[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/OutOfSample TestingPositions.cs, 1.4, 1.5

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/OutOfSample
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv23451/b4_Business/a2_Strategies/OutOfSample

Modified Files:
	TestingPositions.cs 
Log Message:
Some useful properties have been added

Index: TestingPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/OutOfSample/TestingPositions.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** TestingPositions.cs	7 Mar 2008 23:27:13 -0000	1.4
--- TestingPositions.cs	30 Aug 2009 15:58:30 -0000	1.5
***************
*** 39,42 ****
--- 39,43 ----
    	private WeightedPositions weightedPositions;
    	private string hashCodeForTickerComposition;
+   	private string hashCode;
    	private double fitnessInSample;
    	  	
***************
*** 60,64 ****
        	//the current instance is not empty
        	{
!       		ArrayList listOfTickers = 
        			new ArrayList(this.weightedPositions.SignedTickers.Tickers);
  		      listOfTickers.Sort();
--- 61,65 ----
        	//the current instance is not empty
        	{
!       		ArrayList listOfTickers =
        			new ArrayList(this.weightedPositions.SignedTickers.Tickers);
  		      listOfTickers.Sort();
***************
*** 69,72 ****
--- 70,143 ----
  			}
      }
+ 		/// <summary>
+ 	  /// Hash code for the current instance
+ 	  /// Two instances have the same Hash code iif 
+ 	  /// they have the same tickers with the same signed weights
+ 	  /// </summary>
+ 		public string HashCode
+     {
+       get
+       {
+       	if(this.hashCode == null && 
+       	   this.weightedPositions != null)
+       	//if hashCode has not been computed yet and
+       	//the current instance is not empty
+       	{
+       		ArrayList listOfTickers =
+       			new ArrayList(this.weightedPositions.SignedTickers.Tickers);
+ 		      listOfTickers.Sort();
+ 		      foreach(string tickerCode in listOfTickers)
+ 		        this.hashCode += 
+ 		      		tickerCode + "_" +
+ 		      		this.weightedPositions.GetWeightedPosition(tickerCode).Weight.ToString() +
+ 		      		";";
+       	}
+       	return this.hashCode;
+ 			}
+     }
+ 		public bool OnlyLongPositions
+     {
+       get
+       {
+       	bool returnValue = false;
+       	int numOfWeightedPositions = this.weightedPositions.Count;
+       	int numOfLongPositions = this.weightedPositions.NumberOfLongPositions;
+       	if(numOfLongPositions == numOfWeightedPositions)
+       	//there are only long positions
+       			returnValue = true;
+       	
+       	return returnValue;
+ 			}
+     }
+ 		public bool OnlyShortPositions
+     {
+       get
+       {
+       	bool returnValue = false;
+       	int numOfWeightedPositions = this.weightedPositions.Count;
+       	int numOfShortPositions = this.weightedPositions.NumberOfShortPositions;
+       	if(numOfShortPositions == numOfWeightedPositions)
+       	//there are only short positions
+       			returnValue = true;
+       	
+       	return returnValue;
+ 			}
+     }
+ 		public bool BothLongAndShortPositions
+     {
+       get
+       {
+       	bool returnValue = false;
+       	int numOfWeightedPositions = this.weightedPositions.Count;
+       	int numOfShortPositions = this.weightedPositions.NumberOfShortPositions;
+       	int numOfLongPositions = this.weightedPositions.NumberOfLongPositions;
+       	if(numOfShortPositions != numOfWeightedPositions &&
+       	   numOfLongPositions != numOfWeightedPositions)
+       	//there are both long and short positions
+       			returnValue = true;
+       	
+       	return returnValue;
+ 			}
+     }
  		
  		public TestingPositions(WeightedPositions weightedPositions)
***************
*** 89,92 ****
   			this.fitnessInSample = double.MinValue;
  		}
!   }
  }
--- 160,163 ----
   			this.fitnessInSample = double.MinValue;
  		}
! 	}
  }