[Quantproject-developers] QuantProject/b1_ADT/Optimizing/Genetic GeneticOptimizer.cs,1.8,1.9 GenomeManagerTest.cs,1.3,1.4 IGenomeManager.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv17771/b1_ADT/Optimizing/Genetic

Modified Files:
	GeneticOptimizer.cs GenomeManagerTest.cs IGenomeManager.cs 
Log Message:
Fixed bugs in GenomeManagerForEfficientPortfolio;
- added new property CurrentGeneticOptimizer to the IGenomeManager interface;
- added new public method CalculateRandomFitness() for a new computation of fitness (now the code this new computation of fitness has been remarked: if you want more details, please write to me)

Index: GenomeManagerTest.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic/GenomeManagerTest.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** GenomeManagerTest.cs	13 Jul 2005 16:37:04 -0000	1.3
--- GenomeManagerTest.cs	31 Jul 2005 20:03:31 -0000	1.4
***************
*** 37,40 ****
--- 37,41 ----
      private int minValueForGenes;
      private int maxValueForGenes;
+     private GeneticOptimizer currentGeneticOptimizer;
       
      public int GenomeSize
***************
*** 53,56 ****
--- 54,62 ----
      }
      
+     public GeneticOptimizer CurrentGeneticOptimizer
+     {
+       get{return this.currentGeneticOptimizer;}
+       set{this.currentGeneticOptimizer = value;}
+     }
      public GenomeManagerTest(int genomeSize, int minValueForGenes,
                               int maxValueForGenes)

Index: GeneticOptimizer.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic/GeneticOptimizer.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** GeneticOptimizer.cs	27 Jul 2005 22:34:24 -0000	1.8
--- GeneticOptimizer.cs	31 Jul 2005 20:03:31 -0000	1.9
***************
*** 65,68 ****
--- 65,71 ----
  	
      private int generationCounter;
+     private double averageRandomFitness;
+     private double standardDeviationOfRandomFitness;
+     
      #endregion
      
***************
*** 131,134 ****
--- 134,154 ----
        get{return this.currentGeneration;}
      }
+     
+     /// <summary>
+     /// Average fitness of a group of genomes (this.numberOfGenomesForAverageRandomFitness)
+     /// chosen at random
+     /// </summary>
+     public double AverageRandomFitness
+     {
+       get{return this.averageRandomFitness;}
+     }
+     /// <summary>
+     /// Standard deviation of fitness of a group of genomes (this.numberOfGenomesForAverageRandomFitness)
+     /// chosen at random
+     /// </summary>
+     public double StandardDeviationOfRandomFitness
+     {
+       get{return this.standardDeviationOfRandomFitness;}
+     }
      #endregion
  
***************
*** 207,212 ****
--- 227,265 ----
                                           	eliteNumber);
        this.generationCounter = 1;
+       this.genomeManager.CurrentGeneticOptimizer = this;
+     }
+     
+     /// <summary>
+     /// It updates AverageRandomFitness and StandardDeviationOfRandomFitness
+     /// properties with the average and std dev fitness
+     /// of a given group of genomes chosen at random
+     /// </summary>
+     public void CalculateRandomFitness()
+     {
+       this.createFirstGeneration(false);
+       this.averageRandomFitness = this.totalFitness/this.currentGeneration.Count;
+       this.standardDeviationOfRandomFitness = this.calculateRandomFitness_getStdDevOfRandomFitness();
+     }
+     /// <summary>
+     /// It updates StandardDeviationOfRandomFitness property with the std dev of
+     /// fitness of a given group of genomes chosen at random
+     /// </summary>
+     private double calculateRandomFitness_getStdDevOfRandomFitness()
+     {
+       double[] fitnesses = new double[this.currentGeneration.Count];
+       for(int i = 0; i<this.currentGeneration.Count; i++)
+         fitnesses[i] = ((Genome)this.currentGeneration[i]).Fitness;
+       return QuantProject.ADT.Statistics.BasicFunctions.StdDev(fitnesses);
      }
      
+     private void run_calculateRandomFitness()
+     {
+       GeneticOptimizer GOForAverageRandomFitness = 
+         new GeneticOptimizer(this.genomeManager, ConstantsProvider.NumGenomesForRandomFitnessComputation,
+                              0,ConstantsProvider.SeedForRandomGenerator);
+       GOForAverageRandomFitness.CalculateRandomFitness(); 
+       this.averageRandomFitness = GOForAverageRandomFitness.AverageRandomFitness;
+       this.standardDeviationOfRandomFitness = GOForAverageRandomFitness.StandardDeviationOfRandomFitness;
+     }
      /// <summary>
      /// Method to start the GeneticOptmizer
***************
*** 214,217 ****
--- 267,271 ----
      public void Run(bool showOutputToConsole)
      {
+       //this.run_calculateRandomFitness(); to be tested yet
        this.createFirstGeneration(showOutputToConsole);
        if(this.keepOnRunningUntilConvergenceIsReached)

Index: IGenomeManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic/IGenomeManager.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** IGenomeManager.cs	1 Dec 2004 22:36:11 -0000	1.1
--- IGenomeManager.cs	31 Jul 2005 20:03:31 -0000	1.2
***************
*** 43,46 ****
--- 43,47 ----
      int MinValueForGenes{get;}
      int MaxValueForGenes{get;}
+     GeneticOptimizer CurrentGeneticOptimizer{get;set;}
      
      int GetNewGeneValue(Genome genome); // Used in generation of genes