[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank ComparableAccount.cs,1.9,1.10

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv21660/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	ComparableAccount.cs 
Log Message:
The fitness value has been changed

Index: ComparableAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ComparableAccount.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** ComparableAccount.cs	26 May 2005 23:34:29 -0000	1.9
--- ComparableAccount.cs	19 Jun 2005 15:12:04 -0000	1.10
***************
*** 39,43 ****
      private double maxAcceptableDrawDown = 30;
  
! 		private double minAcceptableWinningPeriods = 30;
  
  		private IHistoricalQuoteProvider historicalQuoteProvider =
--- 39,43 ----
      private double maxAcceptableDrawDown = 30;
  
! 		private double minAcceptableWinningPeriods = 52;
  
  		private IHistoricalQuoteProvider historicalQuoteProvider =
***************
*** 70,86 ****
  
  			// old goodness computation
! 			if ( ( this.accountReport.Summary.MaxEquityDrawDown >= this.maxAcceptableDrawDown )
! 				|| ( this.accountReport.Summary.TotalPnl <= this.accountReport.Summary.BenchmarkPercentageReturn ) )
  				returnValue = Double.MinValue;
  			else
  				// max draw down is acceptable and the strategy is better than buy and hold
! 				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;
--- 70,93 ----
  
  			// old goodness computation
! 			if ( ( (double)this.accountReport.Summary.MaxEquityDrawDown.Value >=
! 				this.maxAcceptableDrawDown )
! 				|| ( this.accountReport.Summary.TotalPnl <=
! 				(double)this.accountReport.Summary.BenchmarkPercentageReturn.Value ) )
  				returnValue = Double.MinValue;
  			else
  				// max draw down is acceptable and the strategy is better than buy and hold
! 				returnValue = (double)this.accountReport.Summary.ReturnOnAccount.Value -
! 					(double)this.accountReport.Summary.BenchmarkPercentageReturn.Value;
  
  			// new goodness computation
! //			if ( this.accountReport.Summary.NumberWinningPeriods < this.minAcceptableWinningPeriods )
! //				returnValue = Double.MinValue;
! //			else
! //				returnValue = Convert.ToDouble( this.accountReport.Summary.PercentageWinningPeriods );
! 			if ( (double)this.accountReport.Summary.PercentageWinningPeriods.Value <
! 				this.minAcceptableWinningPeriods )
  				returnValue = Double.MinValue;
  			else
! 				returnValue = Convert.ToDouble( - (double)this.accountReport.Summary.MaxEquityDrawDown.Value );
  
  			return returnValue;