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

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/FitnessEvaluation
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv25966/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/FitnessEvaluation

Modified Files:
	LinearRegressionFitnessEvaluator.cs 
Log Message:
- unused code have been removed
- now the interface QuantProject.ADT.Econometrics.ILinearRegression is reference, instead of an implementing class

Index: LinearRegressionFitnessEvaluator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/FitnessEvaluation/LinearRegressionFitnessEvaluator.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** LinearRegressionFitnessEvaluator.cs	28 Mar 2010 16:08:00 -0000	1.1
--- LinearRegressionFitnessEvaluator.cs	6 Jan 2011 19:24:19 -0000	1.2
***************
*** 92,96 ****
  		}
  		
! 		public QuantProject.ADT.Econometrics.LinearRegression SetUpAndRunLinearRegression(
  			LinearRegressionTestingPositions testingPositions )
  		{
--- 92,96 ----
  		}
  		
! 		public QuantProject.ADT.Econometrics.ILinearRegression SetUpAndRunLinearRegression(
  			LinearRegressionTestingPositions testingPositions )
  		{
***************
*** 100,103 ****
--- 100,105 ----
  					this.returnsManagerForTradingTickers ,
  					this.returnsManagerForSignalingTickers );
+ //			QuantProject.ADT.Econometrics.LinearRegression linearRegression =
+ //				new QuantProject.ADT.Econometrics.LinearRegressionWithoutCovarianceMatrix();
  			QuantProject.ADT.Econometrics.LinearRegression linearRegression =
  				new QuantProject.ADT.Econometrics.LinearRegression();
***************
*** 128,156 ****
  		#region getFitnessValue
  
- 		private double getFitnessValue(
- 			WeightedPositions tradingPortfolio ,
- 			WeightedPositions[] signalingPortfolios )
- 		{
- 			ILinearRegressionValues linearRegressionValues =
- 				this.linearRegressionSetupManger.SetUpTheLinearRegressionValues(
- 					tradingPortfolio , signalingPortfolios ,
- 					this.returnsManagerForTradingTickers ,
- 					this.returnsManagerForSignalingTickers );
- //			this.getFitnessValue_checkWeightedPositions( weightedPositions );
- //			QuantProject.ADT.Econometrics.LinearRegression linearRegression =
- //				this.setupAndRunTheLinearRegression(
- //					tradingPortfolio , signalingPortfolios , returnsManager );
- 			QuantProject.ADT.Econometrics.LinearRegression linearRegression =
- 				new QuantProject.ADT.Econometrics.LinearRegression();
- 			linearRegression.RunRegression(
- 				linearRegressionValues.Regressand ,
- 				linearRegressionValues.Regressors );
- //				linearRegressionValues.RegressorWeights );
- 			double fitnessValue = linearRegression.CenteredRSquare;
- 			return fitnessValue;
- 		}
  		private double getFitnessValue( LinearRegressionTestingPositions testingPositions )
  		{
! 			QuantProject.ADT.Econometrics.LinearRegression linearRegression =
  				this.SetUpAndRunLinearRegression( testingPositions );
  			double fitnessValue = linearRegression.CenteredRSquare;
--- 130,136 ----
  		#region getFitnessValue
  
  		private double getFitnessValue( LinearRegressionTestingPositions testingPositions )
  		{
! 			QuantProject.ADT.Econometrics.ILinearRegression linearRegression =
  				this.SetUpAndRunLinearRegression( testingPositions );
  			double fitnessValue = linearRegression.CenteredRSquare;
***************
*** 177,184 ****
  				fitnessValue =
  					this.getFitnessValue( (LinearRegressionTestingPositions)meaning );
! //			this.hasReturnsManagerForTradingTickersBeenSetSinceLastGetFitnessValueRequest =
! //				false;
! //			this.hasReturnsManagerForSignalingTickersBeenSetSinceLastGetFitnessValueRequest =
! //				false;
  			return fitnessValue;
  		}
--- 157,164 ----
  				fitnessValue =
  					this.getFitnessValue( (LinearRegressionTestingPositions)meaning );
! 			if ( fitnessValue < -0.03 && fitnessValue > -2 )
! 			{
! 				string forBreakpoint;  // for breakpoint
! 			}
  			return fitnessValue;
  		}