[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandler.cs, 1.28, 1.29 EndOfDayTimerHandlerCTC.cs, 1.25, 1.26 EndOfDayTimerHandlerCTCWeekly.cs, 1.9, 1.10 EndOfDayTimerHandlerCTO.cs, 1.27, 1.28 EndOfDayTimerHandlerCTO_WorstAtDay.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16144

Modified Files:
	EndOfDayTimerHandler.cs EndOfDayTimerHandlerCTC.cs 
	EndOfDayTimerHandlerCTCWeekly.cs EndOfDayTimerHandlerCTO.cs 
	EndOfDayTimerHandlerCTO_WorstAtDay.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: EndOfDayTimerHandlerCTO_WorstAtDay.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTO_WorstAtDay.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** EndOfDayTimerHandlerCTO_WorstAtDay.cs	19 Aug 2008 17:11:26 -0000	1.4
--- EndOfDayTimerHandlerCTO_WorstAtDay.cs	29 Sep 2008 21:17:34 -0000	1.5
***************
*** 78,83 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public override void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			AccountManager.ClosePositions(this.account);
--- 78,83 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			AccountManager.ClosePositions(this.account);
***************
*** 91,96 ****
  			double lossOfCurrentWorstCombination = 0.0;
  			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++)
--- 91,97 ----
  			double lossOfCurrentWorstCombination = 0.0;
  			double fitnessOfPreviousCombination = 0.0;
! 			IndexBasedEndOfDayTimer currentTimer =
! 				(IndexBasedEndOfDayTimer)this.account.Timer;
! 			DateTime today = currentTimer.GetCurrentDateTime();
  			int numOfGenomesScanned = 0;
  			for(int i = 0; numOfGenomesScanned < this.numOfGenomesForOTCScanning; i++)
***************
*** 134,139 ****
  		
  		
! 		public override void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			if(this.currentGO != null)
--- 135,140 ----
  		
  		
! 		protected override void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			if(this.currentGO != null)
***************
*** 144,148 ****
  		}
  
! 		#region OneHourAfterMarketCloseEventHandler
  		
  		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
--- 145,149 ----
  		}
  
! 		#region oneHourAfterMarketCloseEventHandler
  		
  		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
***************
*** 222,227 ****
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		public override void OneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  		{
  			this.seedForRandomGenerator++;
--- 223,228 ----
  		/// <param name="sender"></param>
  		/// <param name="eventArgs"></param>
! 		protected override void oneHourAfterMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
  		{
  			this.seedForRandomGenerator++;
***************
*** 230,234 ****
  			   this.numDaysBetweenEachOptimization - 1)
  			{
! 				this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
  				//sets tickers to be chosen next Market Close event
  				this.numDaysElapsedSinceLastOptimization = 0;
--- 231,235 ----
  			   this.numDaysBetweenEachOptimization - 1)
  			{
! 				this.setTickers( dateTime , false);
  				//sets tickers to be chosen next Market Close event
  				this.numDaysElapsedSinceLastOptimization = 0;

Index: EndOfDayTimerHandler.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandler.cs,v
retrieving revision 1.28
retrieving revision 1.29
diff -C2 -d -r1.28 -r1.29
*** EndOfDayTimerHandler.cs	14 Aug 2008 23:29:40 -0000	1.28
--- EndOfDayTimerHandler.cs	29 Sep 2008 21:17:34 -0000	1.29
***************
*** 3,7 ****
  
  EndOfDayTimerHandler.cs
! Copyright (C) 2003 
  Marco Milletti
  
--- 3,7 ----
  
  EndOfDayTimerHandler.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;
***************
*** 33,79 ****
  namespace QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios
  {
!   /// <summary>
!   /// Base class for EndOfDayTimerHandlers for efficient portfolios
!   /// </summary>
!   [Serializable]
!   public abstract class EndOfDayTimerHandler
!   {
!     protected DataTable eligibleTickers;
  		protected WeightedPositions chosenWeightedPositions = null;
!     protected string tickerGroupID;
!     protected int numberOfEligibleTickers;
!     protected int numberOfTickersToBeChosen;
!     protected int numDaysForOptimizationPeriod;
!     protected int numDaysBetweenEachOptimization = 0;
!     protected int numDaysElapsedSinceLastOptimization = 0;
!     protected int generationNumberForGeneticOptimizer;
!     protected int populationSizeForGeneticOptimizer;
!     protected Account account = null;
!     protected string benchmark;
!     //these two values have to be updated during
!     //backtest, for minimizing commission amount,
!     //according to broker's commission scheme 
!     protected double minPriceForMinimumCommission = 30;
!     protected double maxPriceForMinimumCommission = 500;
!     protected double targetReturn;
!     protected PortfolioType portfolioType;
!     
!     protected bool stopLossConditionReached = false;
!     protected bool takeProfitConditionReached = false;
!     protected double currentAccountValue = 0.0;
!     protected double previousAccountValue = 0.0;
!     
  		protected GenomeCounter genomeCounter;
!     public GenomeCounter GenomeCounter
!     {
!       get{return this.genomeCounter;}
!     }
!  
!     public int NumberOfEligibleTickers
!     {
!       get { return this.numberOfEligibleTickers; }
!     }
  		
!     public Account Account
  		{
  			get { return this.account; }
--- 33,79 ----
  namespace QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios
  {
! 	/// <summary>
! 	/// Base class for EndOfDayTimerHandlers for efficient portfolios
! 	/// </summary>
! 	[Serializable]
! 	public abstract class EndOfDayTimerHandler
! 	{
! 		protected DataTable eligibleTickers;
  		protected WeightedPositions chosenWeightedPositions = null;
! 		protected string tickerGroupID;
! 		protected int numberOfEligibleTickers;
! 		protected int numberOfTickersToBeChosen;
! 		protected int numDaysForOptimizationPeriod;
! 		protected int numDaysBetweenEachOptimization = 0;
! 		protected int numDaysElapsedSinceLastOptimization = 0;
! 		protected int generationNumberForGeneticOptimizer;
! 		protected int populationSizeForGeneticOptimizer;
! 		protected Account account = null;
! 		protected string benchmark;
! 		//these two values have to be updated during
! 		//backtest, for minimizing commission amount,
! 		//according to broker's commission scheme
! 		protected double minPriceForMinimumCommission = 30;
! 		protected double maxPriceForMinimumCommission = 500;
! 		protected double targetReturn;
! 		protected PortfolioType portfolioType;
! 		
! 		protected bool stopLossConditionReached = false;
! 		protected bool takeProfitConditionReached = false;
! 		protected double currentAccountValue = 0.0;
! 		protected double previousAccountValue = 0.0;
! 		
  		protected GenomeCounter genomeCounter;
! 		public GenomeCounter GenomeCounter
! 		{
! 			get{return this.genomeCounter;}
! 		}
  		
! 		public int NumberOfEligibleTickers
! 		{
! 			get { return this.numberOfEligibleTickers; }
! 		}
! 		
! 		public Account Account
  		{
  			get { return this.account; }
***************
*** 81,284 ****
  		}
  		
!     /// <summary>
!     /// bestGenomes[ i ] contains an array list with the best genomes
!     /// for generation i
!     /// </summary>
!     protected ArrayList bestGenomes;
!     public ArrayList BestGenomes
!     {
!       get { return this.bestGenomes; }
!     }
!     private void endOfDayTimerHandler_initializeBasic(string tickerGroupID, int numberOfEligibleTickers, 
!                                 int numberOfTickersToBeChosen,
!                                 int numDaysForOptimizationPeriod,
!                                 int generationNumberForGeneticOptimizer,
!                                 int populationSizeForGeneticOptimizer,
!                                 string benchmark, double targetReturn,
!                                 PortfolioType portfolioType)
!     {
!       this.tickerGroupID = tickerGroupID;
!       this.numberOfEligibleTickers = numberOfEligibleTickers;
!       this.numberOfTickersToBeChosen = numberOfTickersToBeChosen;
!       this.numDaysForOptimizationPeriod = numDaysForOptimizationPeriod;
!       this.generationNumberForGeneticOptimizer = generationNumberForGeneticOptimizer;
!       this.populationSizeForGeneticOptimizer = populationSizeForGeneticOptimizer;
!       this.benchmark = benchmark;
!       this.targetReturn = targetReturn;
!       this.portfolioType = portfolioType;
!     }
!     public EndOfDayTimerHandler(string tickerGroupID, int numberOfEligibleTickers,
!                                 int numberOfTickersToBeChosen,
!                                 int numDaysForOptimizationPeriod, Account account,
!                                 int generationNumberForGeneticOptimizer,
!                                 int populationSizeForGeneticOptimizer,
!                                 string benchmark, double targetReturn,
!                                 PortfolioType portfolioType)
!     {
!       this.endOfDayTimerHandler_initializeBasic(tickerGroupID, numberOfEligibleTickers, 
!                                 numberOfTickersToBeChosen,
!                                 numDaysForOptimizationPeriod,
!                                 generationNumberForGeneticOptimizer,
!                                 populationSizeForGeneticOptimizer,
!                                 benchmark, targetReturn,
!                                 portfolioType);
!     	this.account = account;
!       
!     }
  		public EndOfDayTimerHandler(string tickerGroupID, int numberOfEligibleTickers,
!                                 int numberOfTickersToBeChosen,
!                                 int numDaysForOptimizationPeriod,
!                                 int generationNumberForGeneticOptimizer,
!                                 int populationSizeForGeneticOptimizer,
!                                 string benchmark, double targetReturn,
!                                 PortfolioType portfolioType)
!     {
!       this.endOfDayTimerHandler_initializeBasic(tickerGroupID, numberOfEligibleTickers, 
!                                 numberOfTickersToBeChosen,
!                                 numDaysForOptimizationPeriod,
!                                 generationNumberForGeneticOptimizer,
!                                 populationSizeForGeneticOptimizer,
!                                 benchmark, targetReturn,
!                                 portfolioType);
!     }
!     public EndOfDayTimerHandler(WeightedPositions chosenWeightedPositions,
!                                 PortfolioType portfolioType,
!                                 Account account,
!                                 string benchmark)
!     {
!       this.account = account;
!       this.benchmark = benchmark;
!       this.chosenWeightedPositions = chosenWeightedPositions;
!       this.numberOfTickersToBeChosen = this.chosenWeightedPositions.Count;
!       this.portfolioType = portfolioType;
!     }
  		
  		#region addGenomeToBestGenomes
  
  		protected void addGenomeToBestGenomes(Genome genome,
! 			DateTime firstOptimizationDate,
! 			DateTime secondOptimizationDate,
! 			int eligibleTickers)
  		{
  			if(this.bestGenomes == null)
  				this.bestGenomes = new ArrayList();
!       
  			this.bestGenomes.Add(new GenomeRepresentation(genome,
! 				firstOptimizationDate,
! 				secondOptimizationDate,
! 				genome.Generation,
! 				eligibleTickers) );
  		}
  		protected void addGenomeToBestGenomes(BruteForceOptimizableParameters BFOptimizableParameters,
! 			SignedTickers signedTickers,
! 			DateTime firstOptimizationDate,
! 			DateTime secondOptimizationDate,
! 			int eligibleTickers)
  		{
  			if(this.bestGenomes == null)
  				this.bestGenomes = new ArrayList();
!       
  			this.bestGenomes.Add(new GenomeRepresentation(BFOptimizableParameters,
! 				signedTickers.ArrayForSignedTickers,
! 				firstOptimizationDate,
! 				secondOptimizationDate,
! 				eligibleTickers) );
  		}
  		protected void addGenomeToBestGenomes(Genome genome,
! 			DateTime firstOptimizationDate,
! 			DateTime secondOptimizationDate,
! 			int eligibleTickers, int halfPeriodDays)
  		{
  			if(this.bestGenomes == null)
  				this.bestGenomes = new ArrayList();
!       
  			this.bestGenomes.Add(new GenomeRepresentation(genome,
! 				firstOptimizationDate,
! 				secondOptimizationDate,
! 				genome.Generation,
! 				eligibleTickers,
! 				halfPeriodDays));
  		}
  		protected void addGenomeToBestGenomes(Genome genome,
! 			DateTime firstOptimizationDate,
! 			DateTime secondOptimizationDate,
! 			int eligibleTickers, int halfPeriodDays,
! 			PortfolioType portfolioType)
  		{
  			if(this.bestGenomes == null)
  				this.bestGenomes = new ArrayList();
!       
  			this.bestGenomes.Add(new GenomeRepresentation(genome,
! 				firstOptimizationDate,
! 				secondOptimizationDate,
! 				genome.Generation,
! 				eligibleTickers,
! 				halfPeriodDays, portfolioType));
  		}
! 				
  		protected void addGenomesToBestGenomes( Genome[] genomes,
!           DateTime firstOptimizationDate,
! 					DateTime secondOptimizationDate,
!           int eligibleTickers, int halfPeriodDays,
! 					PortfolioType portfolioType,
! 					int createdGenerations)
!     {
  			foreach(Genome genome in genomes)
  				if(genome != null)
! 					this.addGenomeToBestGenomes(genome,
! 	          firstOptimizationDate,
! 						secondOptimizationDate,
! 	          eligibleTickers, halfPeriodDays,
! 						portfolioType,
! 						createdGenerations);
!     }
  		
  		protected void addGenomeToBestGenomes(Genome genome,
! 			DateTime firstOptimizationDate,
! 			DateTime secondOptimizationDate,
! 			int eligibleTickers, int halfPeriodDays,
! 			PortfolioType portfolioType,
! 			int createdGenerations)
  		{
  			if(this.bestGenomes == null)
  				this.bestGenomes = new ArrayList();
!       
  			this.bestGenomes.Add(new GenomeRepresentation(genome,
! 				firstOptimizationDate,
! 				secondOptimizationDate,
! 				genome.Generation,
! 				eligibleTickers,
! 				halfPeriodDays, portfolioType, createdGenerations));
  		}
  		#endregion
  		
  		protected virtual void openPositions()
!     {
!       //add cash first
!     	if(this.account.Transactions.Count == 0)
!         this.account.AddCash(15000);
!     	if(this.chosenWeightedPositions != null)
!       	AccountManager.OpenPositions(this.chosenWeightedPositions, this.account);
!     }
! 	
  		protected void reversePositions()
  		{
  			if ( this.portfolioType == PortfolioType.OnlyLong ||
! 				this.portfolioType == PortfolioType.OnlyShort )
  				throw new Exception ("It's not possible to reverse positions " +
! 					"when portfolio has to contain only " +
! 					"long or short positions!");
  			AccountManager.ReversePositions(this.account);
! 		}   
  		
!     public abstract void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
  			;
!     public abstract void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     	;
!     public abstract void OneHourAfterMarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!       ;
!   } 
  }
--- 81,296 ----
  		}
  		
! 		/// <summary>
! 		/// bestGenomes[ i ] contains an array list with the best genomes
! 		/// for generation i
! 		/// </summary>
! 		protected ArrayList bestGenomes;
! 		public ArrayList BestGenomes
! 		{
! 			get { return this.bestGenomes; }
! 		}
! 		private void endOfDayTimerHandler_initializeBasic(string tickerGroupID, int numberOfEligibleTickers,
! 		                                                  int numberOfTickersToBeChosen,
! 		                                                  int numDaysForOptimizationPeriod,
! 		                                                  int generationNumberForGeneticOptimizer,
! 		                                                  int populationSizeForGeneticOptimizer,
! 		                                                  string benchmark, double targetReturn,
! 		                                                  PortfolioType portfolioType)
! 		{
! 			this.tickerGroupID = tickerGroupID;
! 			this.numberOfEligibleTickers = numberOfEligibleTickers;
! 			this.numberOfTickersToBeChosen = numberOfTickersToBeChosen;
! 			this.numDaysForOptimizationPeriod = numDaysForOptimizationPeriod;
! 			this.generationNumberForGeneticOptimizer = generationNumberForGeneticOptimizer;
! 			this.populationSizeForGeneticOptimizer = populationSizeForGeneticOptimizer;
! 			this.benchmark = benchmark;
! 			this.targetReturn = targetReturn;
! 			this.portfolioType = portfolioType;
! 		}
  		public EndOfDayTimerHandler(string tickerGroupID, int numberOfEligibleTickers,
! 		                            int numberOfTickersToBeChosen,
! 		                            int numDaysForOptimizationPeriod, Account account,
! 		                            int generationNumberForGeneticOptimizer,
! 		                            int populationSizeForGeneticOptimizer,
! 		                            string benchmark, double targetReturn,
! 		                            PortfolioType portfolioType)
! 		{
! 			this.endOfDayTimerHandler_initializeBasic(tickerGroupID, numberOfEligibleTickers,
! 			                                          numberOfTickersToBeChosen,
! 			                                          numDaysForOptimizationPeriod,
! 			                                          generationNumberForGeneticOptimizer,
! 			                                          populationSizeForGeneticOptimizer,
! 			                                          benchmark, targetReturn,
! 			                                          portfolioType);
! 			this.account = account;
! 			
! 		}
! 		public EndOfDayTimerHandler(string tickerGroupID, int numberOfEligibleTickers,
! 		                            int numberOfTickersToBeChosen,
! 		                            int numDaysForOptimizationPeriod,
! 		                            int generationNumberForGeneticOptimizer,
! 		                            int populationSizeForGeneticOptimizer,
! 		                            string benchmark, double targetReturn,
! 		                            PortfolioType portfolioType)
! 		{
! 			this.endOfDayTimerHandler_initializeBasic(tickerGroupID, numberOfEligibleTickers,
! 			                                          numberOfTickersToBeChosen,
! 			                                          numDaysForOptimizationPeriod,
! 			                                          generationNumberForGeneticOptimizer,
! 			                                          populationSizeForGeneticOptimizer,
! 			                                          benchmark, targetReturn,
! 			                                          portfolioType);
! 		}
! 		public EndOfDayTimerHandler(WeightedPositions chosenWeightedPositions,
! 		                            PortfolioType portfolioType,
! 		                            Account account,
! 		                            string benchmark)
! 		{
! 			this.account = account;
! 			this.benchmark = benchmark;
! 			this.chosenWeightedPositions = chosenWeightedPositions;
! 			this.numberOfTickersToBeChosen = this.chosenWeightedPositions.Count;
! 			this.portfolioType = portfolioType;
! 		}
  		
  		#region addGenomeToBestGenomes
  
  		protected void addGenomeToBestGenomes(Genome genome,
! 		                                      DateTime firstOptimizationDate,
! 		                                      DateTime secondOptimizationDate,
! 		                                      int eligibleTickers)
  		{
  			if(this.bestGenomes == null)
  				this.bestGenomes = new ArrayList();
! 			
  			this.bestGenomes.Add(new GenomeRepresentation(genome,
! 			                                              firstOptimizationDate,
! 			                                              secondOptimizationDate,
! 			                                              genome.Generation,
! 			                                              eligibleTickers) );
  		}
  		protected void addGenomeToBestGenomes(BruteForceOptimizableParameters BFOptimizableParameters,
! 		                                      SignedTickers signedTickers,
! 		                                      DateTime firstOptimizationDate,
! 		                                      DateTime secondOptimizationDate,
! 		                                      int eligibleTickers)
  		{
  			if(this.bestGenomes == null)
  				this.bestGenomes = new ArrayList();
! 			
  			this.bestGenomes.Add(new GenomeRepresentation(BFOptimizableParameters,
! 			                                              signedTickers.ArrayForSignedTickers,
! 			                                              firstOptimizationDate,
! 			                                              secondOptimizationDate,
! 			                                              eligibleTickers) );
  		}
  		protected void addGenomeToBestGenomes(Genome genome,
! 		                                      DateTime firstOptimizationDate,
! 		                                      DateTime secondOptimizationDate,
! 		                                      int eligibleTickers, int halfPeriodDays)
  		{
  			if(this.bestGenomes == null)
  				this.bestGenomes = new ArrayList();
! 			
  			this.bestGenomes.Add(new GenomeRepresentation(genome,
! 			                                              firstOptimizationDate,
! 			                                              secondOptimizationDate,
! 			                                              genome.Generation,
! 			                                              eligibleTickers,
! 			                                              halfPeriodDays));
  		}
  		protected void addGenomeToBestGenomes(Genome genome,
! 		                                      DateTime firstOptimizationDate,
! 		                                      DateTime secondOptimizationDate,
! 		                                      int eligibleTickers, int halfPeriodDays,
! 		                                      PortfolioType portfolioType)
  		{
  			if(this.bestGenomes == null)
  				this.bestGenomes = new ArrayList();
! 			
  			this.bestGenomes.Add(new GenomeRepresentation(genome,
! 			                                              firstOptimizationDate,
! 			                                              secondOptimizationDate,
! 			                                              genome.Generation,
! 			                                              eligibleTickers,
! 			                                              halfPeriodDays, portfolioType));
  		}
! 		
  		protected void addGenomesToBestGenomes( Genome[] genomes,
! 		                                       DateTime firstOptimizationDate,
! 		                                       DateTime secondOptimizationDate,
! 		                                       int eligibleTickers, int halfPeriodDays,
! 		                                       PortfolioType portfolioType,
! 		                                       int createdGenerations)
! 		{
  			foreach(Genome genome in genomes)
  				if(genome != null)
! 				this.addGenomeToBestGenomes(genome,
! 				                            firstOptimizationDate,
! 				                            secondOptimizationDate,
! 				                            eligibleTickers, halfPeriodDays,
! 				                            portfolioType,
! 				                            createdGenerations);
! 		}
  		
  		protected void addGenomeToBestGenomes(Genome genome,
! 		                                      DateTime firstOptimizationDate,
! 		                                      DateTime secondOptimizationDate,
! 		                                      int eligibleTickers, int halfPeriodDays,
! 		                                      PortfolioType portfolioType,
! 		                                      int createdGenerations)
  		{
  			if(this.bestGenomes == null)
  				this.bestGenomes = new ArrayList();
! 			
  			this.bestGenomes.Add(new GenomeRepresentation(genome,
! 			                                              firstOptimizationDate,
! 			                                              secondOptimizationDate,
! 			                                              genome.Generation,
! 			                                              eligibleTickers,
! 			                                              halfPeriodDays, portfolioType, createdGenerations));
  		}
  		#endregion
  		
  		protected virtual void openPositions()
! 		{
! 			//add cash first
! 			if(this.account.Transactions.Count == 0)
! 				this.account.AddCash(15000);
! 			if(this.chosenWeightedPositions != null)
! 				AccountManager.OpenPositions(this.chosenWeightedPositions, this.account);
! 		}
! 		
  		protected void reversePositions()
  		{
  			if ( this.portfolioType == PortfolioType.OnlyLong ||
! 			    this.portfolioType == PortfolioType.OnlyShort )
  				throw new Exception ("It's not possible to reverse positions " +
! 				                     "when portfolio has to contain only " +
! 				                     "long or short positions!");
  			AccountManager.ReversePositions(this.account);
! 		}
  		
! 		#region NewDateTimeEventHandler
! 		protected abstract void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
  			;
! 		protected abstract void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
! 			;
! 		protected abstract void oneHourAfterMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
! 			;
! 		public virtual void NewDateTimeEventHandler(
! 			Object sender , DateTime dateTime )
! 		{
! 			if ( HistoricalEndOfDayTimer.IsMarketOpen( dateTime ) )
! 				this.marketOpenEventHandler( sender , dateTime );
! 			if ( HistoricalEndOfDayTimer.IsMarketClose( dateTime ) )
! 				this.marketCloseEventHandler( sender , dateTime );
! 			if ( HistoricalEndOfDayTimer.IsOneHourAfterMarketClose( dateTime ) )
! 				this.oneHourAfterMarketCloseEventHandler( sender , dateTime );
! 		}
! 		#endregion NewDateTimeEventHandler
! 	}
  }

Index: EndOfDayTimerHandlerCTCWeekly.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTCWeekly.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** EndOfDayTimerHandlerCTCWeekly.cs	14 Jan 2008 23:32:31 -0000	1.9
--- EndOfDayTimerHandlerCTCWeekly.cs	29 Sep 2008 21:17:34 -0000	1.10
***************
*** 3,7 ****
  
  EndOfDayTimerHandlerCTCWeekly.cs
! Copyright (C) 2003 
  Marco Milletti
  
--- 3,7 ----
  
  EndOfDayTimerHandlerCTCWeekly.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;
***************
*** 37,180 ****
  {
  	
!   /// <summary>
!   /// Implements MarketOpenEventHandler and MarketCloseEventHandler
!   /// These handlers contain the core strategy for the efficient close to close
!   /// weekly portfolio (with a given days of life)!
!   /// </summary>
!   [Serializable]
!   public class EndOfDayTimerHandlerCTCWeekly : EndOfDayTimerHandler
!   {
!     protected int numDaysForReturnCalculation;
!     protected double maxAcceptableCloseToCloseDrawdown;
!         
!     public EndOfDayTimerHandlerCTCWeekly(string tickerGroupID, int numberOfEligibleTickers, 
!                                 int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod,
!                                 Account account,                                
!                                 int generationNumberForGeneticOptimizer,
!                                 int populationSizeForGeneticOptimizer,
!                                 string benchmark,
!                                 int numDaysForReturnCalculation,
!                                 double targetReturn,
!                                	PortfolioType portfolioType, double maxAcceptableCloseToCloseDrawdown):
!     														base(tickerGroupID, numberOfEligibleTickers, 
!                                 numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
!                                 generationNumberForGeneticOptimizer,
!                                 populationSizeForGeneticOptimizer,
!                                 benchmark, targetReturn,
!                                 portfolioType)
!     {
!       this.numDaysForReturnCalculation = numDaysForReturnCalculation;
!       this.maxAcceptableCloseToCloseDrawdown = maxAcceptableCloseToCloseDrawdown;
!     }
  
!     public override void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!     	;
!     }
!     
!     #region MarketCloseEventHandler
!     
!    
!     
!     protected void 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;
!       }
!     }    
!     
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!     	this.updateStopLossCondition();
!     	
!     	if(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek == 
!     	   DayOfWeek.Monday)
!     		this.openPositions();
!     	
!     	if(this.stopLossConditionReached ||
!     	   endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek == 
!     	   DayOfWeek.Friday)
!     		AccountManager.ClosePositions(this.account);
!     	
!     }
!     
!     #endregion
!     
!     #region OneHourAfterMarketCloseEventHandler
!     
!     protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
!     {
!       SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
!     	                                                      currentDate);
!                                       
!       this.eligibleTickers = temporizedGroup.GetTableOfSelectedTickers();
!       SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromEligible = 
!         new SelectorByQuotationAtEachMarketDay(this.eligibleTickers,
!                                   false, currentDate.AddDays(-this.numDaysForOptimizationPeriod),currentDate,
!                                   this.numberOfEligibleTickers, this.benchmark);
!       return quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers();
!     }
!     
!     
!     protected virtual void setTickers(DateTime currentDate)
!     {
!       DataTable setOfTickersToBeOptimized = this.getSetOfTickersToBeOptimized(currentDate);
!       if(setOfTickersToBeOptimized.Rows.Count > this.numberOfTickersToBeChosen*2)
!         //the optimization process is meaningful only if the initial set of tickers is 
!         //larger than the number of tickers to be chosen                     
!       
!       {
!         
!       	//double targetReturnForEachPeriodOfPortfolioLife =
!       	//	Math.Pow(1.60,(double)(1.0/(360.0/this.numDaysOfPortfolioLife))) - 1.0;
!       	//the target has to be such that annual system return is minimum 50%
!       	//(with no commissions and bid-ask spreads)
!       	IGenomeManager genManEfficientCTCPortfolio =
!           new GenomeManagerForEfficientCTCPortfolio(setOfTickersToBeOptimized,
!           currentDate.AddDays(-this.numDaysForOptimizationPeriod), 
!           currentDate, this.numberOfTickersToBeChosen,
!           this.numDaysForReturnCalculation,
!           this.targetReturn,
!          	this.portfolioType, this.benchmark);
!         GeneticOptimizer GO = new GeneticOptimizer(genManEfficientCTCPortfolio,
!                                                     this.populationSizeForGeneticOptimizer, 
!                                                     this.generationNumberForGeneticOptimizer);
!         //GO.KeepOnRunningUntilConvergenceIsReached = true;
!         GO.Run(false);
  				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 )
!     {
!      
!       if(this.account.Portfolio.Count == 0 &&
!     	   endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek == 
!     	   DayOfWeek.Friday)
!       {
!         this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime);
!         //it sets tickers to be chosen at next Monday
!       }
!     }
! 		#endregion
!   }
  }
--- 37,177 ----
  {
  	
! 	/// <summary>
! 	/// Implements MarketOpenEventHandler and MarketCloseEventHandler
! 	/// These handlers contain the core strategy for the efficient close to close
! 	/// weekly portfolio (with a given days of life)!
! 	/// </summary>
! 	[Serializable]
! 	public class EndOfDayTimerHandlerCTCWeekly : EndOfDayTimerHandler
! 	{
! 		protected int numDaysForReturnCalculation;
! 		protected double maxAcceptableCloseToCloseDrawdown;
! 		
! 		public EndOfDayTimerHandlerCTCWeekly(string tickerGroupID, int numberOfEligibleTickers,
! 		                                     int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod,
! 		                                     Account account,
! 		                                     int generationNumberForGeneticOptimizer,
! 		                                     int populationSizeForGeneticOptimizer,
! 		                                     string benchmark,
! 		                                     int numDaysForReturnCalculation,
! 		                                     double targetReturn,
! 		                                     PortfolioType portfolioType, double maxAcceptableCloseToCloseDrawdown):
! 			base(tickerGroupID, numberOfEligibleTickers,
! 			     numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
! 			     generationNumberForGeneticOptimizer,
! 			     populationSizeForGeneticOptimizer,
! 			     benchmark, targetReturn,
! 			     portfolioType)
! 		{
! 			this.numDaysForReturnCalculation = numDaysForReturnCalculation;
! 			this.maxAcceptableCloseToCloseDrawdown = maxAcceptableCloseToCloseDrawdown;
! 		}
  
! 		protected override void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
! 		{
! 			;
! 		}
! 		
! 		#region marketCloseEventHandler
! 		protected void 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;
! 			}
! 		}
! 		
! 		protected override void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
! 		{
! 			this.updateStopLossCondition();
! 			
! 			if(dateTime.DayOfWeek ==
! 			   DayOfWeek.Monday)
! 				this.openPositions();
! 			
! 			if(this.stopLossConditionReached ||
! 			   dateTime.DayOfWeek ==
! 			   DayOfWeek.Friday)
! 				AccountManager.ClosePositions(this.account);
! 			
! 		}
! 		
! 		#endregion marketCloseEventHandler
! 		
! 		#region oneHourAfterMarketCloseEventHandler
! 		
! 		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
! 		{
! 			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
! 			                                                      currentDate);
! 			
! 			this.eligibleTickers = temporizedGroup.GetTableOfSelectedTickers();
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromEligible =
! 				new SelectorByQuotationAtEachMarketDay(this.eligibleTickers,
! 				                                       false, currentDate.AddDays(-this.numDaysForOptimizationPeriod),currentDate,
! 				                                       this.numberOfEligibleTickers, this.benchmark);
! 			return quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers();
! 		}
! 		
! 		
! 		protected virtual void setTickers(DateTime currentDate)
! 		{
! 			DataTable setOfTickersToBeOptimized = this.getSetOfTickersToBeOptimized(currentDate);
! 			if(setOfTickersToBeOptimized.Rows.Count > this.numberOfTickersToBeChosen*2)
! 				//the optimization process is meaningful only if the initial set of tickers is
! 				//larger than the number of tickers to be chosen
! 				
! 			{
! 				
! 				//double targetReturnForEachPeriodOfPortfolioLife =
! 				//	Math.Pow(1.60,(double)(1.0/(360.0/this.numDaysOfPortfolioLife))) - 1.0;
! 				//the target has to be such that annual system return is minimum 50%
! 				//(with no commissions and bid-ask spreads)
! 				IGenomeManager genManEfficientCTCPortfolio =
! 					new GenomeManagerForEfficientCTCPortfolio(setOfTickersToBeOptimized,
! 					                                          currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 					                                          currentDate, this.numberOfTickersToBeChosen,
! 					                                          this.numDaysForReturnCalculation,
! 					                                          this.targetReturn,
! 					                                          this.portfolioType, this.benchmark);
! 				GeneticOptimizer GO = new GeneticOptimizer(genManEfficientCTCPortfolio,
! 				                                           this.populationSizeForGeneticOptimizer,
! 				                                           this.generationNumberForGeneticOptimizer);
! 				//GO.KeepOnRunningUntilConvergenceIsReached = true;
! 				GO.Run(false);
  				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>
! 		protected override void oneHourAfterMarketCloseEventHandler(
! 			Object sender , DateTime dateTime )
! 		{
! 			
! 			if(this.account.Portfolio.Count == 0 &&
! 			   dateTime.DayOfWeek ==
! 			   DayOfWeek.Friday)
! 			{
! 				this.setTickers(dateTime);
! 				//it sets tickers to be chosen at next Monday
! 			}
! 		}
! 		#endregion oneHourAfterMarketCloseEventHandler
! 	}
  }

Index: EndOfDayTimerHandlerCTC.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTC.cs,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** EndOfDayTimerHandlerCTC.cs	14 Jan 2008 23:32:30 -0000	1.25
--- EndOfDayTimerHandlerCTC.cs	29 Sep 2008 21:17:34 -0000	1.26
***************
*** 3,7 ****
  
  EndOfDayTimerHandlerCTC.cs
! Copyright (C) 2003 
  Marco Milletti
  
--- 3,7 ----
  
  EndOfDayTimerHandlerCTC.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;
***************
*** 37,259 ****
  {
  	
!   /// <summary>
!   /// Implements MarketOpenEventHandler and MarketCloseEventHandler
!   /// These handlers contain the core strategy for the efficient close to close
!   /// portfolio (with a given days of life)!
!   /// </summary>
!   [Serializable]
!   public class EndOfDayTimerHandlerCTC : EndOfDayTimerHandler
!   {
!     protected int numDaysOfPortfolioLife;
!     protected int numDaysForReturnCalculation;
!     protected int numDaysWithNoPositions;
!     protected int daysCounterWithPositions;
!     protected int daysCounterWithNoPositions;
!     protected double maxAcceptableCloseToCloseDrawdown;
!         
!     public EndOfDayTimerHandlerCTC(string tickerGroupID, int numberOfEligibleTickers, 
!                                 int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod,
!                                 Account account,                                
!                                 int generationNumberForGeneticOptimizer,
!                                 int populationSizeForGeneticOptimizer,
!                                 string benchmark,
!                                 int numDaysOfPortfolioLife,
!                                 int numDaysForReturnCalculation,
!                                 int numDaysWithNoPositions,
!                                 double targetReturn,
!                                	PortfolioType portfolioType, double maxAcceptableCloseToCloseDrawdown,
!                                 int numDaysBetweenEachOptimization):
!     														base(tickerGroupID, numberOfEligibleTickers, 
!                                 numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
!                                 generationNumberForGeneticOptimizer,
!                                 populationSizeForGeneticOptimizer,
!                                 benchmark, targetReturn,
!                                 portfolioType)
!     {
!       this.numDaysOfPortfolioLife = numDaysOfPortfolioLife;
!       this.numDaysForReturnCalculation = numDaysForReturnCalculation;
!       this.numDaysWithNoPositions = numDaysWithNoPositions;
!       this.daysCounterWithPositions = 0;
!       this.daysCounterWithNoPositions = 0;
!       this.maxAcceptableCloseToCloseDrawdown = maxAcceptableCloseToCloseDrawdown;
!       this.stopLossConditionReached = false;
!       this.currentAccountValue = 0.0;
!       this.previousAccountValue = 0.0;
!       this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
!     }
! 	
!     public override void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!     	;
!     }
  
!     #region MarketCloseEventHandler
!     
!    
!     
!     protected void 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;
!       }
!     }    
!     
!     public override void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!       //bool positionsJustClosed = false;
!       this.updateStopLossCondition();
!       if(this.account.Portfolio.Count > 0)
!       //portfolio is not empty
!       {
!         this.daysCounterWithPositions++;
!         if(this.daysCounterWithPositions == this.numDaysOfPortfolioLife ||
!            this.stopLossConditionReached)
!         //num days of portfolio life or 
!         //max acceptable close to close drawdown reached
!         {
!           AccountManager.ClosePositions(this.account);
!           this.daysCounterWithPositions = 0;
!           //positionsJustClosed = true;
!         }
!       }
!       else//portfolio is empty
!       {
  				this.daysCounterWithNoPositions++;
  				if(this.daysCounterWithNoPositions == this.numDaysWithNoPositions ||
!            this.Account.Transactions.Count <= 1)
  				{
  					AccountManager.OpenPositions(this.chosenWeightedPositions,this.account);
!         	this.daysCounterWithNoPositions = 0;
  				}
  			}
!     }
  
! //old      
! //      if(this.account.Portfolio.Count == 0 &&
! //         !positionsJustClosed)
! //        //portfolio is empty but it has not been closed
! //        //at the current close
! //      {
! //        this.openPositions();
! //        this.daysCounter = 0;
! //      }
  
!     #endregion
!     
!     #region OneHourAfterMarketCloseEventHandler
!     
!     protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
!     {
!       SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
!     	                                                      currentDate);
!       
!       SelectorByQuotationAtEachMarketDay quotedAtEachMarketFromTemporized = 
!         new SelectorByQuotationAtEachMarketDay(temporizedGroup.GetTableOfSelectedTickers(),
!         false, currentDate.AddDays(-this.numDaysForOptimizationPeriod),currentDate,
!         this.numberOfEligibleTickers, this.benchmark);
!       
!       this.eligibleTickers = quotedAtEachMarketFromTemporized.GetTableOfSelectedTickers();
!     	
! //      SelectorByCloseToCloseCorrelationToBenchmark lessCorrelatedFromEligible = 
! //    		new SelectorByCloseToCloseCorrelationToBenchmark(this.eligibleTickers,
! //      	                                              this.benchmark,true,
! //      	                                              currentDate.AddDays(-this.numDaysForOptimizationPeriod ),
! //      	                                    					currentDate,
! //      	                                    					this.numberOfEligibleTickers/2,
! //      	                                    					this.numDaysForReturnCalculation);
! //    	SelectorByAbsolutePerformance mostQuietFromLessCorrelated = 
! //          new SelectorByAbsolutePerformance(lessCorrelatedFromEligible.GetTableOfSelectedTickers(),
! //                                            true,currentDate.AddDays(-this.numDaysForOptimizationPeriod ),
! //      	                                    currentDate,
! //      	                                    this.numberOfEligibleTickers/4,
! //      	                                    0.01f, 0.10f);
! // 
! //      return mostQuietFromLessCorrelated.GetTableOfSelectedTickers();
  			
! 				return this.eligibleTickers;
!     }
!     
!     
!     protected virtual void setTickers(DateTime currentDate,
!                                       bool setGenomeCounter)
!     {
!       DataTable setOfTickersToBeOptimized = this.getSetOfTickersToBeOptimized(currentDate);
!       if(setOfTickersToBeOptimized.Rows.Count > this.numberOfTickersToBeChosen*2)
!         //the optimization process is meaningful only if the initial set of tickers is 
!         //larger than the number of tickers to be chosen                     
!       
!       {
!         
!       	//double targetReturnForEachPeriodOfPortfolioLife =
!       	//	Math.Pow(1.60,(double)(1.0/(360.0/this.numDaysOfPortfolioLife))) - 1.0;
!       	//the target has to be such that annual system return is minimum 50%
!       	//(with no commissions and bid-ask spreads)
!       	IGenomeManager genManEfficientCTCPortfolio =
!           new GenomeManagerForEfficientCTCPortfolio(setOfTickersToBeOptimized,
!           currentDate.AddDays(-this.numDaysForOptimizationPeriod), 
!           currentDate, this.numberOfTickersToBeChosen,
!           this.numDaysForReturnCalculation,
!           this.targetReturn,
!          	this.portfolioType, this.benchmark);
!         GeneticOptimizer GO = new GeneticOptimizer(genManEfficientCTCPortfolio,
!                                                     this.populationSizeForGeneticOptimizer, 
!                                                     this.generationNumberForGeneticOptimizer,
!                                                    ConstantsProvider.SeedForRandomGenerator);
!         if(setGenomeCounter)
!           this.genomeCounter = new GenomeCounter(GO);
!         
!         GO.Run(false);
!         this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientCTCPortfolio)genManEfficientCTCPortfolio).FirstQuoteDate,
!                                     ((GenomeManagerForEfficientCTCPortfolio)genManEfficientCTCPortfolio).LastQuoteDate,
!                                     	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
!     }
  
!     
!     /// <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 )
!     {
!       ConstantsProvider.SeedForRandomGenerator++;
! //old
! //      if(this.account.Portfolio.Count == 0 )
! //      {
! //        this.orders.Clear();
! //        this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
! //        //it sets tickers to be chosen at next close
! //      }
!       
!       //this.oneHourAfterMarketCloseEventHandler_updatePrices();
!       this.numDaysElapsedSinceLastOptimization++;
!       if(this.numDaysElapsedSinceLastOptimization == 
!             this.numDaysBetweenEachOptimization)
!       //num days without optimization has elapsed or
!       //just money has been added to the account 
!       {
!         this.setTickers(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime, false);
!         //sets tickers to be chosen next Market Open event
!         this.numDaysElapsedSinceLastOptimization = 0;
!       }
!       
!     }
! 		#endregion
!   }
  }
--- 37,259 ----
  {
  	
! 	/// <summary>
! 	/// Implements MarketOpenEventHandler and MarketCloseEventHandler
! 	/// These handlers contain the core strategy for the efficient close to close
! 	/// portfolio (with a given days of life)!
! 	/// </summary>
! 	[Serializable]
! 	public class EndOfDayTimerHandlerCTC : EndOfDayTimerHandler
! 	{
! 		protected int numDaysOfPortfolioLife;
! 		protected int numDaysForReturnCalculation;
! 		protected int numDaysWithNoPositions;
! 		protected int daysCounterWithPositions;
! 		protected int daysCounterWithNoPositions;
! 		protected double maxAcceptableCloseToCloseDrawdown;
! 		
! 		public EndOfDayTimerHandlerCTC(string tickerGroupID, int numberOfEligibleTickers,
! 		                               int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod,
! 		                               Account account,
! 		                               int generationNumberForGeneticOptimizer,
! 		                               int populationSizeForGeneticOptimizer,
! 		                               string benchmark,
! 		                               int numDaysOfPortfolioLife,
! 		                               int numDaysForReturnCalculation,
! 		                               int numDaysWithNoPositions,
! 		                               double targetReturn,
! 		                               PortfolioType portfolioType, double maxAcceptableCloseToCloseDrawdown,
! 		                               int numDaysBetweenEachOptimization):
! 			base(tickerGroupID, numberOfEligibleTickers,
! 			     numberOfTickersToBeChosen, numDaysForOptimizationPeriod, account,
! 			     generationNumberForGeneticOptimizer,
! 			     populationSizeForGeneticOptimizer,
! 			     benchmark, targetReturn,
! 			     portfolioType)
! 		{
! 			this.numDaysOfPortfolioLife = numDaysOfPortfolioLife;
! 			this.numDaysForReturnCalculation = numDaysForReturnCalculation;
! 			this.numDaysWithNoPositions = numDaysWithNoPositions;
! 			this.daysCounterWithPositions = 0;
! 			this.daysCounterWithNoPositions = 0;
! 			this.maxAcceptableCloseToCloseDrawdown = maxAcceptableCloseToCloseDrawdown;
! 			this.stopLossConditionReached = false;
! 			this.currentAccountValue = 0.0;
! 			this.previousAccountValue = 0.0;
! 			this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
! 		}
! 		
! 		protected override void marketOpenEventHandler(
! 			Object sender , DateTime dateTime )
! 		{
! 			;
! 		}
  
! 		#region marketCloseEventHandler
! 		
! 		
! 		
! 		protected void 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;
! 			}
! 		}
! 		
! 		protected override void marketCloseEventHandler(
! 			Object sender , DateTime dateTime )
! 		{
! 			//bool positionsJustClosed = false;
! 			this.updateStopLossCondition();
! 			if(this.account.Portfolio.Count > 0)
! 				//portfolio is not empty
! 			{
! 				this.daysCounterWithPositions++;
! 				if(this.daysCounterWithPositions == this.numDaysOfPortfolioLife ||
! 				   this.stopLossConditionReached)
! 					//num days of portfolio life or
! 					//max acceptable close to close drawdown reached
! 				{
! 					AccountManager.ClosePositions(this.account);
! 					this.daysCounterWithPositions = 0;
! 					//positionsJustClosed = true;
! 				}
! 			}
! 			else//portfolio is empty
! 			{
  				this.daysCounterWithNoPositions++;
  				if(this.daysCounterWithNoPositions == this.numDaysWithNoPositions ||
! 				   this.Account.Transactions.Count <= 1)
  				{
  					AccountManager.OpenPositions(this.chosenWeightedPositions,this.account);
! 					this.daysCounterWithNoPositions = 0;
  				}
  			}
! 		}
  
! 		//old
! 		//      if(this.account.Portfolio.Count == 0 &&
! 		//         !positionsJustClosed)
! 		//        //portfolio is empty but it has not been closed
! 		//        //at the current close
! 		//      {
! 		//        this.openPositions();
! 		//        this.daysCounter = 0;
! 		//      }
  
! 		#endregion marketCloseEventHandler
! 		
! 		#region oneHourAfterMarketCloseEventHandler
! 		
! 		protected DataTable getSetOfTickersToBeOptimized(DateTime currentDate)
! 		{
! 			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
! 			                                                      currentDate);
  			
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketFromTemporized =
! 				new SelectorByQuotationAtEachMarketDay(temporizedGroup.GetTableOfSelectedTickers(),
! 				                                       false, currentDate.AddDays(-this.numDaysForOptimizationPeriod),currentDate,
! 				                                       this.numberOfEligibleTickers, this.benchmark);
! 			
! 			this.eligibleTickers = quotedAtEachMarketFromTemporized.GetTableOfSelectedTickers();
! 			
! 			//      SelectorByCloseToCloseCorrelationToBenchmark lessCorrelatedFromEligible =
! 			//    		new SelectorByCloseToCloseCorrelationToBenchmark(this.eligibleTickers,
! 			//      	                                              this.benchmark,true,
! 			//      	                                              currentDate.AddDays(-this.numDaysForOptimizationPeriod ),
! 			//      	                                    					currentDate,
! 			//      	                                    					this.numberOfEligibleTickers/2,
! 			//      	                                    					this.numDaysForReturnCalculation);
! 			//    	SelectorByAbsolutePerformance mostQuietFromLessCorrelated =
! 			//          new SelectorByAbsolutePerformance(lessCorrelatedFromEligible.GetTableOfSelectedTickers(),
! 			//                                            true,currentDate.AddDays(-this.numDaysForOptimizationPeriod ),
! 			//      	                                    currentDate,
! 			//      	                                    this.numberOfEligibleTickers/4,
! 			//      	                                    0.01f, 0.10f);
! 			// 
! 			//      return mostQuietFromLessCorrelated.GetTableOfSelectedTickers();
! 			
! 			return this.eligibleTickers;
! 		}
! 		
! 		
! 		protected virtual void setTickers(DateTime currentDate,
! 		                                  bool setGenomeCounter)
! 		{
! 			DataTable setOfTickersToBeOptimized = this.getSetOfTickersToBeOptimized(currentDate);
! 			if(setOfTickersToBeOptimized.Rows.Count > this.numberOfTickersToBeChosen*2)
! 				//the optimization process is meaningful only if the initial set of tickers is
! 				//larger than the number of tickers to be chosen
! 				
! 			{
! 				
! 				//double targetReturnForEachPeriodOfPortfolioLife =
! 				//	Math.Pow(1.60,(double)(1.0/(360.0/this.numDaysOfPortfolioLife))) - 1.0;
! 				//the target has to be such that annual system return is minimum 50%
! 				//(with no commissions and bid-ask spreads)
! 				IGenomeManager genManEfficientCTCPortfolio =
! 					new GenomeManagerForEfficientCTCPortfolio(setOfTickersToBeOptimized,
! 					                                          currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! 					                                          currentDate, this.numberOfTickersToBeChosen,
! 					                                          this.numDaysForReturnCalculation,
! 					                                          this.targetReturn,
! 					                                          this.portfolioType, this.benchmark);
! 				GeneticOptimizer GO = new GeneticOptimizer(genManEfficientCTCPortfolio,
! 				                                           this.populationSizeForGeneticOptimizer,
! 				                                           this.generationNumberForGeneticOptimizer,
! 				                                           ConstantsProvider.SeedForRandomGenerator);
! 				if(setGenomeCounter)
! 					this.genomeCounter = new GenomeCounter(GO);
! 				
! 				GO.Run(false);
! 				this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientCTCPortfolio)genManEfficientCTCPortfolio).FirstQuoteDate,
! 				                            ((GenomeManagerForEfficientCTCPortfolio)genManEfficientCTCPortfolio).LastQuoteDate,
! 				                            setOfTickersToBeOptimized.Rows.Count);
  				this.chosenWeightedPositions = new WeightedPositions( ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights,
! 				                                   ...
 
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