[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/OutOfSample TestingPositions.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/OutOfSample
In directory vz-cvs-3.sog:/tmp/cvs-serv17808/OutOfSample

Modified Files:
	TestingPositions.cs 
Log Message:
Added methods: Copy() and AddWeightedPosition

Index: TestingPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/OutOfSample/TestingPositions.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** TestingPositions.cs	28 Mar 2010 14:39:20 -0000	1.6
--- TestingPositions.cs	21 Aug 2011 13:46:33 -0000	1.7
***************
*** 166,169 ****
--- 166,197 ----
  			this.fitnessInSample = double.MinValue;
  		}
+ 		
+ 		public TestingPositions Copy()
+ 		{
+ 			return new TestingPositions(this.weightedPositions, this.fitnessInSample);
+ 		}
+ 		
+ 		private void AddWeightedPosition_adjustPreviousWeights(double weightOfNewPositionToAdd )
+ 		{
+ 			double weightToBeRedistributedToThePrevious = 1.0 - weightOfNewPositionToAdd;
+ 			double previousWeight;
+ 			for(int i = 0; i < this.WeightedPositions.Count; i ++)
+ 			{
+ 				previousWeight = this.WeightedPositions[i].Weight;
+ 				this.WeightedPositions[i].Weight = 
+ 					previousWeight * weightToBeRedistributedToThePrevious;
+ 			}
+ 		}
+ 		
+ 		/// <summary>
+ 		/// Adds a WeightedPosition to the current instance of testing positions
+ 		/// the previous weights are adjusted according to the amount
+ 		/// of weight of the added WeightedPosition
+ 		/// </summary>
+ 		public void AddWeightedPosition(WeightedPosition positionToAdd )
+ 		{
+ 			this.AddWeightedPosition_adjustPreviousWeights(positionToAdd.Weight);
+ 			this.weightedPositions.Add(positionToAdd);
+ 		}
  	}
  }