[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagChosenTickers.cs, 1.2, 1.3

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10662/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagChosenTickers.cs 
Log Message:
WeightedPositions are used instead of SignedTickers

Index: WFLagChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagChosenTickers.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WFLagChosenTickers.cs	8 Apr 2006 18:39:55 -0000	1.2
--- WFLagChosenTickers.cs	30 Jul 2006 13:44:48 -0000	1.3
***************
*** 27,30 ****
--- 27,31 ----
  using QuantProject.ADT.Collections;
  using QuantProject.ADT.Optimizing.Genetic;
+ using QuantProject.Business.Strategies;
  using QuantProject.Business.Timing;
  
***************
*** 49,69 ****
  		private int populationSizeForGeneticOptimizer;
  
! 		private QPHashtable drivingPositions;
! 		private QPHashtable portfolioPositions;
  		private DateTime firstOptimizationDate;
  		private DateTime lastOptimizationDate;
  
! 		public QPHashtable DrivingPositions
  		{
  			get
  			{
! 				return this.drivingPositions;
  			}
  		}
! 		public QPHashtable PortfolioPositions
  		{
  			get
  			{
! 				return this.portfolioPositions;
  			}
  		}
--- 50,84 ----
  		private int populationSizeForGeneticOptimizer;
  
! 		private WeightedPositions drivingWeightedPositions;
! 		private WeightedPositions portfolioWeightedPositions;
  		private DateTime firstOptimizationDate;
  		private DateTime lastOptimizationDate;
  
! //		public QPHashtable PortfolioPositions
! //		{
! //			get
! //			{
! //				return this.portfolioPositions;
! //			}
! //		}
! //		public QPHashtable DrivingPositions
! //		{
! //			get
! //			{
! //				return this.drivingPositions;
! //			}
! //		}
! 		public WeightedPositions DrivingWeightedPositions
  		{
  			get
  			{
! 				return this.drivingWeightedPositions;
  			}
  		}
! 		public WeightedPositions PortfolioWeightedPositions
  		{
  			get
  			{
! 				return this.portfolioWeightedPositions;
  			}
  		}
***************
*** 115,127 ****
  		}
  		private void setSignedTickers_setTickersFromGenome(
! 			WFLagGenomeManager genomeManager ,
  			Genome genome )
  		{
! 			WFLagSignedTickers wFLagSignedTickers =
! 				( WFLagSignedTickers )genomeManager.Decode( genome );
! 			this.drivingPositions = wFLagSignedTickers.DrivingPositions;
! 			this.portfolioPositions = wFLagSignedTickers.PortfolioPositions;
  		}
! 		public void SetSignedTickers( WFLagEligibleTickers eligibleTickers )
  		{
  //			this.setSignedTickers_clearPositions();
--- 130,144 ----
  		}
  		private void setSignedTickers_setTickersFromGenome(
! 			IGenomeManager genomeManager ,
  			Genome genome )
  		{
! 			WFLagWeightedPositions wFLagWeightedPositions =
! 				( WFLagWeightedPositions )genomeManager.Decode( genome );
! 			this.drivingWeightedPositions =
! 				wFLagWeightedPositions.DrivingWeightedPositions;
! 			this.portfolioWeightedPositions =
! 				wFLagWeightedPositions.PortfolioWeightedPositions;
  		}
! 		public void SetWeightedPositions( WFLagEligibleTickers eligibleTickers )
  		{
  //			this.setSignedTickers_clearPositions();
***************
*** 133,140 ****
  				this.endOfDayTimer.GetCurrentTime().DateTime;
  
! 			WFLagGenomeManager genomeManager = 
! 				new WFLagGenomeManager(
  				eligibleTickers.EligibleTickers ,
! 				firstOptimizationDate ,
  				this.lastOptimizationDate ,
  				this.numberOfDrivingPositions ,
--- 150,158 ----
  				this.endOfDayTimer.GetCurrentTime().DateTime;
  
! 			WFLagGenomeManagerWithWeights genomeManager = 
! 				new WFLagGenomeManagerWithWeights(
  				eligibleTickers.EligibleTickers ,
! 				eligibleTickers.EligibleTickers ,
! 				this.firstOptimizationDate ,
  				this.lastOptimizationDate ,
  				this.numberOfDrivingPositions ,