[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank WFMulti
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From: Glauco S. <gla...@us...> - 2005-12-11 18:04:24
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv7456/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank Modified Files: WFMultiOneRankGenomeManager.cs Log Message: Bug fixex Index: WFMultiOneRankGenomeManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/WFMultiOneRankGenomeManager.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** WFMultiOneRankGenomeManager.cs 12 Nov 2005 19:03:39 -0000 1.1 --- WFMultiOneRankGenomeManager.cs 11 Dec 2005 18:04:17 -0000 1.2 *************** *** 137,144 **** this.getPortfolioRatesOfReturn_getRateOfTickerToBeAddedToTheArray_getPositionInArray(tickerIdx); // this.setOfCandidates[position].LongRatesOfReturn = longReturns; ! float[] arrayOfRatesOfReturn = ! this.setOfCandidates[ position ].ArrayOfRatesOfReturn; //the investment is assumed to be equally divided for each ticker ! return ( arrayOfRatesOfReturn[ arrayElementPosition ] / this.GenomeSize ); } --- 137,146 ---- this.getPortfolioRatesOfReturn_getRateOfTickerToBeAddedToTheArray_getPositionInArray(tickerIdx); // this.setOfCandidates[position].LongRatesOfReturn = longReturns; ! // float[] arrayOfRatesOfReturn = ! // this.setOfCandidates[ position ].ArrayOfRatesOfReturn; ! float currentReturn = this.setOfCandidates[ position ].GetReturn( ! arrayElementPosition , tickerIdx > 0 ); //the investment is assumed to be equally divided for each ticker ! return ( currentReturn / this.GenomeSize ); } |