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

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Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/OutOfSample
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv26756/a2_Strategies/OutOfSample

Modified Files:
	TestingPositions.cs 
Log Message:
If the weightedPositions are null then hashCodeForTickerComposition is the empty string

Index: TestingPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/OutOfSample/TestingPositions.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** TestingPositions.cs	30 Aug 2009 15:58:30 -0000	1.5
--- TestingPositions.cs	28 Mar 2010 14:39:20 -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;
***************
*** 28,50 ****
  namespace QuantProject.Business.Strategies.OutOfSample
  {
!   /// <summary>
!   /// This is the base class representing positions that 
!   /// should be tested out of sample in a back test
!   /// Every strategy should test out of sample an object
!   /// of this type or an object derived from this class
!   /// </summary>
!   [Serializable]
!   public class TestingPositions
!   {
!   	private WeightedPositions weightedPositions;
!   	private string hashCodeForTickerComposition;
!   	private string hashCode;
!   	private double fitnessInSample;
!   	  	
  		public WeightedPositions WeightedPositions
  		{
  			get{return this.weightedPositions;}
  		}
!     public double FitnessInSample
  		{
  			get{return this.fitnessInSample;}
--- 28,50 ----
  namespace QuantProject.Business.Strategies.OutOfSample
  {
! 	/// <summary>
! 	/// This is the base class representing positions that
! 	/// should be tested out of sample in a back test
! 	/// Every strategy should test out of sample an object
! 	/// of this type or an object derived from this class
! 	/// </summary>
! 	[Serializable]
! 	public class TestingPositions
! 	{
! 		private WeightedPositions weightedPositions;
! 		private string hashCodeForTickerComposition;
! 		private string hashCode;
! 		private double fitnessInSample;
! 		
  		public WeightedPositions WeightedPositions
  		{
  			get{return this.weightedPositions;}
  		}
! 		public double FitnessInSample
  		{
  			get{return this.fitnessInSample;}
***************
*** 53,162 ****
  		
  		public string HashCodeForTickerComposition
!     {
!       get
!       {
!       	if(this.hashCodeForTickerComposition == null && 
!       	   this.weightedPositions != null)
!       	//if hashCodeForTickerComposition 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.hashCodeForTickerComposition += tickerCode + ";";
!       	}
!       	return this.hashCodeForTickerComposition;
  			}
!     }
  		/// <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)
!     {
!  			this.weightedPositions = weightedPositions;
!  			this.fitnessInSample = double.MinValue;
!  		}
  		
  		public TestingPositions(WeightedPositions weightedPositions,
  		                        double fitnessInSample)
!     {
!  			this.weightedPositions = weightedPositions;
!  			this.fitnessInSample = fitnessInSample;
!  		}
  		
  		//it creates an empty TestingPositions
  		public TestingPositions()
!     {
!  			this.weightedPositions = null;
!  			this.fitnessInSample = double.MinValue;
  		}
  	}
--- 53,168 ----
  		
  		public string HashCodeForTickerComposition
! 		{
! 			get
! 			{
! 				if ( this.hashCodeForTickerComposition == null )
! 				{
! 					if ( this.weightedPositions != null)
! 						//if hashCodeForTickerComposition 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.hashCodeForTickerComposition += tickerCode + ";";
! 					}
! 					else
! 						// hashCodeForTickerComposition has not been computed yet, but
! 						// the current instance is empty
! 						this.hashCodeForTickerComposition = "";
! 				}
! 				return this.hashCodeForTickerComposition;
  			}
! 		}
  		/// <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)
! 		{
! 			this.weightedPositions = weightedPositions;
! 			this.fitnessInSample = double.MinValue;
! 		}
  		
  		public TestingPositions(WeightedPositions weightedPositions,
  		                        double fitnessInSample)
! 		{
! 			this.weightedPositions = weightedPositions;
! 			this.fitnessInSample = fitnessInSample;
! 		}
  		
  		//it creates an empty TestingPositions
  		public TestingPositions()
! 		{
! 			this.weightedPositions = null;
! 			this.fitnessInSample = double.MinValue;
  		}
  	}

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

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/OutOfSample TestingPositions.cs, 1.5, 1.6