!     public double OversoldThreshold
!     {
!       get
!       {
!         return this.oversoldThreshold;
!       }
!     }
!     
!     public double OverboughtThreshold
!     {
!       get
!       {
!         return this.overboughtThreshold;
!       }
!     }

  //		public static string[] GetSignedTickers( string signedTickers )
--- 104,138 ----
  		}

! 		public int HalfPeriodDays
! 		{
! 			get
! 			{
! 				return this.halfPeriodDays;
! 			}
! 		}

! 		public PortfolioType PortfolioType
! 		{
! 			get
! 			{
! 				return this.portfolioType;
! 			}
! 		}

! 		public double OversoldThreshold
! 		{
! 			get
! 			{
! 				return this.oversoldThreshold;
! 			}
! 		}
! 		
! 		public double OverboughtThreshold
! 		{
! 			get
! 			{
! 				return this.overboughtThreshold;
! 			}
! 		}

  //		public static string[] GetSignedTickers( string signedTickers )
***************
*** 142,178 ****
  //		}

!     	public static double[] GetWeightsArray( string weightsWithSeparator )
!     	{
!     		double[] returnValue;
!         string[] returnValueString = weightsWithSeparator.Split( ";".ToCharArray());
!     		returnValue = new double[returnValueString.Length];
!         for(int i = 0; i<returnValue.Length; i++)
!         {
!           returnValue[i] = Convert.ToDouble(returnValueString[i]);
!         }
!         return returnValue;
!     	}

  		public static string[] GetSignedTickers( string signedTickersWithOrWithoutWeights )
  		{
! 			string[] returnValue = 
!         signedTickersWithOrWithoutWeights.Split( ConstantsProvider.SeparatorForTickers.ToCharArray());
  			if( signedTickersWithOrWithoutWeights.Split( ConstantsProvider.SeparatorForWeights.ToCharArray() ).Length > 1 )
! 			//the separator char for tickers is contained in signedTickersWithWeights: 
! 			//so weights have been saved within tickers, separated by this special char
  			{
  				for(int i = 0; i<returnValue.Length; i++)
  				{
! 					returnValue[i] = 
! 						 returnValue[i].Split( ConstantsProvider.SeparatorForWeights.ToCharArray() )[0];
  				}
! 			}	
  			return returnValue;
  		}
! 	
  		public static double[] GetWeightsForSignedTickers( string signedTickersWithOrWithoutWeights )
  		{
! 			string[] signedTickersWithOrWithoutWeightsArray = 
! 								signedTickersWithOrWithoutWeights.Split( ConstantsProvider.SeparatorForTickers.ToCharArray() );
  			double[] returnValue =
  				new double[signedTickersWithOrWithoutWeights.Length];
--- 142,178 ----
  //		}

! 		public static double[] GetWeightsArray( string weightsWithSeparator )
! 		{
! 			double[] returnValue;
! 			string[] returnValueString = weightsWithSeparator.Split( ";".ToCharArray());
! 			returnValue = new double[returnValueString.Length];
! 			for(int i = 0; i<returnValue.Length; i++)
! 			{
! 				returnValue[i] = Convert.ToDouble(returnValueString[i]);
! 			}
! 			return returnValue;
! 		}

  		public static string[] GetSignedTickers( string signedTickersWithOrWithoutWeights )
  		{
! 			string[] returnValue =
! 				signedTickersWithOrWithoutWeights.Split( ConstantsProvider.SeparatorForTickers.ToCharArray());
  			if( signedTickersWithOrWithoutWeights.Split( ConstantsProvider.SeparatorForWeights.ToCharArray() ).Length > 1 )
! 				//the separator char for tickers is contained in signedTickersWithWeights:
! 				//so weights have been saved within tickers, separated by this special char
  			{
  				for(int i = 0; i<returnValue.Length; i++)
  				{
! 					returnValue[i] =
! 						returnValue[i].Split( ConstantsProvider.SeparatorForWeights.ToCharArray() )[0];
  				}
! 			}
  			return returnValue;
  		}
! 		
  		public static double[] GetWeightsForSignedTickers( string signedTickersWithOrWithoutWeights )
  		{
! 			string[] signedTickersWithOrWithoutWeightsArray =
! 				signedTickersWithOrWithoutWeights.Split( ConstantsProvider.SeparatorForTickers.ToCharArray() );
  			double[] returnValue =
  				new double[signedTickersWithOrWithoutWeights.Length];
***************
*** 181,193 ****

  			if((signedTickersWithOrWithoutWeights.Split(ConstantsProvider.SeparatorForWeights.ToCharArray())).Length > 1)
! 			//the separator for weights is contained in signedTickersWithWeights: 
! 			//so weights have been saved within tickers, separated by this char
  			{
  				for(int i = 0; i<returnValue.Length; i++)
  				{
! 					returnValue[i] = 
  						Convert.ToDouble( signedTickersWithOrWithoutWeightsArray[i].Split( ConstantsProvider.SeparatorForWeights.ToCharArray() )[1] );
  				}
! 			}	
  			return returnValue;
  		}
--- 181,193 ----

  			if((signedTickersWithOrWithoutWeights.Split(ConstantsProvider.SeparatorForWeights.ToCharArray())).Length > 1)
! 				//the separator for weights is contained in signedTickersWithWeights:
! 				//so weights have been saved within tickers, separated by this char
  			{
  				for(int i = 0; i<returnValue.Length; i++)
  				{
! 					returnValue[i] =
  						Convert.ToDouble( signedTickersWithOrWithoutWeightsArray[i].Split( ConstantsProvider.SeparatorForWeights.ToCharArray() )[1] );
  				}
! 			}
  			return returnValue;
  		}
***************
*** 218,235 ****
  				signedTickers += signedTicker + ";";
  			signedTickers = signedTickers.Substring( 0 ,
! 				signedTickers.Length - 1 );
  			return signedTickers;
  		}
-     		
-     private string getWeights( Genome genome )
-     {
-       string weights = "";
-       foreach ( double weight in ((GenomeMeaning)genome.Meaning).TickersPortfolioWeights )
-         weights += weight.ToString() + ";";
-       weights = weights.Substring( 0, weights.Length - 1 );
-       return weights;
-     }

!     //		private string getSignedTickersWithWeights( Genome genome )
  //		{
  //			string signedTickersWithWeights = "";
--- 218,235 ----
  				signedTickers += signedTicker + ";";
  			signedTickers = signedTickers.Substring( 0 ,
! 			                                        signedTickers.Length - 1 );
  			return signedTickers;
  		}

! 		private string getWeights( Genome genome )
! 		{
! 			string weights = "";
! 			foreach ( double weight in ((GenomeMeaning)genome.Meaning).TickersPortfolioWeights )
! 				weights += weight.ToString() + ";";
! 			weights = weights.Substring( 0, weights.Length - 1 );
! 			return weights;
! 		}
! 		
! 		//		private string getSignedTickersWithWeights( Genome genome )
  //		{
  //			string signedTickersWithWeights = "";
***************
*** 237,241 ****
  //			{
  //				signedTickersWithWeights +=
! //					((GenomeMeaning)genome.Meaning).Tickers[i] + 
  //					ConstantsProvider.SeparatorForWeights +
  //					((GenomeMeaning)genome.Meaning).TickersPortfolioWeights[i] +
--- 237,241 ----
  //			{
  //				signedTickersWithWeights +=
! //					((GenomeMeaning)genome.Meaning).Tickers[i] +
  //					ConstantsProvider.SeparatorForWeights +
  //					((GenomeMeaning)genome.Meaning).TickersPortfolioWeights[i] +
***************
*** 244,266 ****
  //			signedTickersWithWeights = signedTickersWithWeights.Substring( 0 ,
  //					signedTickersWithWeights.Length - 1 );
! //			
  //			return signedTickersWithWeights;
  //		}

!     private void genomeRepresentation_synchronizeOldWithNew()
!     {
!       if(this.weights == null)
!       //for old genomes saved to disk not having "weights" field
!       {
!         foreach(double weight in GenomeRepresentation.GetWeightsForSignedTickers(this.signedTickers))
!           this.weights += weight.ToString() + ";";
!         this.weights = this.weights.Substring( 0, this.weights.Length - 1 );
!       //
!         string newRepresentationForSignedTickers = null;
!         foreach(string ticker in GenomeRepresentation.GetSignedTickers(this.signedTickers))
!           newRepresentationForSignedTickers += ticker + ";";
!         this.signedTickers = newRepresentationForSignedTickers.Substring(0, newRepresentationForSignedTickers.Length -1);
!       }
!     }

  		/// <summary>
--- 244,266 ----
  //			signedTickersWithWeights = signedTickersWithWeights.Substring( 0 ,
  //					signedTickersWithWeights.Length - 1 );
! //
  //			return signedTickersWithWeights;
  //		}

! 		private void genomeRepresentation_synchronizeOldWithNew()
! 		{
! 			if(this.weights == null)
! 				//for old genomes saved to disk not having "weights" field
! 			{
! 				foreach(double weight in GenomeRepresentation.GetWeightsForSignedTickers(this.signedTickers))
! 					this.weights += weight.ToString() + ";";
! 				this.weights = this.weights.Substring( 0, this.weights.Length - 1 );
! 				//
! 				string newRepresentationForSignedTickers = null;
! 				foreach(string ticker in GenomeRepresentation.GetSignedTickers(this.signedTickers))
! 					newRepresentationForSignedTickers += ticker + ";";
! 				this.signedTickers = newRepresentationForSignedTickers.Substring(0, newRepresentationForSignedTickers.Length -1);
! 			}
! 		}

  		/// <summary>
***************
*** 278,282 ****

  			// deserialize the fields from the info object
! 			for (Int32 i = 0 ; i < mi.Length; i++) 
  			{
  				FieldInfo fieldInfo = (FieldInfo) mi[i];
--- 278,282 ----

  			// deserialize the fields from the info object
! 			for (Int32 i = 0 ; i < mi.Length; i++)
  			{
  				FieldInfo fieldInfo = (FieldInfo) mi[i];
***************
*** 284,301 ****
  				// set the field to the deserialized value
  				try{
! 				fieldInfo.SetValue( this ,
! 					info.GetValue( fieldInfo.Name, fieldInfo.FieldType ) );
  				}
  				catch(Exception ex)
! 				{ex = ex;}
  			}
!       this.genomeRepresentation_synchronizeOldWithNew();
  		}

  		private void genomeRepresentation( Genome genome ,
! 			DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 			int generationCounter, int eligibleTickers,
! 			int halfPeriodDays, PortfolioType portfolioType,
! 		  int createdGenerations)
  		{
  			this.fitness = genome.Fitness;
--- 284,303 ----
  				// set the field to the deserialized value
  				try{
! 					fieldInfo.SetValue( this ,
! 					                   info.GetValue( fieldInfo.Name, fieldInfo.FieldType ) );
  				}
  				catch(Exception ex)
! 				{
! 					string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 				}
  			}
! 			this.genomeRepresentation_synchronizeOldWithNew();
  		}

  		private void genomeRepresentation( Genome genome ,
! 		                                  DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 		                                  int generationCounter, int eligibleTickers,
! 		                                  int halfPeriodDays, PortfolioType portfolioType,
! 		                                  int createdGenerations)
  		{
  			this.fitness = genome.Fitness;
***************
*** 303,328 ****
  			this.signedTickers = this.getSignedTickers( ((GenomeMeaning)genome.Meaning).Tickers );
  			this.weights = this.getWeights( genome );
!       this.firstOptimizationDate = firstOptimizationDate;
  			this.lastOptimizationDate = lastOptimizationDate;
  			this.generationCounter = generationCounter;
  			this.eligibleTickers = eligibleTickers;
!       this.halfPeriodDays = halfPeriodDays;
!       this.portfolioType = portfolioType;
!       this.createdGenerations = createdGenerations;
  		}

!     public GenomeRepresentation( Genome genome ,
! 			DateTime firstOptimizationDate , DateTime lastOptimizationDate )
  		{
  			this.genomeRepresentation( genome ,
! 				firstOptimizationDate , lastOptimizationDate , -1, -1, -1, PortfolioType.ShortAndLong, -1 );
  		}

!     public GenomeRepresentation( Genome genome ,
! 			DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 			int generationCounter )
  		{
  			this.genomeRepresentation( genome , firstOptimizationDate ,
! 				lastOptimizationDate , generationCounter, -1, -1, PortfolioType.ShortAndLong, -1);
  		}

--- 305,330 ----
  			this.signedTickers = this.getSignedTickers( ((GenomeMeaning)genome.Meaning).Tickers );
  			this.weights = this.getWeights( genome );
! 			this.firstOptimizationDate = firstOptimizationDate;
  			this.lastOptimizationDate = lastOptimizationDate;
  			this.generationCounter = generationCounter;
  			this.eligibleTickers = eligibleTickers;
! 			this.halfPeriodDays = halfPeriodDays;
! 			this.portfolioType = portfolioType;
! 			this.createdGenerations = createdGenerations;
  		}

! 		public GenomeRepresentation( Genome genome ,
! 		                            DateTime firstOptimizationDate , DateTime lastOptimizationDate )
  		{
  			this.genomeRepresentation( genome ,
! 			                          firstOptimizationDate , lastOptimizationDate , -1, -1, -1, PortfolioType.ShortAndLong, -1 );
  		}

! 		public GenomeRepresentation( Genome genome ,
! 		                            DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 		                            int generationCounter )
  		{
  			this.genomeRepresentation( genome , firstOptimizationDate ,
! 			                          lastOptimizationDate , generationCounter, -1, -1, PortfolioType.ShortAndLong, -1);
  		}

***************
*** 330,334 ****
  		                            string[] signedTickersArray,
  		                            DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 																int eligibleTickers )
  		{
  			this.fitness = BFOptimizableParamaters.Fitness;
--- 332,336 ----
  		                            string[] signedTickersArray,
  		                            DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 		                            int eligibleTickers )
  		{
  			this.fitness = BFOptimizableParamaters.Fitness;
***************
*** 336,394 ****
  			this.signedTickers = this.getSignedTickers(signedTickersArray);
  			this.weights = null;
!       this.firstOptimizationDate = firstOptimizationDate;
  			this.lastOptimizationDate = lastOptimizationDate;
  			this.eligibleTickers = eligibleTickers;
!    	}
!     

  		public GenomeRepresentation( Genome genome ,
! 			DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 			int generationCounter, int eligibleTickers )
  		{
  			this.genomeRepresentation( genome , firstOptimizationDate ,
! 				lastOptimizationDate , generationCounter, eligibleTickers, -1, PortfolioType.ShortAndLong, -1);
  		}
-     
-     public GenomeRepresentation( Genome genome ,
-       DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
-       int generationCounter, int eligibleTickers, int halfPeriodDays )
-     {
-       this.genomeRepresentation( genome , firstOptimizationDate ,
-         lastOptimizationDate , generationCounter, eligibleTickers, halfPeriodDays,
-         PortfolioType.ShortAndLong, -1);
-     }
-     
-     public GenomeRepresentation( Genome genome ,
-       DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
-       int generationCounter, int eligibleTickers,
-       int halfPeriodDays, PortfolioType portfolioType )
-     {
-       this.genomeRepresentation( genome , firstOptimizationDate ,
-         lastOptimizationDate , generationCounter, eligibleTickers,
-         halfPeriodDays, portfolioType, -1);
-     }

! 		 public GenomeRepresentation( Genome genome ,
!       DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
!       int generationCounter, int eligibleTickers,
!       int halfPeriodDays, PortfolioType portfolioType, int createdGenerations )
!     {
!       this.genomeRepresentation( genome , firstOptimizationDate ,
!         lastOptimizationDate , generationCounter, eligibleTickers,
!         halfPeriodDays, portfolioType, createdGenerations);
!     }

!     public GenomeRepresentation( Genome genome ,
!       DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
!       int generationCounter, int eligibleTickers,
!       int halfPeriodDays, PortfolioType portfolioType, int createdGenerations,
!       double oversoldThreshold, double overboughtThreshold)
!     {
!       this.genomeRepresentation( genome , firstOptimizationDate ,
!         lastOptimizationDate , generationCounter, eligibleTickers,
!         halfPeriodDays, portfolioType, createdGenerations);
!       this.oversoldThreshold = oversoldThreshold;
!       this.overboughtThreshold = overboughtThreshold;
!     }

  		#region GetObjectData
--- 338,396 ----
  			this.signedTickers = this.getSignedTickers(signedTickersArray);
  			this.weights = null;
! 			this.firstOptimizationDate = firstOptimizationDate;
  			this.lastOptimizationDate = lastOptimizationDate;
  			this.eligibleTickers = eligibleTickers;
! 		}
! 		

  		public GenomeRepresentation( Genome genome ,
! 		                            DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 		                            int generationCounter, int eligibleTickers )
  		{
  			this.genomeRepresentation( genome , firstOptimizationDate ,
! 			                          lastOptimizationDate , generationCounter, eligibleTickers, -1, PortfolioType.ShortAndLong, -1);
  		}

! 		public GenomeRepresentation( Genome genome ,
! 		                            DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 		                            int generationCounter, int eligibleTickers, int halfPeriodDays )
! 		{
! 			this.genomeRepresentation( genome , firstOptimizationDate ,
! 			                          lastOptimizationDate , generationCounter, eligibleTickers, halfPeriodDays,
! 			                          PortfolioType.ShortAndLong, -1);
! 		}
! 		
! 		public GenomeRepresentation( Genome genome ,
! 		                            DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 		                            int generationCounter, int eligibleTickers,
! 		                            int halfPeriodDays, PortfolioType portfolioType )
! 		{
! 			this.genomeRepresentation( genome , firstOptimizationDate ,
! 			                          lastOptimizationDate , generationCounter, eligibleTickers,
! 			                          halfPeriodDays, portfolioType, -1);
! 		}
! 		
! 		public GenomeRepresentation( Genome genome ,
! 		                            DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 		                            int generationCounter, int eligibleTickers,
! 		                            int halfPeriodDays, PortfolioType portfolioType, int createdGenerations )
! 		{
! 			this.genomeRepresentation( genome , firstOptimizationDate ,
! 			                          lastOptimizationDate , generationCounter, eligibleTickers,
! 			                          halfPeriodDays, portfolioType, createdGenerations);
! 		}

! 		public GenomeRepresentation( Genome genome ,
! 		                            DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 		                            int generationCounter, int eligibleTickers,
! 		                            int halfPeriodDays, PortfolioType portfolioType, int createdGenerations,
! 		                            double oversoldThreshold, double overboughtThreshold)
! 		{
! 			this.genomeRepresentation( genome , firstOptimizationDate ,
! 			                          lastOptimizationDate , generationCounter, eligibleTickers,
! 			                          halfPeriodDays, portfolioType, createdGenerations);
! 			this.oversoldThreshold = oversoldThreshold;
! 			this.overboughtThreshold = overboughtThreshold;
! 		}

  		#region GetObjectData
***************
*** 399,411 ****
  		/// <param name="context"></param>
  		void ISerializable.GetObjectData(
! 			SerializationInfo info, StreamingContext context) 
  		{
  			// get the set of serializable members for this class and base classes
  			Type thisType = this.GetType();
! 			MemberInfo[] mi = 
  				FormatterServices.GetSerializableMembers( thisType , context);

  			// serialize the fields to the info object
! 			for (Int32 i = 0 ; i < mi.Length; i++) 
  			{
  				info.AddValue(mi[i].Name, ((FieldInfo) mi[i]).GetValue(this));
--- 401,413 ----
  		/// <param name="context"></param>
  		void ISerializable.GetObjectData(
! 			SerializationInfo info, StreamingContext context)
  		{
  			// get the set of serializable members for this class and base classes
  			Type thisType = this.GetType();
! 			MemberInfo[] mi =
  				FormatterServices.GetSerializableMembers( thisType , context);

  			// serialize the fields to the info object
! 			for (Int32 i = 0 ; i < mi.Length; i++)
  			{
  				info.AddValue(mi[i].Name, ((FieldInfo) mi[i]).GetValue(this));

Index: ExtremeCounterTrendStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/ExtremeCounterTrendStrategy.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** ExtremeCounterTrendStrategy.cs	12 Mar 2008 22:09:04 -0000	1.5
--- ExtremeCounterTrendStrategy.cs	19 Aug 2008 17:11:28 -0000	1.6
***************
*** 3,7 ****

  ExtremeCounterTrendStrategy.cs
! Copyright (C) 2003 
  Marco Milletti

--- 3,7 ----

  ExtremeCounterTrendStrategy.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;
--- 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;
***************
*** 44,154 ****
  		private WeightedPositions weightedPositions;
  		private int numDaysForReturnCalculation;
!     private int numOfClosesElapsed = 0;
!     private int numOfDaysWithOpenPosition = 0;
!     private PortfolioType portfolioType;

!     public Account Account
  		{
  			get { return this.account; }
  			set { this.account = value; }
  		}
!     
  		public ExtremeCounterTrendStrategy( Account account ,
! 			                              WeightedPositions weightedPositions,
!                                     int numDaysForReturnCalculation,
!                                     PortfolioType portfolioType)
  		{
  			this.account = account;
  			this.weightedPositions = weightedPositions;
!       this.numDaysForReturnCalculation = numDaysForReturnCalculation;
!       this.portfolioType = portfolioType;
  		}
-     
-     public void MarketOpenEventHandler(
-       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
-     {
-     }

!     public void FiveMinutesBeforeMarketCloseEventHandler( Object sender ,
!       EndOfDayTimingEventArgs endOfDayTimingEventArgs)
!     {
!     }

!     private double marketCloseEventHandler_openPositions_getLastHalfPeriodGain(IndexBasedEndOfDayTimer timer)
!     {
!       double returnValue = 999.0;
!       try
!       {
! 		    DateTime initialDateForHalfPeriod = 
! 	          (DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition - this.numDaysForReturnCalculation + 1]["quDate"];
! 	      DateTime finalDateForHalfPeriod = 
! 	        (DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
!       	this.weightedPositions.GetCloseToCloseReturn(initialDateForHalfPeriod,finalDateForHalfPeriod);
!       }
!     	catch(MissingQuotesException ex)
!     	{
!     		ex = ex;
!     	}
!     	return returnValue;
!     }   

!     private void marketCloseEventHandler_openPositions(IndexBasedEndOfDayTimer timer)
!     {
!       double lastHalfPeriodGain = 
!       		this.marketCloseEventHandler_openPositions_getLastHalfPeriodGain(timer);
!     	if(lastHalfPeriodGain != 999.0)
!     	//last half period gain has been properly computed
!     	{
!     		if(lastHalfPeriodGain < 0.0)
!     			AccountManager.OpenPositions(this.weightedPositions,this.account);
!     		else if (lastHalfPeriodGain > 0.0)
!         //if gain of the last half period is positive     
!     		{
!     			this.weightedPositions.Reverse();
!     			//short the portfolio (short --> long; long --> short)
!     			try{
!             AccountManager.OpenPositions(this.weightedPositions,this.account);
!           }
!     			catch(Exception ex)
!           {
!             ex = ex;
!           }
!     			finally{
!             this.weightedPositions.Reverse();
!           }
!     		}
!     	}
!     }
!     
!     private void marketCloseEventHandler_closePositions()
!     {
!     	AccountManager.ClosePositions(this.account);
!       this.numOfDaysWithOpenPosition = 0;
!     }
!         
!     public void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!       this.numOfClosesElapsed++;

!       if(this.account.Transactions.Count == 0)
!         this.account.AddCash(15000);
!       
!       if(this.account.Portfolio.Count > 0)
!         this.numOfDaysWithOpenPosition++;
!       
!       if(this.numOfDaysWithOpenPosition == this.numDaysForReturnCalculation)
!           this.marketCloseEventHandler_closePositions();
!      
!       if(this.account.Portfolio.Count == 0 &&
!           this.numOfClosesElapsed >= this.numDaysForReturnCalculation)
!       //portfolio is empty and previous closes can be now checked
!       		this.marketCloseEventHandler_openPositions((IndexBasedEndOfDayTimer)sender);
!     }

!     public void OneHourAfterMarketCloseEventHandler( Object sender ,
! 			EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
!     }
  	}
  }
--- 44,154 ----
  		private WeightedPositions weightedPositions;
  		private int numDaysForReturnCalculation;
! 		private int numOfClosesElapsed = 0;
! 		private int numOfDaysWithOpenPosition = 0;
! 		private PortfolioType portfolioType;

! 		public Account Account
  		{
  			get { return this.account; }
  			set { this.account = value; }
  		}
! 		
  		public ExtremeCounterTrendStrategy( Account account ,
! 		                                   WeightedPositions weightedPositions,
! 		                                   int numDaysForReturnCalculation,
! 		                                   PortfolioType portfolioType)
  		{
  			this.account = account;
  			this.weightedPositions = weightedPositions;
! 			this.numDaysForReturnCalculation = numDaysForReturnCalculation;
! 			this.portfolioType = portfolioType;
  		}

! 		public void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 		}
! 		
! 		public void FiveMinutesBeforeMarketCloseEventHandler( Object sender ,
! 		                                                     EndOfDayTimingEventArgs endOfDayTimingEventArgs)
! 		{
! 		}

! 		private double marketCloseEventHandler_openPositions_getLastHalfPeriodGain(IndexBasedEndOfDayTimer timer)
! 		{
! 			double returnValue = 999.0;
! 			try
! 			{
! 				DateTime initialDateForHalfPeriod =
! 					(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition - this.numDaysForReturnCalculation + 1]["quDate"];
! 				DateTime finalDateForHalfPeriod =
! 					(DateTime)timer.IndexQuotes.Rows[timer.CurrentDateArrayPosition]["quDate"];
! 				this.weightedPositions.GetCloseToCloseReturn(initialDateForHalfPeriod,finalDateForHalfPeriod);
! 			}
! 			catch(MissingQuotesException ex)
! 			{
! 				string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 			}
! 			return returnValue;
! 		}

! 		private void marketCloseEventHandler_openPositions(IndexBasedEndOfDayTimer timer)
! 		{
! 			double lastHalfPeriodGain =
! 				this.marketCloseEventHandler_openPositions_getLastHalfPeriodGain(timer);
! 			if(lastHalfPeriodGain != 999.0)
! 				//last half period gain has been properly computed
! 			{
! 				if(lastHalfPeriodGain < 0.0)
! 					AccountManager.OpenPositions(this.weightedPositions,this.account);
! 				else if (lastHalfPeriodGain > 0.0)
! 					//if gain of the last half period is positive
! 				{
! 					this.weightedPositions.Reverse();
! 					//short the portfolio (short --> long; long --> short)
! 					try{
! 						AccountManager.OpenPositions(this.weightedPositions,this.account);
! 					}
! 					catch(Exception ex)
! 					{
! 						string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 					}
! 					finally{
! 						this.weightedPositions.Reverse();
! 					}
! 				}
! 			}
! 		}
! 		
! 		private void marketCloseEventHandler_closePositions()
! 		{
! 			AccountManager.ClosePositions(this.account);
! 			this.numOfDaysWithOpenPosition = 0;
! 		}
! 		
! 		public void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			this.numOfClosesElapsed++;

! 			if(this.account.Transactions.Count == 0)
! 				this.account.AddCash(15000);
! 			
! 			if(this.account.Portfolio.Count > 0)
! 				this.numOfDaysWithOpenPosition++;
! 			
! 			if(this.numOfDaysWithOpenPosition == this.numDaysForReturnCalculation)
! 				this.marketCloseEventHandler_closePositions();
! 			
! 			if(this.account.Portfolio.Count == 0 &&
! 			   this.numOfClosesElapsed >= this.numDaysForReturnCalculation)
! 				//portfolio is empty and previous closes can be now checked
! 				this.marketCloseEventHandler_openPositions((IndexBasedEndOfDayTimer)sender);
! 		}

! 		public void OneHourAfterMarketCloseEventHandler( Object sender ,
! 		                                                EndOfDayTimingEventArgs endOfDayTimingEventArgs)
  		{
! 		}
  	}
  }

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination ExtremeCoun

[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination ExtremeCounterTrendStrategy.cs, 1.5, 1.6 FixedLevelOscillatorBiasedPVOStrategy.cs, 1.5, 1.6 GenomeRepresentation.cs, 1.8, 1.9 ImmediateTrendFollowerStrategy.cs, 1.2, 1.3