[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting GenomeManagerForEfficientPortfolio.cs,1.16,1.17 GenomeManipulator.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20455/b7_Scripts/TickerSelectionTesting

Modified Files:
	GenomeManagerForEfficientPortfolio.cs GenomeManipulator.cs 
Log Message:
GetNewGeneValue and Mutate have been modified.
Added new method to GenomeManipulator.

Index: GenomeManagerForEfficientPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientPortfolio.cs,v
retrieving revision 1.16
retrieving revision 1.17
diff -C2 -d -r1.16 -r1.17
*** GenomeManagerForEfficientPortfolio.cs	7 Aug 2005 22:37:28 -0000	1.16
--- GenomeManagerForEfficientPortfolio.cs	8 Aug 2005 19:15:40 -0000	1.17
***************
*** 230,236 ****
        int returnValue = GenomeManagement.RandomGenerator.Next(genome.MinValueForGenes,
                                                                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
        {
--- 230,235 ----
        int returnValue = GenomeManagement.RandomGenerator.Next(genome.MinValueForGenes,
                                                                genome.MaxValueForGenes + 1);
!       while(GenomeManipulator.IsTickerContainedInGenome(returnValue,
!                                                         genome) )
        //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(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
--- 248,253 ----
                                                                    genome.MaxValueForGenes +1);
        int genePositionToBeMutated = GenomeManagement.RandomGenerator.Next(genome.Size); 
!       while(GenomeManipulator.IsTickerContainedInGenome(newValueForGene,
!                                                         genome)  )
          //the efficient portfolio, in this implementation, 
          // can't have a long position and a short position

Index: GenomeManipulator.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManipulator.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** GenomeManipulator.cs	7 Aug 2005 08:20:53 -0000	1.4
--- GenomeManipulator.cs	8 Aug 2005 19:15:41 -0000	1.5
***************
*** 217,220 ****
--- 217,239 ----
        return childs;
      }
+ 		
+     /// <summary>
+ 		/// Returns true if a given gene, when decoded by the
+ 		/// GenomeManagerForEfficientPortfolio, refers to a
+ 		/// ticker already contained in a given genome 
+ 		/// </summary> 
+ 		/// <param name="geneCorrespondingToATicker">Gene, corresponding to a certain ticker, that has to be checked</param>
+     /// <param name="genome">Genome containing or not the ticker geneCorrespondingToATicker refers to</param>
+     public static bool IsTickerContainedInGenome(int geneCorrespondingToATicker,
+                                                  Genome genome)
+     {
+       return(
+     		genome.HasGene(geneCorrespondingToATicker) ||
+         	(geneCorrespondingToATicker<0 && 
+           	genome.HasGene(Math.Abs(geneCorrespondingToATicker)-1)) ||
+         	(geneCorrespondingToATicker>0 && genome.HasGene(- Math.Abs(geneCorrespondingToATicker)- 1))
+       );
+       
+     }
  
  	}