[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank ComparableAccount.cs,1.7,1.8

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv25814/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	ComparableAccount.cs 
Log Message:
New goodness computation: now it is based on the
PercentageWinningPeriods account report summary value

Index: ComparableAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ComparableAccount.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** ComparableAccount.cs	30 Mar 2005 23:42:59 -0000	1.7
--- ComparableAccount.cs	24 Apr 2005 16:26:13 -0000	1.8
***************
*** 39,42 ****
--- 39,44 ----
      private double maxAcceptableDrawDown = 30;
  
+ 		private double minAcceptableWinningPeriods = 30;
+ 
  		private IHistoricalQuoteProvider historicalQuoteProvider =
  			new HistoricalAdjustedQuoteProvider();
***************
*** 66,69 ****
--- 68,73 ----
  					this.EndOfDayTimer.GetCurrentTime() , this.Key ,
  					this.historicalQuoteProvider );
+ 
+ 			// old goodness computation
  			if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown )
  				|| ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BenchmarkPercentageReturn ) )
***************
*** 73,76 ****
--- 77,87 ----
  				returnValue = this.accountReport.Summary.ReturnOnAccount -
  					this.accountReport.Summary.BenchmarkPercentageReturn;
+ 
+ 			// new goodness computation
+ 			if ( this.accountReport.Summary.NumberWinningPeriods < this.minAcceptableWinningPeriods )
+ 				returnValue = Double.MinValue;
+ 			else
+ 				returnValue = Convert.ToDouble( this.accountReport.Summary.PercentageWinningPeriods );
+ 
  			return returnValue;
  		}