[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/FitnessEvaluation LinearRegressionFitnessEvaluator.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/FitnessEvaluation
In directory vz-cvs-3.sog:/tmp/cvs-serv7734/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/FitnessEvaluation

Modified Files:
	LinearRegressionFitnessEvaluator.cs 
Log Message:
bug fixed: now the method GetIndependentVariablesValues() is computed properly

Index: LinearRegressionFitnessEvaluator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearRegression/InSampleChoosers/FitnessEvaluation/LinearRegressionFitnessEvaluator.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** LinearRegressionFitnessEvaluator.cs	13 Feb 2011 19:39:47 -0000	1.4
--- LinearRegressionFitnessEvaluator.cs	3 Aug 2011 22:33:27 -0000	1.5
***************
*** 187,192 ****
  			double[] independentVariablesValues =
  //				new double[ weightedPositions.Count - 2 + 1 ];  // one is added for the constant
! 				new double[ linearRegressionTestingPositions.SignalingPortfolios.Length + 1 ]; // one is added for the constant
! 			independentVariablesValues[ 0 ] = 0; // regressors include the constant and the constant's return is zero
  			ReturnsManager returnsManager = new ReturnsManager(
  				new ReturnIntervals( returnInterval ) , historicalMarketValueProvider );
--- 187,193 ----
  			double[] independentVariablesValues =
  //				new double[ weightedPositions.Count - 2 + 1 ];  // one is added for the constant
! //				new double[ linearRegressionTestingPositions.SignalingPortfolios.Length + 1 ]; // one is added for the constant
! 				new double[ linearRegressionTestingPositions.SignalingPortfolios.Length ];
! //			independentVariablesValues[ 0 ] = 0; // regressors include the constant and the constant's return is zero
  			ReturnsManager returnsManager = new ReturnsManager(
  				new ReturnIntervals( returnInterval ) , historicalMarketValueProvider );
***************
*** 195,199 ****
  				WeightedPositions portfolioForCurrentIndependentVariable =
  					linearRegressionTestingPositions.SignalingPortfolios[ j ];
! 				independentVariablesValues[ j + 1 ] =
  					portfolioForCurrentIndependentVariable.GetReturn( 0 , returnsManager );
  			}
--- 196,201 ----
  				WeightedPositions portfolioForCurrentIndependentVariable =
  					linearRegressionTestingPositions.SignalingPortfolios[ j ];
! //				independentVariablesValues[ j + 1 ] =
! 				independentVariablesValues[ j ] =
  					portfolioForCurrentIndependentVariable.GetReturn( 0 , returnsManager );
  			}