[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting GenomeManagerForEfficientPo
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From: Marco M. <mi...@us...> - 2005-04-19 18:33:53
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19749/b7_Scripts/TickerSelectionTesting Modified Files: GenomeManagerForEfficientPortfolio.cs Log Message: Fixed bug in GetFitnessValue method. Now short portfolios should be correctly computed. Index: GenomeManagerForEfficientPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientPortfolio.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** GenomeManagerForEfficientPortfolio.cs 14 Apr 2005 18:38:28 -0000 1.5 --- GenomeManagerForEfficientPortfolio.cs 19 Apr 2005 18:33:43 -0000 1.6 *************** *** 126,130 **** else//only short orders are permitted //returnValue = normal.GetProbability(-this.targetPerformance*1.25,-this.targetPerformance*0.75); ! returnValue = normal.GetProbability(this.targetPerformance); } return returnValue; --- 126,130 ---- else//only short orders are permitted //returnValue = normal.GetProbability(-this.targetPerformance*1.25,-this.targetPerformance*0.75); ! returnValue = normal.GetProbability(-this.targetPerformance); } return returnValue; |