[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting GenomeManagerForEfficientPortfolio.cs,1.15,1.16

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv5555/b7_Scripts/TickerSelectionTesting

Modified Files:
	GenomeManagerForEfficientPortfolio.cs 
Log Message:
Fixed bugs in GetNewGeneValue and Mutate methods

Index: GenomeManagerForEfficientPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientPortfolio.cs,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** GenomeManagerForEfficientPortfolio.cs	31 Jul 2005 20:03:31 -0000	1.15
--- GenomeManagerForEfficientPortfolio.cs	7 Aug 2005 22:37:28 -0000	1.16
***************
*** 231,236 ****
                                                                genome.MaxValueForGenes + 1);
        while(genome.HasGene(returnValue) ||
!             genome.HasGene(Math.Abs(returnValue) - 1 ) ||
!             genome.HasGene(- Math.Abs(returnValue) - 1) )
        //the portfolio can't have a long position and a short one for the same ticker
        {
--- 231,236 ----
                                                                genome.MaxValueForGenes + 1);
        while(genome.HasGene(returnValue) ||
!             ( returnValue<0 && genome.HasGene(Math.Abs(returnValue) - 1 ) )||
!             (returnValue>0 && genome.HasGene(- Math.Abs(returnValue) - 1)) )
        //the portfolio can't have a long position and a short one for the same ticker
        {
***************
*** 249,255 ****
                                                                    genome.MaxValueForGenes +1);
        int genePositionToBeMutated = GenomeManagement.RandomGenerator.Next(genome.Size); 
!       while(genome.HasGene(newValueForGene) || 
!             genome.HasGene(Math.Abs(newValueForGene) - 1 ) ||
!             genome.HasGene(- Math.Abs(newValueForGene) - 1) )
          //the efficient portfolio, in this implementation, 
          // can't have a long position and a short position
--- 249,255 ----
                                                                    genome.MaxValueForGenes +1);
        int genePositionToBeMutated = GenomeManagement.RandomGenerator.Next(genome.Size); 
!       while(genome.HasGene(returnValue) ||
!             ( returnValue<0 && genome.HasGene(Math.Abs(returnValue) - 1 ) )||
!             (returnValue>0 && genome.HasGene(- Math.Abs(returnValue) - 1)) )
          //the efficient portfolio, in this implementation, 
          // can't have a long position and a short position