[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandlerCTO.cs,1.2,1.3 RunEfficientCTOPortfolio.cs,1.11,1.12

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv1573/b7_Scripts/TickerSelectionTesting

Modified Files:
	EndOfDayTimerHandlerCTO.cs RunEfficientCTOPortfolio.cs 
Log Message:
Added parameter numDaysForLiquidity. Now this script presents several parameters for some type of optimization.

Index: EndOfDayTimerHandlerCTO.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTO.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** EndOfDayTimerHandlerCTO.cs	6 Feb 2005 20:14:01 -0000	1.2
--- EndOfDayTimerHandlerCTO.cs	12 Feb 2005 19:16:46 -0000	1.3
***************
*** 51,54 ****
--- 51,55 ----
      private int numberOfEligibleTickers;
      private int numberOfTickersToBeChosen;
+     private int numDaysForLiquidity;
      private int generationNumberForGeneticOptimizer;
      private int populationSizeForGeneticOptimizer;
***************
*** 68,72 ****
  		
      public EndOfDayTimerHandlerCTO(string tickerGroupID, int numberOfEligibleTickers, 
!                                 int numberOfTickersToBeChosen, Account account,
                                  int generationNumberForGeneticOptimizer,
                                  int populationSizeForGeneticOptimizer)
--- 69,73 ----
  		
      public EndOfDayTimerHandlerCTO(string tickerGroupID, int numberOfEligibleTickers, 
!                                 int numberOfTickersToBeChosen, int numDaysForLiquidity, Account account,
                                  int generationNumberForGeneticOptimizer,
                                  int populationSizeForGeneticOptimizer)
***************
*** 75,78 ****
--- 76,80 ----
        this.numberOfEligibleTickers = numberOfEligibleTickers;
        this.numberOfTickersToBeChosen = numberOfTickersToBeChosen;
+       this.numDaysForLiquidity = numDaysForLiquidity;
        this.account = account;
        this.generationNumberForGeneticOptimizer = generationNumberForGeneticOptimizer;
***************
*** 171,180 ****
      {
        TickerSelector mostLiquid = new TickerSelector(SelectionType.Liquidity,
!         false, this.tickerGroupID , currentDate.AddDays(-45), currentDate, this.numberOfEligibleTickers);
        this.eligibleTickers = mostLiquid.GetTableOfSelectedTickers();
        TickerSelector quotedInEachMarketDayFromMostLiquid = 
          new TickerSelector( this.eligibleTickers,
          SelectionType.QuotedInEachMarketDay, false, "",
!         currentDate.AddDays(-45),currentDate,
          this.numberOfEligibleTickers);
        quotedInEachMarketDayFromMostLiquid.MarketIndex = "^MIBTEL";
--- 173,182 ----
      {
        TickerSelector mostLiquid = new TickerSelector(SelectionType.Liquidity,
!         false, this.tickerGroupID , currentDate.AddDays(-this.numDaysForLiquidity), currentDate, this.numberOfEligibleTickers);
        this.eligibleTickers = mostLiquid.GetTableOfSelectedTickers();
        TickerSelector quotedInEachMarketDayFromMostLiquid = 
          new TickerSelector( this.eligibleTickers,
          SelectionType.QuotedInEachMarketDay, false, "",
!         currentDate.AddDays(-this.numDaysForLiquidity),currentDate,
          this.numberOfEligibleTickers);
        quotedInEachMarketDayFromMostLiquid.MarketIndex = "^MIBTEL";

Index: RunEfficientCTOPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientCTOPortfolio.cs,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** RunEfficientCTOPortfolio.cs	6 Feb 2005 20:14:01 -0000	1.11
--- RunEfficientCTOPortfolio.cs	12 Feb 2005 19:16:46 -0000	1.12
***************
*** 64,67 ****
--- 64,68 ----
      private int numberOfEligibleTickers;
      private int numberOfTickersToBeChosen;
+     private int numDaysForLiquidity;
      private int generationNumberForGeneticOptimizer;
      private int populationSizeForGeneticOptimizer;
***************
*** 84,88 ****
  		
      public RunEfficientCTOPorfolio(string tickerGroupID, int numberOfEligibleTickers, 
!                                     int numberOfTickersToBeChosen, int generationNumberForGeneticOptimizer,
                                      int populationSizeForGeneticOptimizer)
  		{
--- 85,90 ----
  		
      public RunEfficientCTOPorfolio(string tickerGroupID, int numberOfEligibleTickers, 
!                                     int numberOfTickersToBeChosen, int numDaysForLiquidity, 
!                                     int generationNumberForGeneticOptimizer,
                                      int populationSizeForGeneticOptimizer)
  		{
***************
*** 91,94 ****
--- 93,97 ----
        this.numberOfEligibleTickers = numberOfEligibleTickers;
        this.numberOfTickersToBeChosen = numberOfTickersToBeChosen;
+       this.numDaysForLiquidity = numDaysForLiquidity;
        this.generationNumberForGeneticOptimizer = generationNumberForGeneticOptimizer;
        this.populationSizeForGeneticOptimizer = populationSizeForGeneticOptimizer;
***************
*** 141,144 ****
--- 144,148 ----
                                                                this.numberOfEligibleTickers,
                                                                this.numberOfTickersToBeChosen,
+                                                               this.numDaysForLiquidity,
                                                                this.account,
                                                                this.generationNumberForGeneticOptimizer, 
***************
*** 202,206 ****
          ObjectArchiver.Archive(this.account,
                                 "C:\\Documents and Settings\\Marco\\Documenti\\ProgettiOpenSource\\Quant\\SavedAccounts\\OpenCloseScripts\\" +
!                                "From"+this.numberOfEligibleTickers + "Portfolio" +
                                  this.numberOfTickersToBeChosen + "GenNum" + 
                                  this.generationNumberForGeneticOptimizer +
--- 206,211 ----
          ObjectArchiver.Archive(this.account,
                                 "C:\\Documents and Settings\\Marco\\Documenti\\ProgettiOpenSource\\Quant\\SavedAccounts\\OpenCloseScripts\\" +
!                                "From"+this.numberOfEligibleTickers +
!                                 "LiqDays" + this.numDaysForLiquidity + "Portfolio" +
                                  this.numberOfTickersToBeChosen + "GenNum" + 
                                  this.generationNumberForGeneticOptimizer +