[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting/DrivenByFundamentals/Drive
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glauco_1
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From: Marco M. <mi...@us...> - 2011-08-21 14:23:23
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/DrivenByFundamentals/DrivenByFairValueProvider/InSampleChoosers/Genetic
In directory vz-cvs-3.sog:/tmp/cvs-serv21699/TickerSelectionTesting/DrivenByFundamentals/DrivenByFairValueProvider/InSampleChoosers/Genetic
Modified Files:
GenomeManagerForDrivenByFVProvider.cs
Log Message:
Updated script files
Index: GenomeManagerForDrivenByFVProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/DrivenByFundamentals/DrivenByFairValueProvider/InSampleChoosers/Genetic/GenomeManagerForDrivenByFVProvider.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** GenomeManagerForDrivenByFVProvider.cs 17 Jan 2011 23:02:37 -0000 1.1
--- GenomeManagerForDrivenByFVProvider.cs 21 Aug 2011 14:23:21 -0000 1.2
***************
*** 89,92 ****
--- 89,97 ----
this.mixPastReturnsEvaluationWithFundamentalEvaluation =
mixPastReturnsEvaluationWithFundamentalEvaluation;
+ //the range is the same as if it was OnlyLong:
+ //the sign of tickers depend on the fair value level
+ //with respect to the market price
+ this.minValueForGenes = 0;
+ this.maxValueForGenes = this.eligibleTickers.Count - 1;
}
***************
*** 96,102 ****
{
double returnValue;
! returnValue =
! this.historicalMarketValueProvider.GetMarketValue(position.Ticker,
! this.timer.GetCurrentDateTime() );
return returnValue;
}
--- 101,110 ----
{
double returnValue;
! object[] keys = new object[1];
! keys[0] = position.Ticker;
! DataRow foundRow =
! this.eligibleTickers.SourceDataTable.Rows.Find(keys);
! returnValue = (double)foundRow["AverageMarketPrice"];
!
return returnValue;
}
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