[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting GenomeManagerForEfficientPortfolio.cs,1.19,1.20 EndOfDayTimerHandlerOTCMultiday.cs,1.1,1.2 EndOfDayTimerHandlerCTO.cs,1.19,1.20 EndOfDayTimerHandlerCTCWeekly.cs,1.3,1.4 EndOfDayTimerHandlerCTC.cs,1.15,1.16

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv26271/b7_Scripts/TickerSelectionTesting

Modified Files:
	GenomeManagerForEfficientPortfolio.cs 
	EndOfDayTimerHandlerOTCMultiday.cs EndOfDayTimerHandlerCTO.cs 
	EndOfDayTimerHandlerCTCWeekly.cs EndOfDayTimerHandlerCTC.cs 
Log Message:
MeaningForGenome changed to GenomeMeaning

Index: EndOfDayTimerHandlerCTO.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTO.cs,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** EndOfDayTimerHandlerCTO.cs	21 Oct 2005 18:18:08 -0000	1.19
--- EndOfDayTimerHandlerCTO.cs	23 Oct 2005 19:09:04 -0000	1.20
***************
*** 162,166 ****
          this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
                                      currentDate);
!         this.chosenTickers = ((MeaningForGenome)GO.BestGenome.Meaning).Tickers;
        }
        //else it will be buyed again the previous optimized portfolio
--- 162,166 ----
          this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
                                      currentDate);
!         this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers;
        }
        //else it will be buyed again the previous optimized portfolio

Index: GenomeManagerForEfficientPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientPortfolio.cs,v
retrieving revision 1.19
retrieving revision 1.20
diff -C2 -d -r1.19 -r1.20
*** GenomeManagerForEfficientPortfolio.cs	21 Oct 2005 18:14:04 -0000	1.19
--- GenomeManagerForEfficientPortfolio.cs	23 Oct 2005 19:09:04 -0000	1.20
***************
*** 291,295 ****
          arrayOfTickers[index] = this.decode_getTickerCodeForLongOrShortTrade(indexOfTicker);
        }
!       MeaningForGenome meaning = new MeaningForGenome(arrayOfTickers,
                                                        this.PortfolioRatesOfReturn[this.portfolioRatesOfReturn.Length - 1],
                                                        this.RateOfReturn,
--- 291,295 ----
          arrayOfTickers[index] = this.decode_getTickerCodeForLongOrShortTrade(indexOfTicker);
        }
!       GenomeMeaning meaning = new GenomeMeaning(arrayOfTickers,
                                                        this.PortfolioRatesOfReturn[this.portfolioRatesOfReturn.Length - 1],
                                                        this.RateOfReturn,

Index: EndOfDayTimerHandlerCTCWeekly.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTCWeekly.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** EndOfDayTimerHandlerCTCWeekly.cs	21 Oct 2005 18:18:08 -0000	1.3
--- EndOfDayTimerHandlerCTCWeekly.cs	23 Oct 2005 19:09:04 -0000	1.4
***************
*** 152,156 ****
          //GO.KeepOnRunningUntilConvergenceIsReached = true;
          GO.Run(false);
!         this.chosenTickers = ((MeaningForGenome)GO.BestGenome.Meaning).Tickers;
        }
        //else it will be buyed again the previous optimized portfolio
--- 152,156 ----
          //GO.KeepOnRunningUntilConvergenceIsReached = true;
          GO.Run(false);
!         this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers;
        }
        //else it will be buyed again the previous optimized portfolio

Index: EndOfDayTimerHandlerCTC.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTC.cs,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** EndOfDayTimerHandlerCTC.cs	21 Oct 2005 18:18:08 -0000	1.15
--- EndOfDayTimerHandlerCTC.cs	23 Oct 2005 19:09:04 -0000	1.16
***************
*** 177,181 ****
          this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
                                      currentDate);
!         this.chosenTickers = ((MeaningForGenome)GO.BestGenome.Meaning).Tickers;
        }
        //else it will be buyed again the previous optimized portfolio
--- 177,181 ----
          this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
                                      currentDate);
!         this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers;
        }
        //else it will be buyed again the previous optimized portfolio

Index: EndOfDayTimerHandlerOTCMultiday.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCMultiday.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EndOfDayTimerHandlerOTCMultiday.cs	21 Oct 2005 18:07:45 -0000	1.1
--- EndOfDayTimerHandlerOTCMultiday.cs	23 Oct 2005 19:09:04 -0000	1.2
***************
*** 137,150 ****
      {
      	string[] returnValue =
!     		((MeaningForGenome)genomeManager.CurrentGeneticOptimizer.BestGenome.Meaning).Tickers;
      	int numOfGenomes = genomeManager.CurrentGeneticOptimizer.CurrentGeneration.Count;
      	int i;
      	for(i = 0;i<numOfGenomes; i++)
      	{
!     		if(((MeaningForGenome)((Genome)genomeManager.CurrentGeneticOptimizer.CurrentGeneration[numOfGenomes - i - 1]).Meaning).ReturnAtLastDayInSample < 0)
      		//the current portfolio has a negative return at the last day in sample
      		{
      			returnValue =
!     					((MeaningForGenome)((Genome)genomeManager.CurrentGeneticOptimizer.CurrentGeneration[numOfGenomes - i - 1]).Meaning).Tickers;
      			i = numOfGenomes;
      		}
--- 137,150 ----
      {
      	string[] returnValue =
!     		((GenomeMeaning)genomeManager.CurrentGeneticOptimizer.BestGenome.Meaning).Tickers;
      	int numOfGenomes = genomeManager.CurrentGeneticOptimizer.CurrentGeneration.Count;
      	int i;
      	for(i = 0;i<numOfGenomes; i++)
      	{
!     		if(((GenomeMeaning)((Genome)genomeManager.CurrentGeneticOptimizer.CurrentGeneration[numOfGenomes - i - 1]).Meaning).ReturnAtLastDayInSample < 0)
      		//the current portfolio has a negative return at the last day in sample
      		{
      			returnValue =
!     					((GenomeMeaning)((Genome)genomeManager.CurrentGeneticOptimizer.CurrentGeneration[numOfGenomes - i - 1]).Meaning).Tickers;
      			i = numOfGenomes;
      		}