[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting MeaningForGenome.cs,NONE,1.1 GenomeManagerForEfficientPortfolio.cs,1.18,1.19

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv20797/b7_Scripts/TickerSelectionTesting

Modified Files:
	GenomeManagerForEfficientPortfolio.cs 
Added Files:
	MeaningForGenome.cs 
Log Message:
Added MeaningForGenome class, to be used inside the TickerSelectionTesting namespace.
Decode implementation in GenomeManagerForEfficientPortfolio (and so the Meaning property for the correlated Genome) has been changed. 

--- NEW FILE: MeaningForGenome.cs ---
/*
QuantProject - Quantitative Finance Library

MeaningForGenome.cs
Copyright (C) 2003 
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;
using System.Data;
using System.Collections;
using QuantProject.ADT.Statistics;
using QuantProject.ADT.Optimizing.Genetic;
using QuantProject.Data;
using QuantProject.Data.DataTables;
using QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios;

namespace QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios
{
  /// <summary>
  /// This is the class representing the meaning for genome
  /// </summary>
  [Serializable]
  public class MeaningForGenome
  {
  	private string[] tickers;
  	private double returnAtLastDayInSample;
  	private double averageReturnInSample;
  	private double varianceReturnInSample;
    
  	public string[] Tickers
    {
      get{return this.tickers;}
    }
    
    public double ReturnAtLastDayInSample
    {
      get{return this.returnAtLastDayInSample;}
    }
    
    public double AverageReturnInSample
    {
      get{return this.averageReturnInSample;}
    }
    
    public double VarianceReturnInSample
    {
      get{return this.varianceReturnInSample;}
    }
   
    public MeaningForGenome(string[] tickers)
    {
 			this.tickers = tickers;
		}
    
    public MeaningForGenome(string[] tickers,
                            double returnAtLastDayInSample, 
  													 double averageReturnInSample,
  													 double varianceReturnInSample)
    {
 			this.tickers = tickers;
 			this.returnAtLastDayInSample = returnAtLastDayInSample;
 			this.averageReturnInSample = averageReturnInSample;
 			this.varianceReturnInSample = varianceReturnInSample;
		}
    
    
  }

}

Index: GenomeManagerForEfficientPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientPortfolio.cs,v
retrieving revision 1.18
retrieving revision 1.19
diff -C2 -d -r1.18 -r1.19
*** GenomeManagerForEfficientPortfolio.cs	10 Aug 2005 16:47:59 -0000	1.18
--- GenomeManagerForEfficientPortfolio.cs	21 Oct 2005 18:14:04 -0000	1.19
***************
*** 105,108 ****
--- 105,112 ----
        set{this.currentGeneticOptimizer = value;}
      }
+     public double[] PortfolioRatesOfReturn
+     {
+       get{return this.portfolioRatesOfReturn;}
+     }
      
      //setOfInitialTickers has to contain the
***************
*** 279,283 ****
      public virtual object Decode(Genome genome)
      {
!       string[] arrayOfTickers = new string[genome.Genes().Length];
        int indexOfTicker;
        for(int index = 0; index < genome.Genes().Length; index++)
--- 283,288 ----
      public virtual object Decode(Genome genome)
      {
!     	
!     	string[] arrayOfTickers = new string[genome.Genes().Length];
        int indexOfTicker;
        for(int index = 0; index < genome.Genes().Length; index++)
***************
*** 286,290 ****
          arrayOfTickers[index] = this.decode_getTickerCodeForLongOrShortTrade(indexOfTicker);
        }
!       return arrayOfTickers;
        
      }
--- 291,299 ----
          arrayOfTickers[index] = this.decode_getTickerCodeForLongOrShortTrade(indexOfTicker);
        }
!       MeaningForGenome meaning = new MeaningForGenome(arrayOfTickers,
!                                                       this.PortfolioRatesOfReturn[this.portfolioRatesOfReturn.Length - 1],
!                                                       this.RateOfReturn,
!                                                       this.Variance);
!       return meaning;
        
      }