[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank BestPerformingTickers.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-serv27324/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	BestPerformingTickers.cs 
Log Message:
Better memory managment: Accounts are released immediately now (only Goodness is kept for subsequent use)

Index: BestPerformingTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/BestPerformingTickers.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** BestPerformingTickers.cs	20 Jan 2005 01:14:20 -0000	1.7
--- BestPerformingTickers.cs	26 May 2005 23:36:18 -0000	1.8
***************
*** 24,27 ****
--- 24,28 ----
  
  using QuantProject.ADT;
+ using QuantProject.ADT.FileManaging;
  using QuantProject.Business.DataProviders;
  using QuantProject.Business.Financial.Accounting;
***************
*** 47,50 ****
--- 48,52 ----
  
  		private ArrayList eligibleAccounts;
+ 		private SortedList tickersWithGoodness;
  
  		private DateTime lastUpdate;
***************
*** 61,64 ****
--- 63,67 ----
  			this.numberDaysForPerformanceCalculation = numberDaysForPerformanceCalculation;
  			this.eligibleAccounts = new ArrayList();
+ 			this.tickersWithGoodness = new SortedList();
  		}
  
***************
*** 66,90 ****
  
  		#region SetTickers
! 		private void setTickers_build_addAccount( string ticker , DateTime dateTime )
  		{
  			HistoricalEndOfDayTimer historicalEndOfDayTimer =
  				new HistoricalEndOfDayTimer(
! 				new EndOfDayDateTime( dateTime.AddYears( -1 ).AddDays( -1 ) ,
  				EndOfDaySpecificTime.MarketOpen ) );
  			ComparableAccount account = new ComparableAccount( ticker , historicalEndOfDayTimer ,
  				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
! 					this.historicalQuoteProvider ) ,
  				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
! 					this.historicalQuoteProvider ) );
! 			OneRank oneRank = new OneRank( account ,
! 				dateTime.AddDays( this.numberDaysForPerformanceCalculation ) );
  			double goodness = account.Goodness;  // forces Goodness computation here (for a better ProgressBar effect)
  			this.eligibleAccounts.Add( account );
  		}
! 		private void setTickers_build( EligibleTickers eligibleTickers , DateTime dateTime )
  		{
  			foreach ( string ticker in eligibleTickers.Keys )
  			{
! 				setTickers_build_addAccount( ticker , dateTime );
  				this.calculatedTickers++;
  				if ( Math.Floor( this.calculatedTickers / eligibleAccounts.Count * 100 ) >
--- 69,99 ----
  
  		#region SetTickers
! 		#region setTickers_build_forDebug
! 		private void setTickers_build_forDebug_addAccount( string ticker , DateTime dateTime )
  		{
  			HistoricalEndOfDayTimer historicalEndOfDayTimer =
  				new HistoricalEndOfDayTimer(
! 				new EndOfDayDateTime( dateTime.AddDays( -this.numberDaysForPerformanceCalculation ) ,
  				EndOfDaySpecificTime.MarketOpen ) );
  			ComparableAccount account = new ComparableAccount( ticker , historicalEndOfDayTimer ,
  				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
! 				this.historicalQuoteProvider ) ,
  				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
! 				this.historicalQuoteProvider ) );
! 			OneRank oneRank = new OneRank( account , dateTime );
  			double goodness = account.Goodness;  // forces Goodness computation here (for a better ProgressBar effect)
  			this.eligibleAccounts.Add( account );
  		}
! 		/// <summary>
! 		/// used to debug insample results
! 		/// </summary>
! 		/// <param name="eligibleTickers"></param>
! 		/// <param name="dateTime"></param>
! 		private void setTickers_build_forDebug( EligibleTickers eligibleTickers , DateTime dateTime )
  		{
+ 			this.eligibleAccounts.Clear();
  			foreach ( string ticker in eligibleTickers.Keys )
  			{
! 				setTickers_build_forDebug_addAccount( ticker , dateTime );
  				this.calculatedTickers++;
  				if ( Math.Floor( this.calculatedTickers / eligibleAccounts.Count * 100 ) >
***************
*** 99,103 ****
  				index >= this.eligibleAccounts.Count - this.numberBestPerformingTickers ;
  				index-- )
! 				this.Add( this.eligibleAccounts[ index ] );
  		}
  		/// <summary>
--- 108,151 ----
  				index >= this.eligibleAccounts.Count - this.numberBestPerformingTickers ;
  				index-- )
! 			{
! 				ComparableAccount account = (ComparableAccount)this.eligibleAccounts[ index ];
! 				this.Add( account );
! 			}
! 		}
! 		#endregion
! 		private void setTickers_build_addTickerWithGoodness( string ticker , DateTime dateTime )
! 		{
! 			HistoricalEndOfDayTimer historicalEndOfDayTimer =
! 				new HistoricalEndOfDayTimer(
! 				new EndOfDayDateTime( dateTime.AddDays( -this.numberDaysForPerformanceCalculation ) ,
! 				EndOfDaySpecificTime.MarketOpen ) );
! 			ComparableAccount account = new ComparableAccount( ticker , historicalEndOfDayTimer ,
! 				new HistoricalEndOfDayDataStreamer( historicalEndOfDayTimer ,
! 				this.historicalQuoteProvider ) ,
! 				new HistoricalEndOfDayOrderExecutor( historicalEndOfDayTimer ,
! 				this.historicalQuoteProvider ) );
! 			OneRank oneRank = new OneRank( account , dateTime );
! 			this.tickersWithGoodness.Add( account.Key , account.Goodness );
! 		}
! 		private void setTickers_build( EligibleTickers eligibleTickers , DateTime dateTime )
! 		{
! 			this.tickersWithGoodness.Clear();
! 			foreach ( string ticker in eligibleTickers.Keys )
! 			{
! 				setTickers_build_addTickerWithGoodness( ticker , dateTime );
! 				this.calculatedTickers++;
! 				if ( Math.Floor( this.calculatedTickers / this.tickersWithGoodness.Count * 100 ) >
! 					Math.Floor( ( this.calculatedTickers - 1 ) / this.tickersWithGoodness.Count * 100 ) )
! 					// a new time percentage point has been elapsed
! 					this.NewProgress( this , new NewProgressEventArgs(
! 						Convert.ToInt32( Math.Floor( this.calculatedTickers / eligibleTickers.Count * 100 ) ) ,
! 						100 ) );
! 			}
! 			for ( int index=this.tickersWithGoodness.Count - 1 ;
! 				index >= this.tickersWithGoodness.Count - this.numberBestPerformingTickers ;
! 				index-- )
! 			{
! 				this.Add( this.tickersWithGoodness.GetKey( index ) );
! 			}
  		}
  		/// <summary>
***************
*** 110,114 ****
  			this.NewProgress( this , new NewProgressEventArgs( 0 , 100 ) );
  			this.Clear();
! 			this.eligibleAccounts.Clear();
  			this.setTickers_build( eligibleTickers , dateTime );
  			this.lastUpdate = dateTime;
--- 158,162 ----
  			this.NewProgress( this , new NewProgressEventArgs( 0 , 100 ) );
  			this.Clear();
! //			this.setTickers_build_forDebug( eligibleTickers , dateTime );
  			this.setTickers_build( eligibleTickers , dateTime );
  			this.lastUpdate = dateTime;