[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting GenomeManagerForEfficientCTCPortfolio.cs,1.7,1.8 GenomeManagerForEfficientCTOPortfolio.cs,1.12,1.13

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv25036/b7_Scripts/TickerSelectionTesting

Modified Files:
	GenomeManagerForEfficientCTCPortfolio.cs 
	GenomeManagerForEfficientCTOPortfolio.cs 
Log Message:
Decode method is now inherited directly by the base class.


Index: GenomeManagerForEfficientCTOPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientCTOPortfolio.cs,v
retrieving revision 1.12
retrieving revision 1.13
diff -C2 -d -r1.12 -r1.13
*** GenomeManagerForEfficientCTOPortfolio.cs	13 Jul 2005 16:37:04 -0000	1.12
--- GenomeManagerForEfficientCTOPortfolio.cs	25 Jul 2005 22:49:54 -0000	1.13
***************
*** 55,98 ****
                            
      {
!       this.retrieveData(); 
      }
      
-     
-     public override object Decode(Genome genome)
-     {
-       
-       string[] arrayOfTickers = new string[genome.Genes().Length];
-       int indexOfTicker;
-       for(int index = 0; index < genome.Genes().Length; index++)
-       {
-         indexOfTicker = (int)genome.Genes().GetValue(index);
-         arrayOfTickers[index] = (string)this.setOfTickers.Rows[indexOfTicker][0];
-       }
-       return arrayOfTickers;
-       
-       /*old implementation, to be used for output to console
-       string sequenceOfTickers = ""; 
-       object returnValue;
-       foreach(int index in genome.Genes())
-       {
-         sequenceOfTickers += (string)this.setOfTickers.Rows[index][0] + ";" ;
-       }
-       returnValue = sequenceOfTickers;
-       returnValue += "(rate: " + this.RateOfReturn + " std: " +
-                         System.Math.Sqrt(this.Variance) + ")";
-       return returnValue;
-       */
-     }
-   
      protected override float[] getArrayOfRatesOfReturn(string ticker)
      {
        float[] returnValue = null;
!       if(!ticker.StartsWith("-"))
!       {
!       	string tickerCode = GenomeManagerForEfficientPortfolio.GetCleanTickerCode(ticker);
!       	Quotes tickerQuotes = new Quotes(tickerCode, this.firstQuoteDate, this.lastQuoteDate);
!       	returnValue = ExtendedDataTable.GetRatesOfReturnsFromColumns(tickerQuotes, "quClose", "quOpen");
!       	this.numberOfExaminedReturns = returnValue.Length;
!       }
        return returnValue;
      }
--- 55,68 ----
                            
      {
!       this.retrieveData();
      }
      
      protected override float[] getArrayOfRatesOfReturn(string ticker)
      {
        float[] returnValue = null;
!       Quotes tickerQuotes = new Quotes(ticker, this.firstQuoteDate, this.lastQuoteDate);
!       returnValue = ExtendedDataTable.GetRatesOfReturnsFromColumns(tickerQuotes, "quClose", "quOpen");
!       this.numberOfExaminedReturns = returnValue.Length;
!       
        return returnValue;
      }

Index: GenomeManagerForEfficientCTCPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientCTCPortfolio.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** GenomeManagerForEfficientCTCPortfolio.cs	13 Jul 2005 16:37:04 -0000	1.7
--- GenomeManagerForEfficientCTCPortfolio.cs	25 Jul 2005 22:49:54 -0000	1.8
***************
*** 66,105 ****
      }
      
-     
-     public override object Decode(Genome genome)
-     {
-       
-       string[] arrayOfTickers = new string[genome.Genes().Length];
-       int indexOfTicker;
-       for(int index = 0; index < genome.Genes().Length; index++)
-       {
-         indexOfTicker = (int)genome.Genes().GetValue(index);
-         arrayOfTickers[index] = (string)this.setOfTickers.Rows[indexOfTicker][0];
-       }
-       return arrayOfTickers;
-       
-     }
-   
      protected override float[] getArrayOfRatesOfReturn(string ticker)
      {
        float[] returnValue = null;
!       if(!ticker.StartsWith("-"))
!       {
!       	string tickerCode = GenomeManagerForEfficientPortfolio.GetCleanTickerCode(ticker);
!       	Quotes tickerQuotes = new Quotes(tickerCode, this.firstQuoteDate, this.lastQuoteDate);
!       	float[] allAdjValues = ExtendedDataTable.GetArrayOfFloatFromColumn(tickerQuotes, "quAdjustedClose");
!        	returnValue = new float[allAdjValues.Length/this.numDaysForReturnCalculation + 1];
!       	int i = 0; //index for ratesOfReturns array
        
- 	      for(int idx = 0; idx + this.numDaysForReturnCalculation < allAdjValues.Length; idx += this.numDaysForReturnCalculation )
- 	      {
- 	        returnValue[i] = (allAdjValues[idx+this.numDaysForReturnCalculation]/
- 	      	                     allAdjValues[idx] - 1);
- 	        i++;
- 	      }	
-        	this.numberOfExaminedReturns = returnValue.Length;
-       }
        return returnValue;
-     	
      }
     	/*
--- 66,85 ----
      }
      
      protected override float[] getArrayOfRatesOfReturn(string ticker)
      {
        float[] returnValue = null;
!       Quotes tickerQuotes = new Quotes(ticker, this.firstQuoteDate, this.lastQuoteDate);
!       float[] allAdjValues = ExtendedDataTable.GetArrayOfFloatFromColumn(tickerQuotes, "quAdjustedClose");
!       returnValue = new float[allAdjValues.Length/this.numDaysForReturnCalculation + 1];
!       int i = 0; //index for ratesOfReturns array
! 	    for(int idx = 0; idx + this.numDaysForReturnCalculation < allAdjValues.Length; idx += this.numDaysForReturnCalculation )
! 	    {
! 	      returnValue[i] = (allAdjValues[idx+this.numDaysForReturnCalculation]/
! 	      	                    allAdjValues[idx] - 1);
! 	      i++;
! 	    }	
!       this.numberOfExaminedReturns = returnValue.Length;
        
        return returnValue;
      }
     	/*