[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank WFMulti
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From: Glauco S. <gla...@us...> - 2006-03-14 14:13:49
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv4694/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank Modified Files: WFMultiOneRankGenomeManager.cs Log Message: Minor change: removed useless blanks Index: WFMultiOneRankGenomeManager.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardMultiOneRank/WFMultiOneRankGenomeManager.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** WFMultiOneRankGenomeManager.cs 11 Dec 2005 18:04:17 -0000 1.2 --- WFMultiOneRankGenomeManager.cs 14 Mar 2006 14:13:41 -0000 1.3 *************** *** 2,6 **** QuantProject - Quantitative Finance Library ! WFMultiOneRankChosenTickers.cs Copyright (C) 2003 Glauco Siliprandi --- 2,6 ---- QuantProject - Quantitative Finance Library ! WFMultiOneRankGenomeManager.cs Copyright (C) 2003 Glauco Siliprandi *************** *** 143,147 **** //the investment is assumed to be equally divided for each ticker return ( currentReturn / this.GenomeSize ); ! } private double[] getFitnessValue_getLinearCombinationReturns( int[] tickersIdx ) --- 143,147 ---- //the investment is assumed to be equally divided for each ticker return ( currentReturn / this.GenomeSize ); ! } private double[] getFitnessValue_getLinearCombinationReturns( int[] tickersIdx ) *************** *** 149,154 **** double[] returnValue = new double[ this.setOfCandidates[ 0 ].ArrayOfRatesOfReturn.Length ]; ! for( int i = 0; i < returnValue.Length ; i++ ) ! { foreach( int tickerIdx in tickersIdx ) returnValue[ i ] += --- 149,154 ---- double[] returnValue = new double[ this.setOfCandidates[ 0 ].ArrayOfRatesOfReturn.Length ]; ! for( int i = 0; i < returnValue.Length ; i++ ) ! { foreach( int tickerIdx in tickersIdx ) returnValue[ i ] += *************** *** 159,162 **** --- 159,163 ---- } #endregion + private double[] getFitnessValue_getStrategyReturnForCurrentCandidates( double[] linearCombinationReturns ) |