[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTe
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From: Marco M. <mi...@us...> - 2005-10-21 18:39:09
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26486/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest Modified Files: WalkForwardOpenToCloseDailyStrategy.cs Log Message: Changed Decode implementation for GenomeManagerForEfficientPortfolio. Now Decode, used to assign Meaning to the Genome, return a MeaningForGenome Index: WalkForwardOpenToCloseDailyStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/WalkForwardTest/WalkForwardOpenToCloseDailyStrategy.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** WalkForwardOpenToCloseDailyStrategy.cs 22 Aug 2005 22:27:07 -0000 1.2 --- WalkForwardOpenToCloseDailyStrategy.cs 21 Oct 2005 18:39:01 -0000 1.3 *************** *** 208,212 **** this.signedTickersFromLastOptimization = ! (string[])this.geneticOptimizer.BestGenome.Meaning; this.addGenomeToBestGenomes( geneticOptimizer.BestGenome , optimizationFirstDate , optimizationLastDate ); --- 208,212 ---- this.signedTickersFromLastOptimization = ! ((MeaningForGenome)this.geneticOptimizer.BestGenome.Meaning).Tickers; this.addGenomeToBestGenomes( geneticOptimizer.BestGenome , optimizationFirstDate , optimizationLastDate ); |