[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/TrendFollowing/Immediate

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

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

Index: EndOfDayTimerHandlerITF.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/TrendFollowing/ImmediateTrendFollower/EndOfDayTimerHandlerITF.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** EndOfDayTimerHandlerITF.cs	14 Jan 2008 23:32:30 -0000	1.6
--- EndOfDayTimerHandlerITF.cs	19 Aug 2008 17:11:28 -0000	1.7
***************
*** 3,7 ****
  
  EndOfDayTimerHandlerITF.cs
! Copyright (C) 2003 
  Marco Milletti
  
--- 3,7 ----
  
  EndOfDayTimerHandlerITF.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;
***************
*** 40,297 ****
  {
  	/// <summary>
!   /// Implements MarketOpenEventHandler and MarketCloseEventHandler
!   /// These handlers contain the core strategy for the extreme
!   /// counter trend strategy!
!   /// </summary>
!   [Serializable]
!   public class EndOfDayTimerHandlerITF : EndOfDayTimerHandler
!   {
!     private int numDaysForReturnCalculation;
!     private double maxAcceptableCloseToCloseDrawdown;
!     private int daysCounterWithPositions;
!     private DateTime lastCloseDate;
!     private IGenomeManager iGenomeManager;
!     private int seedForRandomGenerator;
!         
!     public EndOfDayTimerHandlerITF(string tickerGroupID, int numberOfEligibleTickers, 
!                                 int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod,
!                                 Account account,                                
!                                 int generationNumberForGeneticOptimizer,
!                                 int populationSizeForGeneticOptimizer,
!                                 string benchmark,
!                                 int numDaysForReturnCalculation,
!                                 int numDaysBetweenEachOptimization,
!                                 PortfolioType portfolioType, double maxAcceptableCloseToCloseDrawdown):
!     														base(tickerGroupID, numberOfEligibleTickers, 
!                                 numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
!                                 generationNumberForGeneticOptimizer,
!                                 populationSizeForGeneticOptimizer,
!                                 benchmark, 0.0,
!                                 portfolioType)
!     {
!       this.numDaysForReturnCalculation = numDaysForReturnCalculation;
!       this.maxAcceptableCloseToCloseDrawdown = maxAcceptableCloseToCloseDrawdown;
!       this.stopLossConditionReached = false;
!       this.currentAccountValue = 0.0;
!       this.previousAccountValue = 0.0;
! //      this.numDaysBetweenEachOptimization = 2* numDaysForReturnCalculation;
!       this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
!       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 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 =
! 	      	 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)
!     			AccountManager.OpenPositions(chosenWeightedPositions, this.account);
!     		else//the last HalfPeriodGain has been negative
!     		{
!     			chosenWeightedPositions.Reverse();
!     			//short the portfolio
!     			try{
!             AccountManager.OpenPositions(chosenWeightedPositions, this.account);
!           }
!     			catch(Exception ex)
!           { 
!             ex = ex; 
!           }
!     			finally{
!             chosenWeightedPositions.Reverse();
!           }
!     		}
!     	}
!     }
!     
!     private void marketCloseEventHandler_closePositions()
!     {
!       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.daysCounterWithPositions++;
!       this.marketCloseEventHandler_closePositions();
!       if(chosenWeightedPositions != null)
!       //tickers to buy have been chosen
!       {
!       	if(this.account.Portfolio.Count == 0)
!       			this.marketCloseEventHandler_openPositions((IndexBasedEndOfDayTimer)sender);
!       }
!          
!     }
  
!     #endregion
!     
!     #region OneHourAfterMarketCloseEventHandler
!    
  
!     protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
!     {
  			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate);
!       DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
!       int numOfTickersInGroupAtCurrentDate = tickersFromGroup.Rows.Count;
!       
!       	SelectorByAverageRawOpenPrice byPrice =
!       		new SelectorByAverageRawOpenPrice(tickersFromGroup,false,currentDate,
!       	                                  currentDate.AddDays(-30),
!       	                                  numOfTickersInGroupAtCurrentDate,
!       	                                  30,500, 0.0001,100);
!     
!       SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromByPrice = 
!         new SelectorByQuotationAtEachMarketDay(byPrice.GetTableOfSelectedTickers(),
!         false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
!         numOfTickersInGroupAtCurrentDate, this.benchmark);
!      
! //      SelectorByCloseToCloseVolatility lessVolatile =
! //      	new SelectorByCloseToCloseVolatility(quotedAtEachMarketDayFromByPrice.GetTableOfSelectedTickers(),
! //      	                                     true,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! //      	                                     this.numberOfEligibleTickers);
!       
!         SelectorByLiquidity mostLiquidSelector =
!       	new SelectorByLiquidity(quotedAtEachMarketDayFromByPrice.GetTableOfSelectedTickers(),
!         true,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
!         this.numberOfEligibleTickers);
!       
!       
!       return mostLiquidSelector.GetTableOfSelectedTickers();
!     	//OLD for etf
!     	//      SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
! //        																										currentDate);
! //      
! //      SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromTemporized = 
! //        new SelectorByQuotationAtEachMarketDay(temporizedGroup.GetTableOfSelectedTickers(),
! //        false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! //        600, this.benchmark);
! //      // filter to be used with plain stocks
! //      DataTable tickersQuotedAtEachMarketDay = quotedAtEachMarketDayFromTemporized.GetTableOfSelectedTickers();
! //      SelectorByLiquidity mostLiquid =
! //      	new SelectorByLiquidity(tickersQuotedAtEachMarketDay,
! //      	                        false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! //      	                        tickersQuotedAtEachMarketDay.Rows.Count/2);
! //      
! //      DataTable mostLiquidTickers = mostLiquid.GetTableOfSelectedTickers();
! //      	                        
! //      SelectorByCloseToCloseVolatility lessVolatile =
! //      	new SelectorByCloseToCloseVolatility(mostLiquidTickers,
! //      	                                     true,currentDate.AddDays(-30), currentDate,
! //      	                                     Math.Min(this.numberOfEligibleTickers, mostLiquidTickers.Rows.Count/2));
! //////      return mostLiquid.GetTableOfSelectedTickers();
! //      return lessVolatile.GetTableOfSelectedTickers();
! //      //
! ////      return quotedAtEachMarketDayFromTemporized.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                     
!       
!       {
!         this.iGenomeManager =
!           new GenomeManagerITF(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
!   }
  }
--- 40,297 ----
  {
  	/// <summary>
! 	/// Implements MarketOpenEventHandler and MarketCloseEventHandler
! 	/// These handlers contain the core strategy for the extreme
! 	/// counter trend strategy!
! 	/// </summary>
! 	[Serializable]
! 	public class EndOfDayTimerHandlerITF : EndOfDayTimerHandler
! 	{
! 		private int numDaysForReturnCalculation;
! 		private double maxAcceptableCloseToCloseDrawdown;
! 		private int daysCounterWithPositions;
! 		private DateTime lastCloseDate;
! 		private IGenomeManager iGenomeManager;
! 		private int seedForRandomGenerator;
! 		
! 		public EndOfDayTimerHandlerITF(string tickerGroupID, int numberOfEligibleTickers,
! 		                               int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod,
! 		                               Account account,
! 		                               int generationNumberForGeneticOptimizer,
! 		                               int populationSizeForGeneticOptimizer,
! 		                               string benchmark,
! 		                               int numDaysForReturnCalculation,
! 		                               int numDaysBetweenEachOptimization,
! 		                               PortfolioType portfolioType, double maxAcceptableCloseToCloseDrawdown):
! 			base(tickerGroupID, numberOfEligibleTickers,
! 			     numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
! 			     generationNumberForGeneticOptimizer,
! 			     populationSizeForGeneticOptimizer,
! 			     benchmark, 0.0,
! 			     portfolioType)
! 		{
! 			this.numDaysForReturnCalculation = numDaysForReturnCalculation;
! 			this.maxAcceptableCloseToCloseDrawdown = maxAcceptableCloseToCloseDrawdown;
! 			this.stopLossConditionReached = false;
! 			this.currentAccountValue = 0.0;
! 			this.previousAccountValue = 0.0;
! 			//      this.numDaysBetweenEachOptimization = 2* numDaysForReturnCalculation;
! 			this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
! 			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 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 =
! 					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)
! 					AccountManager.OpenPositions(chosenWeightedPositions, this.account);
! 				else//the last HalfPeriodGain has been negative
! 				{
! 					chosenWeightedPositions.Reverse();
! 					//short the portfolio
! 					try{
! 						AccountManager.OpenPositions(chosenWeightedPositions, this.account);
! 					}
! 					catch(Exception ex)
! 					{
! 						string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 					}
! 					finally{
! 						chosenWeightedPositions.Reverse();
! 					}
! 				}
! 			}
! 		}
! 		
! 		private void marketCloseEventHandler_closePositions()
! 		{
! 			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.daysCounterWithPositions++;
! 			this.marketCloseEventHandler_closePositions();
! 			if(chosenWeightedPositions != null)
! 				//tickers to buy have been chosen
! 			{
! 				if(this.account.Portfolio.Count == 0)
! 					this.marketCloseEventHandler_openPositions((IndexBasedEndOfDayTimer)sender);
! 			}
! 			
! 		}
  
! 		#endregion
! 		
! 		#region OneHourAfterMarketCloseEventHandler
! 		
  
! 		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
! 		{
  			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate);
! 			DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
! 			int numOfTickersInGroupAtCurrentDate = tickersFromGroup.Rows.Count;
! 			
! 			SelectorByAverageRawOpenPrice byPrice =
! 				new SelectorByAverageRawOpenPrice(tickersFromGroup,false,currentDate,
! 				                                  currentDate.AddDays(-30),
! 				                                  numOfTickersInGroupAtCurrentDate,
! 				                                  30,500, 0.0001,100);
! 			
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromByPrice =
! 				new SelectorByQuotationAtEachMarketDay(byPrice.GetTableOfSelectedTickers(),
! 				                                       false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				                                       numOfTickersInGroupAtCurrentDate, this.benchmark);
! 			
! 			//      SelectorByCloseToCloseVolatility lessVolatile =
! 			//      	new SelectorByCloseToCloseVolatility(quotedAtEachMarketDayFromByPrice.GetTableOfSelectedTickers(),
! 			//      	                                     true,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 			//      	                                     this.numberOfEligibleTickers);
! 			
! 			SelectorByLiquidity mostLiquidSelector =
! 				new SelectorByLiquidity(quotedAtEachMarketDayFromByPrice.GetTableOfSelectedTickers(),
! 				                        true,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				                        this.numberOfEligibleTickers);
! 			
! 			
! 			return mostLiquidSelector.GetTableOfSelectedTickers();
! 			//OLD for etf
! 			//      SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
! 			//        																										currentDate);
! //
! 			//      SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromTemporized =
! 			//        new SelectorByQuotationAtEachMarketDay(temporizedGroup.GetTableOfSelectedTickers(),
! 			//        false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 			//        600, this.benchmark);
! 			//      // filter to be used with plain stocks
! 			//      DataTable tickersQuotedAtEachMarketDay = quotedAtEachMarketDayFromTemporized.GetTableOfSelectedTickers();
! 			//      SelectorByLiquidity mostLiquid =
! 			//      	new SelectorByLiquidity(tickersQuotedAtEachMarketDay,
! 			//      	                        false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 			//      	                        tickersQuotedAtEachMarketDay.Rows.Count/2);
! //
! 			//      DataTable mostLiquidTickers = mostLiquid.GetTableOfSelectedTickers();
! //
! 			//      SelectorByCloseToCloseVolatility lessVolatile =
! 			//      	new SelectorByCloseToCloseVolatility(mostLiquidTickers,
! 			//      	                                     true,currentDate.AddDays(-30), currentDate,
! 			//      	                                     Math.Min(this.numberOfEligibleTickers, mostLiquidTickers.Rows.Count/2));
! 			//////      return mostLiquid.GetTableOfSelectedTickers();
! 			//      return lessVolatile.GetTableOfSelectedTickers();
! 			//      //
! 			////      return quotedAtEachMarketDayFromTemporized.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
! 				
! 			{
! 				this.iGenomeManager =
! 					new GenomeManagerITF(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
! 	}
  }

[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/TrendFollowing/Immediate

[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/TrendFollowing/ImmediateTrendFollower EndOfDayTimerHandlerITF.cs, 1.6, 1.7