[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/Decoding DecoderFirstTradingTickerInEachSignalingPortfolio.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/Decoding
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv18215/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/Decoding

Modified Files:
	DecoderFirstTradingTickerInEachSignalingPortfolio.cs 
Log Message:
useless comments have been removed

Index: DecoderFirstTradingTickerInEachSignalingPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/Decoding/DecoderFirstTradingTickerInEachSignalingPortfolio.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** DecoderFirstTradingTickerInEachSignalingPortfolio.cs	28 Mar 2010 15:57:29 -0000	1.1
--- DecoderFirstTradingTickerInEachSignalingPortfolio.cs	6 Jan 2011 18:52:30 -0000	1.2
***************
*** 37,41 ****
  	/// of n-1 WeightedPositions: the i_th WeightedPositions contains the balanced portfolio
  	/// with two positions: one for the ticker of the first gene and one for the ticker
! 	/// of the i+1_th gene; the first two ticker are decoded using the eligible tickers
  	/// for trading, while the other tickers are decoded using the eligible tickers
  	/// for signaling
--- 37,41 ----
  	/// of n-1 WeightedPositions: the i_th WeightedPositions contains the balanced portfolio
  	/// with two positions: one for the ticker of the first gene and one for the ticker
! 	/// of the i+1_th gene; the first two tickers are decoded using the eligible tickers
  	/// for trading, while the other tickers are decoded using the eligible tickers
  	/// for signaling
***************
*** 45,160 ****
  		DecoderForLinearRegressionTestingPositions
  	{
! 		////		private int numberOfTickersForTrading;
! 		////
! //		public int NumberOfTickersForTrading {
! 		////			get { return this.numberOfTickersForTrading; }
! //			get { return 2; }
! //		}
! 		////
! //		private int numberOfTickersForSignaling;
! 		////
! //		public int NumberOfTickersForSignaling {
! //			get { return this.numberOfTickersForSignaling; }
! //		}
! //		private BasicDecoderForTestingPositions basicDecoderForTestingPositions;
! //
! 		public DecoderFirstTradingTickerInEachSignalingPortfolio( int numberOfTickersForSignaling ) :
! 			base( numberOfTickersForSignaling )
  		{
! 			
  		}
! //			int numberOfTickersForTrading , int numberOfTickersForSignaling )
! //		{
! //			this.numberOfTickersForTrading = numberOfTickersForTrading;
! //			this.numberOfTickersForSignaling = numberOfTickersForSignaling;
! //			this.basicDecoderForTestingPositions = new BasicDecoderForTestingPositions();
! //		}
! //
! //		#region Decode
! //		private void decode_checkParameters( int[] genome )
! //		{
! //			int numberOfExpectedGenes = this.numberOfTickersForSignaling + 2;
! //			if ( genome.Length != numberOfExpectedGenes )
! //				throw new Exception(
! //					"The given genom contains " + genome.Length + " genes, but " +
! //					numberOfExpectedGenes + " where expected!" );
! //		}
! //		private int[] getSubGenome( int[] genome , int startingPosition , int length )
! //		{
! //			int[] subGenome = new int[ length ];
! //			for( int i = startingPosition ; i < startingPosition + length ; i++ )
! //				subGenome[ i - startingPosition ] = genome[ i ];
! //			return subGenome;
! //		}
! //		private WeightedPositions decodeWeightedPositionsForTrading(
! //			int[] encoded ,
! //			EligibleTickers eligibleTickersForTrading ,
! //			IReturnsManager returnsManager )
! //		{
! //			int[] encodedForTradingTickers =
! 			////				this.getSubGenome( encoded , 0 , this.numberOfTickersForTrading );
! //				this.getSubGenome( encoded , 0 , 2 );
! //			WeightedPositions weightedPositionsForTrading =
! //				this.basicDecoderForTestingPositions.Decode(
! //					encodedForTradingTickers ,
! //					eligibleTickersForTrading , returnsManager ).WeightedPositions;
! //			return weightedPositionsForTrading;
! //		}
! //		private WeightedPositions decodeWeightedPositionsForSignaling(
! //			int[] encoded ,
! //			EligibleTickers eligibleTickersForSignaling ,
! //			IReturnsManager returnsManager )
! //		{
! //			int[] encodedForSignalingTickers =
! //				this.getSubGenome(
! 			////					encoded , this.numberOfTickersForTrading , this.numberOfTickersForSignaling );
! //					encoded , 2 , encoded.Length - 2 );
! //			WeightedPositions weightedPositionsForSignaling =
! //				this.basicDecoderForTestingPositions.Decode(
! //					encodedForSignalingTickers ,
! //					eligibleTickersForSignaling , returnsManager ).WeightedPositions;
! //			return weightedPositionsForSignaling;
! //		}
! //
! //		#region getTestingPositions
! //		protected virtual WeightedPositions getBalancedPortfolio(
! //			SignedTickers signedTickers ,
! //			IReturnsManager returnsManager )
! //		{
! //			WeightedPositions balancedPortfolio = null;
! //			if ( !CollectionManager.ContainsDuplicates( signedTickers.Tickers ) )
! //			{
! //				double[] balancedWeights = WeightedPositions.GetBalancedWeights(
! //					signedTickers , returnsManager );
! //				balancedPortfolio =
! //					new WeightedPositions( balancedWeights , signedTickers.Tickers );
! //			}
! //			return balancedPortfolio;
! //		}
! //
! //		#region getTradingPortfolio
! //		protected virtual SignedTickers getSignedTickersForTradingPortfolio(
! //			WeightedPositions weightedPositionsForTrading ,
! //			IReturnsManager returnsManager )
! //		{
! //			SignedTickers signedTickersForTradingPortfolio = new SignedTickers(
! //				new SignedTicker[] {
! //					weightedPositionsForTrading.SignedTickers[ 0 ] ,
! //					weightedPositionsForTrading.SignedTickers[ 1 ] } );
! //			return signedTickersForTradingPortfolio;
! //		}
! //		private WeightedPositions getTradingPortfolio(
! //			WeightedPositions weightedPositionsForTrading ,
! //			IReturnsManager returnsManager )
! //		{
! //			SignedTickers signedTickers = this.getSignedTickersForTradingPortfolio(
! //				weightedPositionsForTrading , returnsManager );
! //			WeightedPositions tradingPortfolio = this.getBalancedPortfolio(
! //				signedTickers , returnsManager );
! //			return tradingPortfolio;
! //		}
! //		#endregion getTradingPortfolio
! //
! //		#region getSignalingPortfolios
  		protected override SignedTickers getSignedTickersForSignalingPortfolio(
  			int portfolioIndex ,
--- 45,74 ----
  		DecoderForLinearRegressionTestingPositions
  	{
! 
! 		public DecoderFirstTradingTickerInEachSignalingPortfolio(
! 			int numberOfTickersForTrading , int numberOfSignalingPortfolios ) :
! 			base( 2 , getNumberOfTickersForTrading( numberOfSignalingPortfolios ) )
  		{
! 			this.expectedNumberOfGeneValues = 2 + numberOfSignalingPortfolios;
  		}
! 		
! 		private static int[] getNumberOfTickersForTrading( int numberOfSignalingPortfolios )
! 		{
! 			int[] numberOfTickersInEachSignalingPortfolio =
! 				new int[ numberOfSignalingPortfolios ];
! 			for ( int i = 0 ; i < numberOfSignalingPortfolios ; i++ )
! 				numberOfTickersInEachSignalingPortfolio[ i ] = 2;
! 			return numberOfTickersInEachSignalingPortfolio;
! 		}
! 
! 		protected override void decode_checkParameters( int[] genome )
! 		{
! 			if ( genome.Length != this.expectedNumberOfGeneValues )
! 				throw new Exception(
! 					"The given genome contains " + genome.Length + " genes, but " +
! 					this.expectedNumberOfGeneValues + " where expected!" );
! 		}
! 
! 
  		protected override SignedTickers getSignedTickersForSignalingPortfolio(
  			int portfolioIndex ,
***************
*** 169,253 ****
  			return signedTickersForSignalingPortfolio;
  		}
! //		private WeightedPositions getSignalingPortfolio(
! //			int portfolioIndex ,
! //			WeightedPositions weightedPositionsForTrading ,
! //			WeightedPositions weightedPositionsForSignaling ,
! //			IReturnsManager returnsManager )
! //		{
! //			SignedTickers signedTickers = this.getSignedTickersForSignalingPortfolio(
! //				portfolioIndex , weightedPositionsForTrading , weightedPositionsForSignaling ,
! //				returnsManager );
! //			WeightedPositions signalingPortfolio = this.getBalancedPortfolio(
! //				signedTickers , returnsManager );
! //			return signalingPortfolio;
! //		}
! //		private WeightedPositions[] getSignalingPortfolios(
! //			WeightedPositions weightedPositionsForTrading ,
! //			WeightedPositions weightedPositionsForSignaling ,
! //			IReturnsManager returnsManager )
! //		{
! //			bool containsSignalingPortfolioWithDuplicateTickers = false;
! //				WeightedPositions[] signalingPortfolios = new WeightedPositions[
! //					weightedPositionsForSignaling.Count ];
! //			for ( int j=0 ; j < weightedPositionsForSignaling.Count ; j++ )
! //			{
! //				signalingPortfolios[ j ] = this.getSignalingPortfolio(
! //					j , weightedPositionsForTrading , weightedPositionsForSignaling ,
! //					returnsManager );
! //				if ( signalingPortfolios[ j ] == null )
! //					containsSignalingPortfolioWithDuplicateTickers = true;
! //			}
! //			if ( containsSignalingPortfolioWithDuplicateTickers )
! //				signalingPortfolios = null;
! //			return signalingPortfolios;
! //		}
! //		#endregion getSignalingPortfolios
! //
! //
! //
! //		private TestingPositions getTestingPositions(
! //			WeightedPositions weightedPositionsForTrading ,
! //			WeightedPositions weightedPositionsForSignaling ,
! //			IReturnsManager returnsManagerForTradingTickers ,
! //			IReturnsManager returnsManagerForSignalingTickers )
! //		{
! //			TestingPositions testingPositions = new TestingPositionsForUndecodableEncoded();
! //			WeightedPositions tradingPortfolio = this.getTradingPortfolio(
! //				weightedPositionsForTrading , returnsManagerForTradingTickers );
! //			WeightedPositions[] signalingPortfolios = this.getSignalingPortfolios(
! //				weightedPositionsForTrading , weightedPositionsForSignaling ,
! //				returnsManagerForSignalingTickers );
! //			if ( tradingPortfolio != null && signalingPortfolios != null )
! //				// all portfolios are valid, because none of them contained
! //				// duplicated tickers
! //				testingPositions = new LinearRegressionTestingPositions(
! //						signalingPortfolios , tradingPortfolio );
! //			return testingPositions;
! //		}
! //		#endregion getTestingPositions
! //
! //		public TestingPositions Decode(
! //			int[] encoded ,
! //			EligibleTickers eligibleTickersForTrading ,
! //			EligibleTickers eligibleTickersForSignaling ,
! //			IReturnsManager returnsManagerForTradingTickers ,
! //			IReturnsManager returnsManagerForSignalingTickers )
! //		{
! //			this.decode_checkParameters( encoded );
! //			WeightedPositions weightedPositionsForTrading =
! //				this.decodeWeightedPositionsForTrading(
! //					encoded , eligibleTickersForTrading , returnsManagerForTradingTickers );
! //			WeightedPositions weightedPositionsForSignaling =
! //				this.decodeWeightedPositionsForSignaling(
! //					encoded , eligibleTickersForSignaling , returnsManagerForSignalingTickers );
! //			TestingPositions meaning = new TestingPositionsForUndecodableEncoded();
! //			if ( weightedPositionsForTrading != null && weightedPositionsForSignaling != null )
! //				// there were not duplicated tickers in the encoded
! //				meaning = this.getTestingPositions(
! //					weightedPositionsForTrading , weightedPositionsForSignaling ,
! //					returnsManagerForTradingTickers , returnsManagerForSignalingTickers );
! //			return meaning;
! //		}
! //		#endregion Decode
  		}
  	}
--- 83,90 ----
  			return signedTickersForSignalingPortfolio;
  		}
! 
! 
! 
! 
  		}
  	}