[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting CandidateProperties.cs,NONE,1.1

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19073/b7_Scripts/TickerSelectionTesting

Added Files:
	CandidateProperties.cs 
Log Message:
Added CandidateProperties class, where to store information on tickers used by the GenomeManagerForEfficientPortfolio.

--- NEW FILE: CandidateProperties.cs ---
/*
QuantProject - Quantitative Finance Library

CandidateProperties.cs
Copyright (C) 2003 
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using System.Collections;


namespace QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios
{
  /// <summary>
  /// This is the class containing basic information
  /// for each candidate to be evaluated in order
  /// to discover the efficient frontier
  /// </summary>
  [Serializable]
  public class CandidateProperties
  {
    private string ticker;
    private float[] arrayOfRatesOfReturn;
    private float[] oppositeArrayOfRatesOfReturn;
    private bool longRatesOfReturn;

    public CandidateProperties(string ticker, float[] arrayOfRatesOfReturn)
    {
      this.ticker = ticker;
      this.longRatesOfReturn = true;
      this.arrayOfRatesOfReturn = arrayOfRatesOfReturn;
    }

    private float[] arrayOfRatesOfReturn_getOppositeArrayOfRatesOfReturn()
    {
      if(this.oppositeArrayOfRatesOfReturn == null)
      //opposite array of rates of returns not set yet
      {
        this.oppositeArrayOfRatesOfReturn = new float[this.arrayOfRatesOfReturn.Length];
        for(int i = 0; i<this.arrayOfRatesOfReturn.Length; i++)
          oppositeArrayOfRatesOfReturn[i] = -this.arrayOfRatesOfReturn[i];
      }  
      return this.oppositeArrayOfRatesOfReturn;
    }

    public float[] ArrayOfRatesOfReturn
    {
      get
      {
        float[] returnValue = this.arrayOfRatesOfReturn;
        if(!this.longRatesOfReturn)
          returnValue = this.arrayOfRatesOfReturn_getOppositeArrayOfRatesOfReturn();
        return returnValue;
      }
    }
    
    public bool LongRatesOfReturn
    {
      set{this.longRatesOfReturn = value;}
      get{return this.longRatesOfReturn;}
    }

    public string Ticker
    {
      get{return this.ticker;}
    }

  }

}