[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting GenomeMeaning.cs,1.1,1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv22120/b7_Scripts/TickerSelectionTesting

Modified Files:
	GenomeMeaning.cs 
Log Message:
Added new property (of Array type) containing weights for Tickers (of Array type).
Added new constructors.

Index: GenomeMeaning.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeMeaning.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** GenomeMeaning.cs	23 Oct 2005 19:04:28 -0000	1.1
--- GenomeMeaning.cs	8 Nov 2005 18:28:30 -0000	1.2
***************
*** 22,32 ****
  
  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
--- 22,25 ----
***************
*** 39,42 ****
--- 32,36 ----
    {
    	private string[] tickers;
+   	private double[] tickersPortfolioWeights;
    	private double returnAtLastDayInSample;
    	private double averageReturnInSample;
***************
*** 62,69 ****
        get{return this.varianceReturnInSample;}
      }
!    
      public GenomeMeaning(string[] tickers)
      {
   			this.tickers = tickers;
  		}
      
--- 56,82 ----
        get{return this.varianceReturnInSample;}
      }
!     
!     public double[] TickersPortfolioWeights
!     {
!       get{return this.tickersPortfolioWeights;}
!     }
!     
!     private void setDefaultTickersPortfolioWeights()
!     {
!     	this.tickersPortfolioWeights = new double[this.tickers.Length];
!     	for(int i = 0;i<this.tickers.Length;i++)
!     		this.tickersPortfolioWeights[i]=1.0/this.tickers.Length;
! 		}
!     
      public GenomeMeaning(string[] tickers)
      {
   			this.tickers = tickers;
+  			this.setDefaultTickersPortfolioWeights();
+ 		}
+     
+     public GenomeMeaning(string[] tickers, double[] tickersPortfolioWeights)
+     {
+  			this.tickers = tickers;
+  			this.tickersPortfolioWeights = tickersPortfolioWeights;
  		}
      
***************
*** 77,82 ****
--- 90,108 ----
   			this.averageReturnInSample = averageReturnInSample;
   			this.varianceReturnInSample = varianceReturnInSample;
+  			this.setDefaultTickersPortfolioWeights();
  		}
      
+     public GenomeMeaning(string[] tickers,
+                          double[] tickersPortfolioWeights,
+                             double returnAtLastDayInSample, 
+   													 double averageReturnInSample,
+   													 double varianceReturnInSample)
+     {
+  			this.tickers = tickers;
+  			this.tickersPortfolioWeights = tickersPortfolioWeights;
+  			this.returnAtLastDayInSample = returnAtLastDayInSample;
+  			this.averageReturnInSample = averageReturnInSample;
+  			this.varianceReturnInSample = varianceReturnInSample;
+ 		}
      
    }