[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting/DrivenBySharpeRatio/InSamp
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glauco_1
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From: Marco M. <mi...@us...> - 2011-08-21 14:22:34
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/DrivenBySharpeRatio/InSampleChoosers/Genetic
In directory vz-cvs-3.sog:/tmp/cvs-serv21649/TickerSelectionTesting/DrivenBySharpeRatio/InSampleChoosers/Genetic
Modified Files:
DrivenBySharpeRatioInSampleChooser.cs
Log Message:
Updated script files
Index: DrivenBySharpeRatioInSampleChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/DrivenBySharpeRatio/InSampleChoosers/Genetic/DrivenBySharpeRatioInSampleChooser.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** DrivenBySharpeRatioInSampleChooser.cs 16 Jan 2011 19:37:32 -0000 1.1
--- DrivenBySharpeRatioInSampleChooser.cs 21 Aug 2011 14:22:32 -0000 1.2
***************
*** 46,49 ****
--- 46,51 ----
{
protected GenomeManagerType genomeManagerType;
+ protected bool keepOnRunningUntilConvergenceHasReached;
+ protected double minConvergenceRate;
public DrivenBySharpeRatioInSampleChooser(
***************
*** 57,61 ****
int populationSizeForGeneticOptimizer ,
int generationNumberForGeneticOptimizer ,
! int seedForRandomGenerator)
:
base(numberOfPortfolioPositions, numberOfBestTestingPositionsToBeReturned,
--- 59,65 ----
int populationSizeForGeneticOptimizer ,
int generationNumberForGeneticOptimizer ,
! int seedForRandomGenerator,
! bool keepOnRunningUntilConvergenceHasReached,
! double minConvergenceRate)
:
base(numberOfPortfolioPositions, numberOfBestTestingPositionsToBeReturned,
***************
*** 68,73 ****
{
this.genomeManagerType = genomeManagerType;
}
!
protected override string getHashCodeForGenome(QuantProject.ADT.Optimizing.Genetic.Genome genome)
{
--- 72,80 ----
{
this.genomeManagerType = genomeManagerType;
+ this.keepOnRunningUntilConvergenceHasReached =
+ keepOnRunningUntilConvergenceHasReached;
+ this.minConvergenceRate = minConvergenceRate;
}
!
protected override string getHashCodeForGenome(QuantProject.ADT.Optimizing.Genetic.Genome genome)
{
***************
*** 84,87 ****
--- 91,110 ----
this.seedForRandomGeneratorForTheGeneticOptimizer);
}
+
+ // public DrivenBySharpeRatioInSampleChooser GetCopy(int numOfPortfolioPositions , int numOfBestTestingPositionsToBeReturned ,
+ // IDecoderForTestingPositions decoder, int populationSizeForGO,
+ // int generationNumberForGO)
+ // {
+ // DrivenBySharpeRatioInSampleChooser returnValue =
+ // new DrivenBySharpeRatioInSampleChooser(numOfPortfolioPositions,
+ // numOfBestTestingPositionsToBeReturned, this.benchmark,
+ // decoder, this.genomeManagerType, fitnessEvaluator,
+ // this.historicalMarketValueProvider, this.crossoverRate, this.mutationRate,
+ // this.elitismRate, populationSizeForGO, generationNumberForGO,
+ // this.seedForRandomGeneratorForTheGeneticOptimizer, this.keepOnRunningUntilConvergenceHasReached,
+ // this.minConvergenceRate);
+ //
+ // return returnValue;
+ // }
}
}
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