[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes GenomeManag
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From: Marco M. <mi...@us...> - 2006-05-14 18:36:40
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4734/b7_Scripts/TickerSelectionTesting/TestingOTCTypes Modified Files: GenomeManagerForEfficientOTCTypes.cs Log Message: Updated genome managers for Open to Close and Close to Open strategies Index: GenomeManagerForEfficientOTCTypes.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/GenomeManagerForEfficientOTCTypes.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** GenomeManagerForEfficientOTCTypes.cs 7 Jan 2006 10:26:10 -0000 1.1 --- GenomeManagerForEfficientOTCTypes.cs 14 May 2006 18:36:37 -0000 1.2 *************** *** 38,44 **** /// </summary> [Serializable] ! public class GenomeManagerForEfficientOTCTypes : GenomeManagerForWeightedEfficientPortfolio { ! // private GenomeManagerForEfficientCTOPortfolio genManCTO; public GenomeManagerForEfficientOTCTypes(DataTable setOfInitialTickers, DateTime firstQuoteDate, --- 38,44 ---- /// </summary> [Serializable] ! public class GenomeManagerForEfficientOTCTypes : GenomeManagerForEfficientPortfolio { ! private GenomeManagerForEfficientCTOPortfolio genManCTO; public GenomeManagerForEfficientOTCTypes(DataTable setOfInitialTickers, DateTime firstQuoteDate, *************** *** 56,65 **** { this.retrieveData(); ! // this.genManCTO = new GenomeManagerForEfficientCTOPortfolio(setOfInitialTickers, ! // firstQuoteDate, ! // lastQuoteDate, ! // numberOfTickersInPortfolio, ! // targetPerformance, ! // portfolioType); } //rate of return = rawClose/rawOpen - 1 --- 56,65 ---- { this.retrieveData(); ! this.genManCTO = new GenomeManagerForEfficientCTOPortfolio(setOfInitialTickers, ! firstQuoteDate, ! lastQuoteDate, ! numberOfTickersInPortfolio, ! targetPerformance, ! portfolioType); } //rate of return = rawClose/rawOpen - 1 *************** *** 95,101 **** this.variance = portfolioVariance; this.rateOfReturn = averagePortfolioRateOfReturn; ! returnValue = this.getFitnessValue_calculate(); ! // returnValue = this.getFitnessValue_calculate() - ! // this.genManCTO.GetFitnessValue(genome); } --- 95,101 ---- this.variance = portfolioVariance; this.rateOfReturn = averagePortfolioRateOfReturn; ! //returnValue = this.getFitnessValue_calculate(); ! returnValue = this.getFitnessValue_calculate() - ! this.genManCTO.GetFitnessValue(genome); } |