[Quantproject-developers] QuantProject/b1_ADT ConstantsProvider.cs, 1.17, 1.18
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From: Marco M. <mi...@us...> - 2006-07-25 15:23:00
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Update of /cvsroot/quantproject/QuantProject/b1_ADT In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13868/b1_ADT Modified Files: ConstantsProvider.cs Log Message: Minimum weight now depends on the new constant AmountOfVariableWeightToBeAssignedToTickers, which substitutes the old constant MinimumPortfolioWeightForTicker. In this way, the method getTickerWeight shouldn't fail with any number of tickers in portfolio Index: ConstantsProvider.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ConstantsProvider.cs,v retrieving revision 1.17 retrieving revision 1.18 diff -C2 -d -r1.17 -r1.18 *** ConstantsProvider.cs 8 Jun 2006 18:46:53 -0000 1.17 --- ConstantsProvider.cs 25 Jul 2006 15:22:50 -0000 1.18 *************** *** 40,45 **** public static DateTime DefaultDateForTickersAddedToGroups = new DateTime(1980,1,1); //conventional date for new tickers added to groups ! public static double MinimumPortfolioWeightForTicker = 0.2; ! //default minimum weight for ticker, used by GenomeManagerForWeightedEfficientPortfolio public static string SeparatorForTickers = ";"; //separator for tickers in GenomeRepresentation class --- 40,46 ---- public static DateTime DefaultDateForTickersAddedToGroups = new DateTime(1980,1,1); //conventional date for new tickers added to groups ! public static double AmountOfVariableWeightToBeAssignedToTickers = 0.5; ! //total weight to be assigned to portfolio's tickers through genetic optimizer, ! //this constant is used at the moment only by GenomeManagerForWeightedEfficientPortfolio public static string SeparatorForTickers = ";"; //separator for tickers in GenomeRepresentation class |