[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Optimizing/Decoding DecoderForTes
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glauco_1
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From: Glauco S. <gla...@us...> - 2008-09-29 21:15:30
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Optimizing/Decoding In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv14586/Optimizing/Decoding Modified Files: DecoderForTestingPositionsWithBalancedWeights.cs Log Message: The new revision moves toward an intraday enabled framework. EndOfDayDate time has been removed, DateTime is used now. The code has been changed accordingly. Index: DecoderForTestingPositionsWithBalancedWeights.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Optimizing/Decoding/DecoderForTestingPositionsWithBalancedWeights.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** DecoderForTestingPositionsWithBalancedWeights.cs 20 Apr 2008 16:38:47 -0000 1.5 --- DecoderForTestingPositionsWithBalancedWeights.cs 29 Sep 2008 21:15:14 -0000 1.6 *************** *** 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; *************** *** 28,40 **** { /// <summary> ! /// Decodes optimization candidates to a /// TestingPositions /// In this implementation, weights are balanced on volatility base /// </summary> public abstract class DecoderForTestingPositionsWithBalancedWeights : ! BasicDecoderForTestingPositions { ! public DecoderForTestingPositionsWithBalancedWeights() { --- 28,41 ---- { /// <summary> ! /// Decodes optimization candidates to a /// TestingPositions /// In this implementation, weights are balanced on volatility base /// </summary> + [Serializable] public abstract class DecoderForTestingPositionsWithBalancedWeights : ! BasicDecoderForTestingPositions { ! public DecoderForTestingPositionsWithBalancedWeights() { *************** *** 45,50 **** protected override double[] getWeights(SignedTickers signedTickers) { ! return WeightedPositions.GetBalancedWeights( ! signedTickers, this.returnsManager ); } --- 46,51 ---- protected override double[] getWeights(SignedTickers signedTickers) { ! return WeightedPositions.GetBalancedWeights( ! signedTickers, this.returnsManager ); } |