[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination MainForm.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv14325/b7_Scripts/WalkForwardTesting/LinearCombination

Modified Files:
	MainForm.cs 
Log Message:
- bestGenomes is managed in a better way
- Console is used to writeln progress while the optimization process goes on

Index: MainForm.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/MainForm.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** MainForm.cs	13 Jul 2005 16:43:49 -0000	1.1
--- MainForm.cs	23 Jul 2005 18:06:31 -0000	1.2
***************
*** 1,7 ****
  using System;
- using System.Data;
- using System.Drawing;
  using System.Collections;
  using System.ComponentModel;
  using System.Windows.Forms;
  
--- 1,8 ----
  using System;
  using System.Collections;
  using System.ComponentModel;
+ using System.Data;
+ using System.Drawing;
+ using System.Threading;
  using System.Windows.Forms;
  
***************
*** 33,37 ****
  	{
  
! 		private int numberOfTickersToBeSavedFromEachGeneration = 5;
  
  		private string tickerGroupID;
--- 34,38 ----
  	{
  
! //		private int numberOfTickersToBeSavedFromEachGeneration = 5;
  
  		private string tickerGroupID;
***************
*** 46,49 ****
--- 47,51 ----
  		private double targetReturn;
  		private PortfolioType portfolioType;
+ 		private GeneticOptimizer GO;
  
  		/// <summary>
***************
*** 171,183 ****
  			return quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers();
  		}
  		private void newGenerationEventHandler( object sender ,
  			NewGenerationEventArgs newGenerationEventArgs )
  		{
! 			ArrayList newGenerationBestGenomes = new ArrayList();
  			ArrayList generation = newGenerationEventArgs.Generation;
! 			for ( int i = generation.Count - 1 ;
! 				i > generation.Count - 1 - this.numberOfTickersToBeSavedFromEachGeneration ;
! 				i-- )
! 				this.bestGenomes.Add( generation[ i ] );
  		}
  		private void writeOptimizedGenomesToDisk()
--- 173,203 ----
  			return quotedAtEachMarketDayFromEligible.GetTableOfSelectedTickers();
  		}
+ 		private void newGenerationEventHandler_updateProgressBar(
+ 			NewGenerationEventArgs newGenerationEventArgs )
+ 		{
+ //			if ( ( newGenerationEventArgs.GenerationCounter == 1 ) ||
+ //				( newGenerationEventArgs.GenerationCounter /	100 * 100 ==
+ //				newGenerationEventArgs.GenerationCounter ) )
+ 				Console.WriteLine(
+ 					newGenerationEventArgs.GenerationCounter.ToString() + " / " +
+ 					newGenerationEventArgs.GenerationNumber.ToString() +
+ 					" - " + DateTime.Now.ToString() );
+ 		}
  		private void newGenerationEventHandler( object sender ,
  			NewGenerationEventArgs newGenerationEventArgs )
  		{
! 			newGenerationEventHandler_updateProgressBar( newGenerationEventArgs );
  			ArrayList generation = newGenerationEventArgs.Generation;
! 			if ( this.bestGenomes.Count == 0 )
! 				// this is the first generation created and this.bestGenomes is still empty
! 				this.bestGenomes.Add( new GenomeRepresentation(
! 					(Genome)generation[ generation.Count - 1 ]  ) );
! 			for ( int i=0 ; i < generation.Count ; i++ )
! 				if ( ((Genome)generation[ i ]).Fitness >
! 					((GenomeRepresentation)this.bestGenomes[
! 					this.bestGenomes.Count - 1 ]).Fitness )
! 					// generation[ i ] is a genome better than the best already stored
! 					this.bestGenomes.Add( new GenomeRepresentation(
! 						(Genome)generation[ i ]  ) );
  		}
  		private void writeOptimizedGenomesToDisk()
***************
*** 185,192 ****
  			VisualObjectArchiver visualObjectArchiver =
  				new VisualObjectArchiver();
! 			visualObjectArchiver.Save( this.bestGenomes , "bgn" ,
  				"Save best genomes" );
  		}
  
  		private void createOptimizedGenomes()
  		{
--- 205,218 ----
  			VisualObjectArchiver visualObjectArchiver =
  				new VisualObjectArchiver();
! 			OptimizationOutput optimizationOutput =
! 				new OptimizationOutput( this.firstDate , this.lastDate ,
! 				this.bestGenomes );
! 			visualObjectArchiver.Save( optimizationOutput , "bgn" ,
  				"Save best genomes" );
  		}
  
+ 		private void createOptimizedGenomes_go()
+ 		{
+ 		}
  		private void createOptimizedGenomes()
  		{
***************
*** 195,199 ****
  			//				this.getSetOfTickersToBeOptimized_quickly();
  			DataTable setOfTickersToBeOptimized =
! 				this.getSetOfTickersToBeOptimized();
  			GenomeManagerForEfficientCTOPortfolio genManEfficientCTOPortfolio = 
  				new GenomeManagerForEfficientCTOPortfolio(setOfTickersToBeOptimized,
--- 221,227 ----
  			//				this.getSetOfTickersToBeOptimized_quickly();
  			DataTable setOfTickersToBeOptimized =
! 				this.getSetOfTickersToBeOptimized_quickly();
! //			DataTable setOfTickersToBeOptimized =
! //				this.getSetOfTickersToBeOptimized();
  			GenomeManagerForEfficientCTOPortfolio genManEfficientCTOPortfolio = 
  				new GenomeManagerForEfficientCTOPortfolio(setOfTickersToBeOptimized,
***************
*** 204,215 ****
  				this.portfolioType);
          
! 			GeneticOptimizer GO = new GeneticOptimizer(genManEfficientCTOPortfolio,
  				this.populationSizeForGeneticOptimizer,
  				this.generationNumberForGeneticOptimizer);
! 			GO.NewGeneration += new NewGenerationEventHandler(
  				this.newGenerationEventHandler );
!         
  			GO.Run(false);
!         
  			this.writeOptimizedGenomesToDisk();
  		}
--- 232,247 ----
  				this.portfolioType);
          
! 			this.GO = new GeneticOptimizer(genManEfficientCTOPortfolio,
  				this.populationSizeForGeneticOptimizer,
  				this.generationNumberForGeneticOptimizer);
! 			this.GO.NewGeneration += new NewGenerationEventHandler(
  				this.newGenerationEventHandler );
! 
! //			Thread thread = new Thread(new ThreadStart(this.createOptimizedGenomes_go));
! //			thread.IsBackground = true;
! //			thread.Start();
! 
  			GO.Run(false);
!        
  			this.writeOptimizedGenomesToDisk();
  		}
***************
*** 228,238 ****
  				VisualObjectArchiver visualObjectArchiver =
  					new VisualObjectArchiver();
! 				this.bestGenomes = (ArrayList)visualObjectArchiver.Load(
  					"Load best genomes" , "bgn" , "Load Genomes");
  			}
  		}
  		private void testOptimizedGenomesActually()
  		{
! 			TestDisplayer testDisplayer = new TestDisplayer( this.bestGenomes );
  			testDisplayer.ShowDialog();
  		}
--- 260,275 ----
  				VisualObjectArchiver visualObjectArchiver =
  					new VisualObjectArchiver();
! 				OptimizationOutput optimizationOutput =
!           (OptimizationOutput)visualObjectArchiver.Load(
  					"Load best genomes" , "bgn" , "Load Genomes");
+ 				this.firstDate = optimizationOutput.FirstDate;
+ 				this.lastDate = optimizationOutput.LastDate;
+ 				this.bestGenomes = optimizationOutput.BestGenomes;
  			}
  		}
  		private void testOptimizedGenomesActually()
  		{
! 			TestDisplayer testDisplayer = new TestDisplayer(
! 				this.firstDate , this.lastDate , this.bestGenomes );
  			testDisplayer.ShowDialog();
  		}