[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandlerCTO_WorstAtDay.cs, 1.3, 1.4 EndOfDayTimerHandlerOTC_WorstAtNight.cs, 1.3, 1.4 EndOfDayTimerHandlerOTCCTO.cs, 1.8, 1.9

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

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

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

Index: EndOfDayTimerHandlerOTCCTO.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCCTO.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** EndOfDayTimerHandlerOTCCTO.cs	14 Jan 2008 23:32:31 -0000	1.8
--- EndOfDayTimerHandlerOTCCTO.cs	19 Aug 2008 17:11:27 -0000	1.9
***************
*** 3,7 ****
  
  EndOfDayTimerHandlerOTCCTO.cs
! Copyright (C) 2003 
  Marco Milletti
  
--- 3,7 ----
  
  EndOfDayTimerHandlerOTCCTO.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;
***************
*** 37,109 ****
  {
  	
!   /// <summary>
!   /// Implements MarketOpenEventHandler,
!   /// TwoMinutesBeforeMarketCloseEventHandler and OneHourAfterMarketCloseEventHandler
!   /// These handlers contain the core strategy for the efficient close to open portfolio!
!   /// </summary>
!   [Serializable]
!   public class EndOfDayTimerHandlerOTCCTO : EndOfDayTimerHandler
!   {
!     protected int seedForRandomGenerator;
!     
!     public EndOfDayTimerHandlerOTCCTO(string tickerGroupID, int numberOfEligibleTickers, 
!                                 int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod, Account account,
!                                 int generationNumberForGeneticOptimizer,
!                                 int populationSizeForGeneticOptimizer,
!                                 string benchmark, double targetReturn,
!                                 PortfolioType portfolioType, int numDaysBetweenEachOptimization):
!   															base(tickerGroupID, numberOfEligibleTickers, 
!                                 numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
!                                 generationNumberForGeneticOptimizer,
!                                 populationSizeForGeneticOptimizer,
!                                 benchmark, targetReturn,
!                                 portfolioType)
!     {
!     	this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;  
!     	this.numDaysElapsedSinceLastOptimization = 0;
!     	this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator;
!     }
! 		    
!        
!     /// <summary>
!     /// Handles a "Market Open" event.
!     /// </summary>
!     /// <param name="sender"></param>
!     /// <param name="eventArgs"></param>
!     public override void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!     	//temporarily the if condition
!     	//if(this.numDaysElapsedSinceLastOptimization == 0)
!     	AccountManager.ClosePositions(this.account);	
!       this.openPositions();
!     }
!       
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!     	
!     	//temporarily
!     	//if(this.numDaysElapsedSinceLastOptimization ==
!     	//   this.numDaysBetweenEachOptimization)
!     	AccountManager.ClosePositions(this.account);
!     	try{
!     		this.chosenWeightedPositions.Reverse();
!       	this.openPositions();
!     	}
!     	catch(Exception ex){
! 				ex = ex;
!     	}
!     	this.chosenWeightedPositions.Reverse();
!     }
!     
!     
  
  		#region OneHourAfterMarketCloseEventHandler
!       
!     protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
!     {
!       /*
!       SelectorByAverageRawOpenPrice selectorByOpenPrice = 
                    new SelectorByAverageRawOpenPrice(this.tickerGroupID, false,
                            currentDate.AddDays(-this.numDaysForLiquidity), currentDate,
--- 37,110 ----
  {
  	
! 	/// <summary>
! 	/// Implements MarketOpenEventHandler,
! 	/// TwoMinutesBeforeMarketCloseEventHandler and OneHourAfterMarketCloseEventHandler
! 	/// These handlers contain the core strategy for the efficient close to open portfolio!
! 	/// </summary>
! 	[Serializable]
! 	public class EndOfDayTimerHandlerOTCCTO : EndOfDayTimerHandler
! 	{
! 		protected int seedForRandomGenerator;
! 		
! 		public EndOfDayTimerHandlerOTCCTO(string tickerGroupID, int numberOfEligibleTickers,
! 		                                  int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod, Account account,
! 		                                  int generationNumberForGeneticOptimizer,
! 		                                  int populationSizeForGeneticOptimizer,
! 		                                  string benchmark, double targetReturn,
! 		                                  PortfolioType portfolioType, int numDaysBetweenEachOptimization):
! 			base(tickerGroupID, numberOfEligibleTickers,
! 			     numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
! 			     generationNumberForGeneticOptimizer,
! 			     populationSizeForGeneticOptimizer,
! 			     benchmark, targetReturn,
! 			     portfolioType)
! 		{
! 			this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
! 			this.numDaysElapsedSinceLastOptimization = 0;
! 			this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator;
! 		}
! 		
! 		
! 		/// <summary>
! 		/// Handles a "Market Open" event.
! 		/// </summary>
! 		/// <param name="sender"></param>
! 		/// <param name="eventArgs"></param>
! 		public override void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			//temporarily the if condition
! 			//if(this.numDaysElapsedSinceLastOptimization == 0)
! 			AccountManager.ClosePositions(this.account);
! 			this.openPositions();
! 		}
! 		
! 		public override void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			
! 			//temporarily
! 			//if(this.numDaysElapsedSinceLastOptimization ==
! 			//   this.numDaysBetweenEachOptimization)
! 			AccountManager.ClosePositions(this.account);
! 			try{
! 				this.chosenWeightedPositions.Reverse();
! 				this.openPositions();
! 			}
! 			catch(Exception ex)
! 			{
! 				string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 			}
! 			this.chosenWeightedPositions.Reverse();
! 		}
! 		
! 		
  
  		#region OneHourAfterMarketCloseEventHandler
! 		
! 		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
! 		{
! 			/*
!       SelectorByAverageRawOpenPrice selectorByOpenPrice =
                    new SelectorByAverageRawOpenPrice(this.tickerGroupID, false,
                            currentDate.AddDays(-this.numDaysForLiquidity), currentDate,
***************
*** 111,203 ****
                            this.maxPriceForMinimumCommission, 0, 2);
        DataTable tickersByPrice = selectorByOpenPrice.GetTableOfSelectedTickers();
!       */
!      	
!      	SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate);
!       DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
!       SelectorByLiquidity mostLiquid =
!         new SelectorByLiquidity(tickersFromGroup,
!         false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
!         this.numberOfEligibleTickers);
!       
!       SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid = 
!         new SelectorByQuotationAtEachMarketDay(mostLiquid.GetTableOfSelectedTickers(),
!         false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
!         this.numberOfEligibleTickers, this.benchmark);
!      
!       return quotedAtEachMarketDayFromMostLiquid.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 possible only if the initial set of tickers is 
!         //as large as the number of tickers to be chosen                     
!       
!       {
!         IGenomeManager genManEfficientOTCCTOPortfolio = 
!           new GenomeManagerForEfficientOTCCTOPortfolio(setOfTickersToBeOptimized,
!         	                                          currentDate.AddDays(-this.numDaysForOptimizationPeriod),
!         	                                          currentDate,
!         	                                          this.numberOfTickersToBeChosen,
!         	                                          this.targetReturn,
!         	                                         	this.portfolioType,
!         	                                          this.benchmark);
!         
!         GeneticOptimizer GO = new GeneticOptimizer(genManEfficientOTCCTOPortfolio,
!                                                     this.populationSizeForGeneticOptimizer,
!                                                     this.generationNumberForGeneticOptimizer,
!                                                    this.seedForRandomGenerator);
!         if(setGenomeCounter)
!         	this.genomeCounter = new GenomeCounter(GO);
!         
!         GO.Run(false);
!         this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
!                                     currentDate, setOfTickersToBeOptimized.Rows.Count);
!          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
!     }
  
!     protected void oneHourAfterMarketCloseEventHandler_updatePrices()
!     {
!     	//min price for minimizing commission amount
!     	//according to IB Broker's commission scheme
!     	this.minPriceForMinimumCommission = this.account.CashAmount/(this.numberOfTickersToBeChosen*100);
!       this.maxPriceForMinimumCommission = this.maxPriceForMinimumCommission;
!       //just to avoid warning message
!     }
!     
!     /// <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.seedForRandomGenerator++;
!     	//this.oneHourAfterMarketCloseEventHandler_updatePrices();
!       if(this.numDaysElapsedSinceLastOptimization == 
!     	   this.numDaysBetweenEachOptimization - 1)
!     	{
!     		this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
!       	//sets tickers to be chosen next Market Open event
!       	this.numDaysElapsedSinceLastOptimization = 0;
!     	}
!       else
!       {
!         this.numDaysElapsedSinceLastOptimization++;
!       }
!     	
!     }
! 		   
!     #endregion
  		
!   }
  }
--- 112,204 ----
                            this.maxPriceForMinimumCommission, 0, 2);
        DataTable tickersByPrice = selectorByOpenPrice.GetTableOfSelectedTickers();
! 			 */
! 			
! 			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate);
! 			DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
! 			SelectorByLiquidity mostLiquid =
! 				new SelectorByLiquidity(tickersFromGroup,
! 				                        false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				                        this.numberOfEligibleTickers);
! 			
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid =
! 				new SelectorByQuotationAtEachMarketDay(mostLiquid.GetTableOfSelectedTickers(),
! 				                                       false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				                                       this.numberOfEligibleTickers, this.benchmark);
! 			
! 			return quotedAtEachMarketDayFromMostLiquid.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 possible only if the initial set of tickers is
! 				//as large as the number of tickers to be chosen
! 				
! 			{
! 				IGenomeManager genManEfficientOTCCTOPortfolio =
! 					new GenomeManagerForEfficientOTCCTOPortfolio(setOfTickersToBeOptimized,
! 					                                             currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 					                                             currentDate,
! 					                                             this.numberOfTickersToBeChosen,
! 					                                             this.targetReturn,
! 					                                             this.portfolioType,
! 					                                             this.benchmark);
! 				
! 				GeneticOptimizer GO = new GeneticOptimizer(genManEfficientOTCCTOPortfolio,
! 				                                           this.populationSizeForGeneticOptimizer,
! 				                                           this.generationNumberForGeneticOptimizer,
! 				                                           this.seedForRandomGenerator);
! 				if(setGenomeCounter)
! 					this.genomeCounter = new GenomeCounter(GO);
! 				
! 				GO.Run(false);
! 				this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 				                            currentDate, setOfTickersToBeOptimized.Rows.Count);
! 				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
! 		}
  
! 		protected void oneHourAfterMarketCloseEventHandler_updatePrices()
! 		{
! 			//min price for minimizing commission amount
! 			//according to IB Broker's commission scheme
! 			this.minPriceForMinimumCommission = this.account.CashAmount/(this.numberOfTickersToBeChosen*100);
! 			this.maxPriceForMinimumCommission = this.maxPriceForMinimumCommission;
! 			//just to avoid warning message
! 		}
  		
! 		/// <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.seedForRandomGenerator++;
! 			//this.oneHourAfterMarketCloseEventHandler_updatePrices();
! 			if(this.numDaysElapsedSinceLastOptimization ==
! 			   this.numDaysBetweenEachOptimization - 1)
! 			{
! 				this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
! 				//sets tickers to be chosen next Market Open event
! 				this.numDaysElapsedSinceLastOptimization = 0;
! 			}
! 			else
! 			{
! 				this.numDaysElapsedSinceLastOptimization++;
! 			}
! 			
! 		}
! 		
! 		#endregion
! 		
! 	}
  }

Index: EndOfDayTimerHandlerCTO_WorstAtDay.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTO_WorstAtDay.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** EndOfDayTimerHandlerCTO_WorstAtDay.cs	14 Jan 2008 23:32:31 -0000	1.3
--- EndOfDayTimerHandlerCTO_WorstAtDay.cs	19 Aug 2008 17:11:26 -0000	1.4
***************
*** 3,7 ****
  
  EndOfDayTimerHandlerCTO_WorstAtDay.cs
! Copyright (C) 2007 
  Marco Milletti
  
--- 3,7 ----
  
  EndOfDayTimerHandlerCTO_WorstAtDay.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;
  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;
***************
*** 38,88 ****
  {
  	
!   /// <summary>
!   /// Implements MarketOpenEventHandler,
!   /// MarketCloseEventHandler,
!   /// OneHourAfterMarketCloseEventHandler
!   /// These handlers contain the core strategy 
!   /// for the efficient close to open worst by day portfolio!
!   /// </summary>
!   [Serializable]
!   public class EndOfDayTimerHandlerCTO_WorstAtDay : EndOfDayTimerHandler
!   {
!     protected int seedForRandomGenerator;
!     protected GeneticOptimizer currentGO;
  		protected int numOfGenomesForOTCScanning;
!     
!     public EndOfDayTimerHandlerCTO_WorstAtDay(string tickerGroupID, int numberOfEligibleTickers, 
!                                 int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod, Account account,
!                                 int generationNumberForGeneticOptimizer,
!                                 int populationSizeForGeneticOptimizer,
!                                 string benchmark, double targetReturn,
!                                 PortfolioType portfolioType, int numDaysBetweenEachOptimization,
!                                 int numOfGenomesForOTCScanning):
!   															base(tickerGroupID, numberOfEligibleTickers, 
!                                 numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
!                                 generationNumberForGeneticOptimizer,
!                                 populationSizeForGeneticOptimizer,
!                                 benchmark, targetReturn,
!                                 portfolioType)
!     {
!     	this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;  
!     	this.numDaysElapsedSinceLastOptimization = 0;
!     	this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator;
!     	this.numOfGenomesForOTCScanning = numOfGenomesForOTCScanning;
!     }
!     
  
!     /// <summary>
!     /// Handles a "Market Open" event.
!     /// </summary>
!     /// <param name="sender"></param>
!     /// <param name="eventArgs"></param>
!     public override void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!       AccountManager.ClosePositions(this.account);
!     }
  		
!     private void marketCloseEventHandler_chooseTheWorstOTCGenome()
  		{
  			int populationSize = this.currentGO.PopulationSize;
--- 38,88 ----
  {
  	
! 	/// <summary>
! 	/// Implements MarketOpenEventHandler,
! 	/// MarketCloseEventHandler,
! 	/// OneHourAfterMarketCloseEventHandler
! 	/// These handlers contain the core strategy
! 	/// for the efficient close to open worst by day portfolio!
! 	/// </summary>
! 	[Serializable]
! 	public class EndOfDayTimerHandlerCTO_WorstAtDay : EndOfDayTimerHandler
! 	{
! 		protected int seedForRandomGenerator;
! 		protected GeneticOptimizer currentGO;
  		protected int numOfGenomesForOTCScanning;
! 		
! 		public EndOfDayTimerHandlerCTO_WorstAtDay(string tickerGroupID, int numberOfEligibleTickers,
! 		                                          int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod, Account account,
! 		                                          int generationNumberForGeneticOptimizer,
! 		                                          int populationSizeForGeneticOptimizer,
! 		                                          string benchmark, double targetReturn,
! 		                                          PortfolioType portfolioType, int numDaysBetweenEachOptimization,
! 		                                          int numOfGenomesForOTCScanning):
! 			base(tickerGroupID, numberOfEligibleTickers,
! 			     numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
! 			     generationNumberForGeneticOptimizer,
! 			     populationSizeForGeneticOptimizer,
! 			     benchmark, targetReturn,
! 			     portfolioType)
! 		{
! 			this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
! 			this.numDaysElapsedSinceLastOptimization = 0;
! 			this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator;
! 			this.numOfGenomesForOTCScanning = numOfGenomesForOTCScanning;
! 		}
! 		
  
! 		/// <summary>
! 		/// Handles a "Market Open" event.
! 		/// </summary>
! 		/// <param name="sender"></param>
! 		/// <param name="eventArgs"></param>
! 		public override void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			AccountManager.ClosePositions(this.account);
! 		}
  		
! 		private void marketCloseEventHandler_chooseTheWorstOTCGenome()
  		{
  			int populationSize = this.currentGO.PopulationSize;
***************
*** 92,243 ****
  			double fitnessOfPreviousCombination = 0.0;
  			IndexBasedEndOfDayTimer currentTimer = (IndexBasedEndOfDayTimer)this.account.EndOfDayTimer;
! 		  DateTime today = currentTimer.GetCurrentTime().DateTime;
! 		  int numOfGenomesScanned = 0; 
! 		  for(int i = 0; numOfGenomesScanned < this.numOfGenomesForOTCScanning; i++)
! 		  {
! 		  	if(  i == 0 ||
! 		  	     ( ((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Fitness <
! 		  	     fitnessOfPreviousCombination )  )
! 		  	//it is the best genome or the current genome is different from - and
! 		  	//so it has to be strictly less of - the previous scanned genome
! 		  	{
! 		  		fitnessOfPreviousCombination =
! 				  		((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Fitness;
! 				  try{
! 		  		//retrieves loss at day for the CurrentCombination
! 						SignedTickers signedTickers = 
  							new SignedTickers( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Meaning).Tickers);
! 		  			WeightedPositions weightedPositions =
! 		  				new WeightedPositions( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Meaning).TickersPortfolioWeights, 
! 		  				                      	signedTickers);
! 		  			lossOfCurrentCombination =
! 			  			- weightedPositions.GetOpenToCloseReturn( today );
! 		  			//- because fitness in GenomeOTCCTO is just the reversal of what needed
! 				  	numOfGenomesScanned++;
! 				  	if(lossOfCurrentCombination < lossOfCurrentWorstCombination)
! 				  	{
! 				  		indexOfWorstCombination = populationSize - i - 1;
! 				  		lossOfCurrentWorstCombination = lossOfCurrentCombination;
! 				  	}
! 		  		}
! 		  		catch(Exception ex){
! 		  		//if retrieving of loss of current combination fails
! 		  			ex = ex;
! 		  		}
! 		  	}
! 		  }
  			this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[indexOfWorstCombination]).Meaning).TickersPortfolioWeights,
! 				new SignedTickers( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[indexOfWorstCombination]).Meaning).Tickers));
  			
  		}
!     
!                 
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!      	if(this.currentGO != null)
! 			//so a list of genomes is available
  				this.marketCloseEventHandler_chooseTheWorstOTCGenome();
!       
  			this.openPositions();
!     }
  
  		#region OneHourAfterMarketCloseEventHandler
!       
!     protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
!     {
  			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate);
  			DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
  			SelectorByLiquidity mostLiquid =
  				new SelectorByLiquidity(tickersFromGroup,
! 				false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				this.numberOfEligibleTickers);
!       
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid = 
  				new SelectorByQuotationAtEachMarketDay(mostLiquid.GetTableOfSelectedTickers(),
! 				false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				this.numberOfEligibleTickers, this.benchmark);
!       
! 			SelectorByAverageRawOpenPrice byPrice = 
  				new SelectorByAverageRawOpenPrice(quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(),
! 				false,currentDate.AddDays(-30),
! 				currentDate,
! 				this.numberOfEligibleTickers,
! 				30);
! 			     
  			return byPrice.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 possible only if the initial set of tickers is 
!         //as large as the number of tickers to be chosen                     
!       
!       {
!         IGenomeManager genManEfficientCTOPortfolio = 
!           new GenomeManagerForEfficientOTCCTOPortfolio(setOfTickersToBeOptimized,
!         	                                          currentDate.AddDays(-this.numDaysForOptimizationPeriod),
!         	                                          currentDate,
!         	                                          this.numberOfTickersToBeChosen,
!         	                                          this.targetReturn,
!         	                                         	this.portfolioType,
!         	                                          this.benchmark);
!         
!         GeneticOptimizer GO = new GeneticOptimizer(genManEfficientCTOPortfolio,
!                                                     this.populationSizeForGeneticOptimizer,
!                                                     this.generationNumberForGeneticOptimizer,
!                                                    this.seedForRandomGenerator);
!         if(setGenomeCounter)
!         	this.genomeCounter = new GenomeCounter(GO);
  				GO.MutationRate = 0.25;
  				GO.CrossoverRate = 0.95;
!         GO.Run(false);
!         this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
!                                     currentDate, setOfTickersToBeOptimized.Rows.Count);
  				this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights,
! 					new SignedTickers( ((GenomeMeaning)GO.BestGenome.Meaning).Tickers) );
  				this.currentGO = GO;
!       }
!       //else it will be buyed again the previous optimized portfolio
!       //that's it the actual chosenTickers member
!     }
  
!     protected void oneHourAfterMarketCloseEventHandler_updatePrices()
!     {
!     	//min price for minimizing commission amount
!     	//according to IB Broker's commission scheme
!     	this.minPriceForMinimumCommission = this.account.CashAmount/(this.numberOfTickersToBeChosen*100);
!       this.maxPriceForMinimumCommission = this.maxPriceForMinimumCommission;
!       //just to avoid warning message
!     }
!     
!     /// <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.seedForRandomGenerator++;
!     	//this.oneHourAfterMarketCloseEventHandler_updatePrices();
!       if(this.numDaysElapsedSinceLastOptimization == 
!     	   this.numDaysBetweenEachOptimization - 1)
!     	{
!     		this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
!       	//sets tickers to be chosen next Market Close event
!       	this.numDaysElapsedSinceLastOptimization = 0;
!     	}
!       else
!       {
!         this.numDaysElapsedSinceLastOptimization++;
!       }
!     	
!     }
!     #endregion
!   }
  }
--- 92,244 ----
  			double fitnessOfPreviousCombination = 0.0;
  			IndexBasedEndOfDayTimer currentTimer = (IndexBasedEndOfDayTimer)this.account.EndOfDayTimer;
! 			DateTime today = currentTimer.GetCurrentTime().DateTime;
! 			int numOfGenomesScanned = 0;
! 			for(int i = 0; numOfGenomesScanned < this.numOfGenomesForOTCScanning; i++)
! 			{
! 				if(  i == 0 ||
! 				   ( ((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Fitness <
! 				    fitnessOfPreviousCombination )  )
! 					//it is the best genome or the current genome is different from - and
! 					//so it has to be strictly less of - the previous scanned genome
! 				{
! 					fitnessOfPreviousCombination =
! 						((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Fitness;
! 					try{
! 						//retrieves loss at day for the CurrentCombination
! 						SignedTickers signedTickers =
  							new SignedTickers( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Meaning).Tickers);
! 						WeightedPositions weightedPositions =
! 							new WeightedPositions( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Meaning).TickersPortfolioWeights,
! 							                      signedTickers);
! 						lossOfCurrentCombination =
! 							- weightedPositions.GetOpenToCloseReturn( today );
! 						//- because fitness in GenomeOTCCTO is just the reversal of what needed
! 						numOfGenomesScanned++;
! 						if(lossOfCurrentCombination < lossOfCurrentWorstCombination)
! 						{
! 							indexOfWorstCombination = populationSize - i - 1;
! 							lossOfCurrentWorstCombination = lossOfCurrentCombination;
! 						}
! 					}
! 					catch(Exception ex)
! 					{
! 						//if retrieving of loss of current combination fails
! 						string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 					}
! 				}
! 			}
  			this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[indexOfWorstCombination]).Meaning).TickersPortfolioWeights,
! 			                                                     new SignedTickers( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[indexOfWorstCombination]).Meaning).Tickers));
  			
  		}
! 		
! 		
! 		public override void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			if(this.currentGO != null)
! 				//so a list of genomes is available
  				this.marketCloseEventHandler_chooseTheWorstOTCGenome();
! 			
  			this.openPositions();
! 		}
  
  		#region OneHourAfterMarketCloseEventHandler
! 		
! 		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
! 		{
  			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate);
  			DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
  			SelectorByLiquidity mostLiquid =
  				new SelectorByLiquidity(tickersFromGroup,
! 				                        false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				                        this.numberOfEligibleTickers);
! 			
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid =
  				new SelectorByQuotationAtEachMarketDay(mostLiquid.GetTableOfSelectedTickers(),
! 				                                       false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				                                       this.numberOfEligibleTickers, this.benchmark);
! 			
! 			SelectorByAverageRawOpenPrice byPrice =
  				new SelectorByAverageRawOpenPrice(quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(),
! 				                                  false,currentDate.AddDays(-30),
! 				                                  currentDate,
! 				                                  this.numberOfEligibleTickers,
! 				                                  30);
! 			
  			return byPrice.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 possible only if the initial set of tickers is
! 				//as large as the number of tickers to be chosen
! 				
! 			{
! 				IGenomeManager genManEfficientCTOPortfolio =
! 					new GenomeManagerForEfficientOTCCTOPortfolio(setOfTickersToBeOptimized,
! 					                                             currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 					                                             currentDate,
! 					                                             this.numberOfTickersToBeChosen,
! 					                                             this.targetReturn,
! 					                                             this.portfolioType,
! 					                                             this.benchmark);
! 				
! 				GeneticOptimizer GO = new GeneticOptimizer(genManEfficientCTOPortfolio,
! 				                                           this.populationSizeForGeneticOptimizer,
! 				                                           this.generationNumberForGeneticOptimizer,
! 				                                           this.seedForRandomGenerator);
! 				if(setGenomeCounter)
! 					this.genomeCounter = new GenomeCounter(GO);
  				GO.MutationRate = 0.25;
  				GO.CrossoverRate = 0.95;
! 				GO.Run(false);
! 				this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 				                            currentDate, setOfTickersToBeOptimized.Rows.Count);
  				this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights,
! 				                                                     new SignedTickers( ((GenomeMeaning)GO.BestGenome.Meaning).Tickers) );
  				this.currentGO = GO;
! 			}
! 			//else it will be buyed again the previous optimized portfolio
! 			//that's it the actual chosenTickers member
! 		}
  
! 		protected void oneHourAfterMarketCloseEventHandler_updatePrices()
! 		{
! 			//min price for minimizing commission amount
! 			//according to IB Broker's commission scheme
! 			this.minPriceForMinimumCommission = this.account.CashAmount/(this.numberOfTickersToBeChosen*100);
! 			this.maxPriceForMinimumCommission = this.maxPriceForMinimumCommission;
! 			//just to avoid warning message
! 		}
! 		
! 		/// <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.seedForRandomGenerator++;
! 			//this.oneHourAfterMarketCloseEventHandler_updatePrices();
! 			if(this.numDaysElapsedSinceLastOptimization ==
! 			   this.numDaysBetweenEachOptimization - 1)
! 			{
! 				this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
! 				//sets tickers to be chosen next Market Close event
! 				this.numDaysElapsedSinceLastOptimization = 0;
! 			}
! 			else
! 			{
! 				this.numDaysElapsedSinceLastOptimization++;
! 			}
! 			
! 		}
! 		#endregion
! 	}
  }

Index: EndOfDayTimerHandlerOTC_WorstAtNight.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTC_WorstAtNight.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** EndOfDayTimerHandlerOTC_WorstAtNight.cs	14 Jan 2008 23:32:31 -0000	1.3
--- EndOfDayTimerHandlerOTC_WorstAtNight.cs	19 Aug 2008 17:11:26 -0000	1.4
***************
*** 3,7 ****
  
  EndOfDayTimerHandlerOTC_WorstAtNight.cs
! Copyright (C) 2003 
  Marco Milletti
  
--- 3,7 ----
  
  EndOfDayTimerHandlerOTC_WorstAtNight.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;
***************
*** 40,77 ****
  {
  	
!   /// <summary>
!   /// Implements MarketOpenEventHandler,
!   /// TwoMinutesBeforeMarketCloseEventHandler and OneHourAfterMarketCloseEventHandler
!   /// These handlers contain the core strategy for the efficient close to open portfolio!
!   /// </summary>
!   [Serializable]
!   public class EndOfDayTimerHandlerOTC_WorstAtNight : EndOfDayTimerHandler
!   {
!     protected int seedForRandomGenerator;
  		protected GeneticOptimizer currentGO;
  		protected int numOfGenomesForCTOScanning;
  		private HistoricalAdjustedQuoteProvider historicalAdjustedQuoteProvider;
!     
!     public EndOfDayTimerHandlerOTC_WorstAtNight(string tickerGroupID, int numberOfEligibleTickers, 
!                                 int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod, Account account,
!                                 int generationNumberForGeneticOptimizer,
!                                 int populationSizeForGeneticOptimizer,
!                                 string benchmark, double targetReturn,
!                                 PortfolioType portfolioType, int numDaysBetweenEachOptimization,
! 																int numOfGenomesForCTOScanning):
!   															base(tickerGroupID, numberOfEligibleTickers, 
!                                 numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
!                                 generationNumberForGeneticOptimizer,
!                                 populationSizeForGeneticOptimizer,
!                                 benchmark, targetReturn,
!                                 portfolioType)
!     {
!     	this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;  
!     	this.numDaysElapsedSinceLastOptimization = 0;
!     	this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator;
  			this.numOfGenomesForCTOScanning = numOfGenomesForCTOScanning;
  			this.historicalAdjustedQuoteProvider = new HistoricalAdjustedQuoteProvider();
!     }
!   
  		private void marketOpenEventHandler_chooseTheWorstCTOGenome()
  		{
--- 40,77 ----
  {
  	
! 	/// <summary>
! 	/// Implements MarketOpenEventHandler,
! 	/// TwoMinutesBeforeMarketCloseEventHandler and OneHourAfterMarketCloseEventHandler
! 	/// These handlers contain the core strategy for the efficient close to open portfolio!
! 	/// </summary>
! 	[Serializable]
! 	public class EndOfDayTimerHandlerOTC_WorstAtNight : EndOfDayTimerHandler
! 	{
! 		protected int seedForRandomGenerator;
  		protected GeneticOptimizer currentGO;
  		protected int numOfGenomesForCTOScanning;
  		private HistoricalAdjustedQuoteProvider historicalAdjustedQuoteProvider;
! 		
! 		public EndOfDayTimerHandlerOTC_WorstAtNight(string tickerGroupID, int numberOfEligibleTickers,
! 		                                            int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod, Account account,
! 		                                            int generationNumberForGeneticOptimizer,
! 		                                            int populationSizeForGeneticOptimizer,
! 		                                            string benchmark, double targetReturn,
! 		                                            PortfolioType portfolioType, int numDaysBetweenEachOptimization,
! 		                                            int numOfGenomesForCTOScanning):
! 			base(tickerGroupID, numberOfEligibleTickers,
! 			     numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
! 			     generationNumberForGeneticOptimizer,
! 			     populationSizeForGeneticOptimizer,
! 			     benchmark, targetReturn,
! 			     portfolioType)
! 		{
! 			this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
! 			this.numDaysElapsedSinceLastOptimization = 0;
! 			this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator;
  			this.numOfGenomesForCTOScanning = numOfGenomesForCTOScanning;
  			this.historicalAdjustedQuoteProvider = new HistoricalAdjustedQuoteProvider();
! 		}
! 		
  		private void marketOpenEventHandler_chooseTheWorstCTOGenome()
  		{
***************
*** 82,265 ****
  			double fitnessOfPreviousCombination = 0.0;
  			IndexBasedEndOfDayTimer currentTimer = (IndexBasedEndOfDayTimer)this.account.EndOfDayTimer;
! 		  DateTime today = currentTimer.GetCurrentTime().DateTime;
! 		  DateTime lastMarketDay = currentTimer.GetPreviousDateTime();
! 		  ReturnsManager returnsManager = new ReturnsManager(
! 		  	new CloseToOpenIntervals(new EndOfDayDateTime(lastMarketDay, EndOfDaySpecificTime.MarketClose),
! 		  	                         new EndOfDayDateTime(today, EndOfDaySpecificTime.MarketOpen),
! 		  	                         this.benchmark),
! 		  	this.historicalAdjustedQuoteProvider );
! 		  int numOfGenomesScanned = 0; 
! 		  for(int i = 0;
! 					numOfGenomesScanned < this.numOfGenomesForCTOScanning &&
! 					i < populationSize - 1;
! 					i++)
! 		  {
! 		  	if(  i == 0 ||
! 		  	     ( ((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Fitness <
! 		  	     fitnessOfPreviousCombination )  )
! 		  	//it is the best genome or the current genome is different from - and
! 		  	//so it has to be strictly less of - the previous scanned genome
! 		  	{
! 		  		fitnessOfPreviousCombination =
! 				  		((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Fitness;
! 				  try{
! 		  		//tries to retrieve loss at night for the CurrentCombination
! 			  		SignedTickers signedTickers = 
  							new SignedTickers( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Meaning).Tickers);
! 		  			WeightedPositions weightedPositions =
! 		  				new WeightedPositions( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Meaning).TickersPortfolioWeights, 
! 		  				                      	signedTickers);
! 		  			lossOfCurrentCombination =
! 		  				weightedPositions.GetReturn( 0 , returnsManager );
! 				  	numOfGenomesScanned++;
! 				  	if(lossOfCurrentCombination < lossOfCurrentWorstCombination)
! 				  	{
! 				  		indexOfWorstCombination = populationSize - i - 1;
! 				  		lossOfCurrentWorstCombination = lossOfCurrentCombination;
! 				  	}
! 		  		}
! 		  		catch(Exception ex){
! 		  		//retrieve of loss of current combination fails
! 		  			ex = ex;
! 		  		}
! 		  	}
! 		  }
! 		 this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[indexOfWorstCombination]).Meaning).TickersPortfolioWeights,
! 				new SignedTickers( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[indexOfWorstCombination]).Meaning).Tickers));
  		}
!    
!     /// <summary>
!     /// Handles a "Market Open" event.
!     /// </summary>
!     /// <param name="sender"></param>
!     /// <param name="eventArgs"></param>
!     public override void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!      	if(this.currentGO != null)
! 			//so a list of genomes is available
! 					this.marketOpenEventHandler_chooseTheWorstCTOGenome();
  			
  			this.openPositions();
!     }
! 		                
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!     	AccountManager.ClosePositions(this.account);
!     }
!     
  		#region OneHourAfterMarketCloseEventHandler
!       
!     protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
!     {
  			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate);
  			DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
  			SelectorByLiquidity mostLiquid =
  				new SelectorByLiquidity(tickersFromGroup,
! 				false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				this.numberOfEligibleTickers);
!       
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid = 
  				new SelectorByQuotationAtEachMarketDay(mostLiquid.GetTableOfSelectedTickers(),
! 				false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				this.numberOfEligibleTickers, this.benchmark);
!       
! 			SelectorByAverageRawOpenPrice byPrice = 
  				new SelectorByAverageRawOpenPrice(quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(),
! 				false,currentDate.AddDays(-30),
! 				currentDate,
! 				this.numberOfEligibleTickers,
! 				35);
  			DataTable tickersByPrice = byPrice.GetTableOfSelectedTickers();
!       
! 			SelectorByOpenCloseCorrelationToBenchmark tickersLessCorrelatedToBenchmark = 
  				new SelectorByOpenCloseCorrelationToBenchmark(tickersByPrice,
! 				"^GSPC",true,
! 				currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				tickersByPrice.Rows.Count/2);
!       
  			return tickersLessCorrelatedToBenchmark.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 possible only if the initial set of tickers is 
!         //as large as the number of tickers to be chosen                     
!       
!       {
!         IGenomeManager genManEfficientOTCPortfolio = 
! //          new GenomeManagerForEfficientOTCPortfolio(setOfTickersToBeOptimized,
! //        	                                          currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! //        	                                          currentDate,
! //        	                                          this.numberOfTickersToBeChosen,
! //        	                                          this.targetReturn,
! //        	                                         	this.portfolioType);
!           new GenomeManagerForEfficientOTCCTOPortfolio(setOfTickersToBeOptimized,
!                                                     currentDate.AddDays(-this.numDaysForOptimizationPeriod),
!                                                     currentDate,
!                                                     this.numberOfTickersToBeChosen,
!                                                     this.targetReturn,
!                                                     this.portfolioType,this.benchmark);
  
!         GeneticOptimizer GO = new GeneticOptimizer(genManEfficientOTCPortfolio,
!                                                     this.populationSizeForGeneticOptimizer,
!                                                     this.generationNumberForGeneticOptimizer,
!                                                    this.seedForRandomGenerator);
!         if(setGenomeCounter)
!         	this.genomeCounter = new GenomeCounter(GO);
  				GO.CrossoverRate = 0.0;
  				GO.MutationRate = 0.50;
!         GO.Run(false);
!         this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
!                                     currentDate, setOfTickersToBeOptimized.Rows.Count);
!         this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights,
! 					new SignedTickers( ((GenomeMeaning)GO.BestGenome.Meaning).Tickers) );
  				this.currentGO = GO;
!       }
!       //else it will be buyed again the previous optimized portfolio
!       //that's it the actual chosenTickers member
!     }
  
!     protected void oneHourAfterMarketCloseEventHandler_updatePrices()
!     {
!     	//min price for minimizing commission amount
!     	//according to IB Broker's commission scheme
!     	this.minPriceForMinimumCommission = this.account.CashAmount/(this.numberOfTickersToBeChosen*100);
!       this.maxPriceForMinimumCommission = this.maxPriceForMinimumCommission;
!       //just to avoid warning message
!     }
!     
!     /// <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.seedForRandomGenerator++;
!     	//this.oneHourAfterMarketCloseEventHandler_updatePrices();
!       if(this.numDaysElapsedSinceLastOptimization == 
!     	   this.numDaysBetweenEachOptimization - 1)
!     	{
!     		this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
!       	//sets tickers to be chosen next Market Open event
!       	this.numDaysElapsedSinceLastOptimization = 0;
!     	}
!       else
!       {
!         this.numDaysElapsedSinceLastOptimization++;
!       }
!     	
!     }
! 		   
!     #endregion
  		
!   }
  }
--- 82,266 ----
  			double fitnessOfPreviousCombination = 0.0;
  			IndexBasedEndOfDayTimer currentTimer = (IndexBasedEndOfDayTimer)this.account.EndOfDayTimer;
! 			DateTime today = currentTimer.GetCurrentTime().DateTime;
! 			DateTime lastMarketDay = currentTimer.GetPreviousDateTime();
! 			ReturnsManager returnsManager = new ReturnsManager(
! 				new CloseToOpenIntervals(new EndOfDayDateTime(lastMarketDay, EndOfDaySpecificTime.MarketClose),
! 				                         new EndOfDayDateTime(today, EndOfDaySpecificTime.MarketOpen),
! 				                         this.benchmark),
! 				this.historicalAdjustedQuoteProvider );
! 			int numOfGenomesScanned = 0;
! 			for(int i = 0;
! 			    numOfGenomesScanned < this.numOfGenomesForCTOScanning &&
! 			    i < populationSize - 1;
! 			    i++)
! 			{
! 				if(  i == 0 ||
! 				   ( ((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Fitness <
! 				    fitnessOfPreviousCombination )  )
! 					//it is the best genome or the current genome is different from - and
! 					//so it has to be strictly less of - the previous scanned genome
! 				{
! 					fitnessOfPreviousCombination =
! 						((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Fitness;
! 					try{
! 						//tries to retrieve loss at night for the CurrentCombination
! 						SignedTickers signedTickers =
  							new SignedTickers( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Meaning).Tickers);
! 						WeightedPositions weightedPositions =
! 							new WeightedPositions( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[populationSize - i - 1]).Meaning).TickersPortfolioWeights,
! 							                      signedTickers);
! 						lossOfCurrentCombination =
! 							weightedPositions.GetReturn( 0 , returnsManager );
! 						numOfGenomesScanned++;
! 						if(lossOfCurrentCombination < lossOfCurrentWorstCombination)
! 						{
! 							indexOfWorstCombination = populationSize - i - 1;
! 							lossOfCurrentWorstCombination = lossOfCurrentCombination;
! 						}
! 					}
! 					catch(Exception ex)
! 					{
! 						//retrieve of loss of current combination fails
! 						string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 					}
! 				}
! 			}
! 			this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[indexOfWorstCombination]).Meaning).TickersPortfolioWeights,
! 			                                                     new SignedTickers( ((GenomeMeaning)((Genome)this.currentGO.CurrentGeneration[indexOfWorstCombination]).Meaning).Tickers));
  		}
! 		
! 		/// <summary>
! 		/// Handles a "Market Open" event.
! 		/// </summary>
! 		/// <param name="sender"></param>
! 		/// <param name="eventArgs"></param>
! 		public override void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			if(this.currentGO != null)
! 				//so a list of genomes is available
! 				this.marketOpenEventHandler_chooseTheWorstCTOGenome();
  			
  			this.openPositions();
! 		}
! 		
! 		public override void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			AccountManager.ClosePositions(this.account);
! 		}
! 		
  		#region OneHourAfterMarketCloseEventHandler
! 		
! 		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
! 		{
  			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate);
  			DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
  			SelectorByLiquidity mostLiquid =
  				new SelectorByLiquidity(tickersFromGroup,
! 				                        false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				                        this.numberOfEligibleTickers);
! 			
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid =
  				new SelectorByQuotationAtEachMarketDay(mostLiquid.GetTableOfSelectedTickers(),
! 				                                       false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				                                       this.numberOfEligibleTickers, this.benchmark);
! 			
! 			SelectorByAverageRawOpenPrice byPrice =
  				new SelectorByAverageRawOpenPrice(quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers(),
! 				                                  false,currentDate.AddDays(-30),
! 				                                  currentDate,
! 				                                  this.numberOfEligibleTickers,
! 				                                  35);
  			DataTable tickersByPrice = byPrice.GetTableOfSelectedTickers();
! 			
! 			SelectorByOpenCloseCorrelationToBenchmark tickersLessCorrelatedToBenchmark =
  				new SelectorByOpenCloseCorrelationToBenchmark(tickersByPrice,
! 				                                              "^GSPC",true,
! 				                                              currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! 				                                              tickersByPrice.Rows.Count/2);
! 			
  			return tickersLessCorrelatedToBenchmark.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 possible only if the initial set of tickers is
! 				//as large as the number of tickers to be chosen
! 				
! 			{
! 				IGenomeManager genManEfficientOTCPortfolio =
! 					//          new GenomeManagerForEfficientOTCPortfolio(setOfTickersToBeOptimized,
! 					//        	                                          currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 					//        	                                          currentDate,
! 					//        	                                          this.numberOfTickersToBeChosen,
! 					//        	                                          this.targetReturn,
! 					//        	                                         	this.portfolioType);
! 					new GenomeManagerForEfficientOTCCTOPortfolio(setOfTickersToBeOptimized,
! 					                                             currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 					                                             currentDate,
! 					                                             this.numberOfTickersToBeChosen,
! 					                                             this.targetReturn,
! 					                                             this.portfolioType,this.benchmark);
  
! 				GeneticOptimizer GO = new GeneticOptimizer(genManEfficientOTCPortfolio,
! 				                                           this.populationSizeForGeneticOptimizer,
! 				                                           this.generationNumberForGeneticOptimizer,
! 				                                           this.seedForRandomGenerator);
! 				if(setGenomeCounter)
! 					this.genomeCounter = new GenomeCounter(GO);
  				GO.CrossoverRate = 0.0;
  				GO.MutationRate = 0.50;
! 				GO.Run(false);
! 				this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 				                            currentDate, setOfTickersToBeOptimized.Rows.Count);
! 				this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights,
! 				                                                     new SignedTickers( ((GenomeMeaning)GO.BestGenome.Meaning).Tickers) );
  				this.currentGO = GO;
! 			}
! 			//else it will be buyed again the previous optimized portfolio
! 			//that's it the actual chosenTickers member
! 		}
  
! 		protected void oneHourAfterMarketCloseEventHandler_updatePrices()
! 		{
! 			//min price for minimizing commission amount
! 			//according to IB Broker's commission scheme
! 			this.minPriceForMinimumCommission = this.account.CashAmount/(this.numberOfTickersToBeChosen*100);
! 			this.maxPriceForMinimumCommission = this.maxPriceForMinimumCommission;
! 			//just to avoid warning message
! 		}
  		
! 		/// <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.seedForRandomGenerator++;
! 			//this.oneHourAfterMarketCloseEventHandler_updatePrices();
! 			if(this.numDaysElapsedSinceLastOptimization ==
! 			   this.numDaysBetweenEachOptimization - 1)
! 			{
! 				this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
! 				//sets tickers to be chosen next Market Open event
! 				this.numDaysElapsedSinceLastOptimization = 0;
! 			}
! 			else
! 			{
! 				this.numDaysElapsedSinceLastOptimization++;
! 			}
! 			
! 		}
! 		
! 		#endregion
! 		
! 	}
  }