[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest WalkForwardOpenToCloseDailyStrategy.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv11871/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest

Modified Files:
	WalkForwardOpenToCloseDailyStrategy.cs 
Log Message:
The public property OptimizationOutput has been added. It will contain the best genomes, one for each optimization process

Index: WalkForwardOpenToCloseDailyStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest/WalkForwardOpenToCloseDailyStrategy.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WalkForwardOpenToCloseDailyStrategy.cs	11 Aug 2005 23:02:03 -0000	1.1
--- WalkForwardOpenToCloseDailyStrategy.cs	22 Aug 2005 22:27:07 -0000	1.2
***************
*** 56,59 ****
--- 56,67 ----
  		private GeneticOptimizer geneticOptimizer;
  
+ 		private OptimizationOutput optimizationOutput;
+ 
+ 		/// best genomes, one for each optimization process
+ 		public OptimizationOutput OptimizationOutput
+ 		{
+ 			get { return this.optimizationOutput; }
+ 		}
+ 
  		public WalkForwardOpenToCloseDailyStrategy( Account account ,
  			string tickerGroupID , int numDaysForInSampleOptimization ,
***************
*** 153,156 ****
--- 161,175 ----
  				" - " + DateTime.Now.ToString() );
  		}
+ 		private void addGenomeToBestGenomes( Genome genome,
+ 			DateTime firstOptimizationDate ,
+ 			DateTime lastOptimizationDate )
+ 		{
+ 			if( this.optimizationOutput == null)
+ 				this.optimizationOutput = new OptimizationOutput();
+       
+ 			this.optimizationOutput.Add( new GenomeRepresentation( genome ,
+ 				firstOptimizationDate ,
+ 				lastOptimizationDate ) );
+ 		}
  		private void oneHourAfterMarketCloseEventHandler_set_signedTickersFromLastOptimization(
  			DateTime currentDate )
***************
*** 165,172 ****
  				this.getSetOfTickersToBeOptimized( optimizationFirstDate ,
  				optimizationLastDate );
  			GenomeManagerForEfficientCTOPortfolio genManEfficientCTOPortfolio = 
  				new GenomeManagerForEfficientCTOPortfolio(
  				setOfTickersToBeOptimized ,
! 				currentDate.AddDays( this.numDaysForInSampleOptimization - 1 ) ,
  				currentDate ,
  				this.numberOfTickersToBeChosen ,
--- 184,193 ----
  				this.getSetOfTickersToBeOptimized( optimizationFirstDate ,
  				optimizationLastDate );
+ 			Console.WriteLine( "Number of tickers to be optimized: " +
+ 				setOfTickersToBeOptimized.Rows.Count.ToString() );
  			GenomeManagerForEfficientCTOPortfolio genManEfficientCTOPortfolio = 
  				new GenomeManagerForEfficientCTOPortfolio(
  				setOfTickersToBeOptimized ,
! 				currentDate.AddDays( -this.numDaysForInSampleOptimization + 1 ) ,
  				currentDate ,
  				this.numberOfTickersToBeChosen ,
***************
*** 188,192 ****
  			this.signedTickersFromLastOptimization =
  				(string[])this.geneticOptimizer.BestGenome.Meaning;
!        
  		}
  		public void OneHourAfterMarketCloseEventHandler( Object sender ,
--- 209,214 ----
  			this.signedTickersFromLastOptimization =
  				(string[])this.geneticOptimizer.BestGenome.Meaning;
! 			this.addGenomeToBestGenomes( geneticOptimizer.BestGenome ,
! 				optimizationFirstDate , optimizationLastDate );
  		}
  		public void OneHourAfterMarketCloseEventHandler( Object sender ,