[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination LinearCombinationTest.cs,1.2,1.3

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv27983/b7_Scripts/WalkForwardTesting/LinearCombination

Modified Files:
	LinearCombinationTest.cs 
Log Message:
- added an informative title (to be compacted, yet)
- the genomeRepresentation is passed as a parameter, now

Index: LinearCombinationTest.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/LinearCombinationTest.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** LinearCombinationTest.cs	2 Aug 2005 23:12:59 -0000	1.2
--- LinearCombinationTest.cs	10 Aug 2005 16:51:31 -0000	1.3
***************
*** 43,47 ****
  		private DateTime firstDate;
  		private DateTime lastDate;
! 		private string[] signedTickers;
  		private bool openToCloseDaily;
  
--- 43,47 ----
  		private DateTime firstDate;
  		private DateTime lastDate;
! 		private GenomeRepresentation genomeRepresentation;
  		private bool openToCloseDaily;
  
***************
*** 52,60 ****
  
  		public LinearCombinationTest( DateTime firstDate , DateTime lastDate ,
! 			string[] signedTickers , bool openToCloseDaily )
  		{
  			this.firstDate = firstDate;
  			this.lastDate = lastDate;
! 			this.signedTickers = signedTickers;
  			this.openToCloseDaily = openToCloseDaily;
  		}
--- 52,60 ----
  
  		public LinearCombinationTest( DateTime firstDate , DateTime lastDate ,
! 			GenomeRepresentation genomeRepresentation , bool openToCloseDaily )
  		{
  			this.firstDate = firstDate;
  			this.lastDate = lastDate;
! 			this.genomeRepresentation = genomeRepresentation;
  			this.openToCloseDaily = openToCloseDaily;
  		}
***************
*** 77,86 ****
  		private void run_setStrategy()
  		{
  			if ( this.openToCloseDaily )
  				this.endOfDayStrategy = new OpenToCloseDailyStrategy(
! 					this.account , this.signedTickers );
  			else
  				this.endOfDayStrategy = new OpenToCloseWeeklyStrategy(
! 					this.account , this.signedTickers );
  		}
  		public void Run()
--- 77,107 ----
  		private void run_setStrategy()
  		{
+ 			string[] signedTickers = GenomeRepresentation.GetSignedTickers(
+ 				this.genomeRepresentation.SignedTickers );
  			if ( this.openToCloseDaily )
  				this.endOfDayStrategy = new OpenToCloseDailyStrategy(
! 					this.account , signedTickers );
  			else
  				this.endOfDayStrategy = new OpenToCloseWeeklyStrategy(
! 					this.account , signedTickers );
! 		}
! 		private string getDateString( DateTime dateTime )
! 		{
! 			string returnValue = dateTime.ToString( "yy-MM-dd" );
! 			return returnValue;
! 		}
! 		private string run_getReportTitle()
! 		{
! 			string returnValue = "Fitness:" +
! 				this.genomeRepresentation.Fitness.ToString() +
! 				" | Tickers:" +
! 				this.genomeRepresentation.SignedTickers  + " - " +
! 				"from " + this.getDateString( this.firstDate ) +
! 				" to " + this.getDateString( this.lastDate ) +
! 				" opt. in sample from " + this.getDateString(
! 				this.genomeRepresentation.FirstOptimizationDate ) +
! 				" to " + this.getDateString(
! 				this.genomeRepresentation.LastOptimizationDate );
! 			return returnValue;
  		}
  		public void Run()
***************
*** 97,102 ****
  				this.historicalQuoteProvider ) );
  			run_setStrategy();
! //			OneRank oneRank = new OneRank( account ,
! //				this.endDateTime );
  			this.historicalEndOfDayTimer.MarketOpen +=
  				new MarketOpenEventHandler(
--- 118,123 ----
  				this.historicalQuoteProvider ) );
  			run_setStrategy();
! 			//			OneRank oneRank = new OneRank( account ,
! 			//				this.endDateTime );
  			this.historicalEndOfDayTimer.MarketOpen +=
  				new MarketOpenEventHandler(
***************
*** 116,119 ****
--- 137,141 ----
  			//			ObjectArchiver.Archive( report.AccountReport ,
  			//				@"C:\Documents and Settings\Glauco\Desktop\reports\runOneRank.qPr" );
+ 			report.Text = this.run_getReportTitle();
  			report.Show();
  		}