[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination GenomeRepresentation.cs, 1.5, 1.6

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18567/b7_Scripts/WalkForwardTesting/LinearCombination

Modified Files:
	GenomeRepresentation.cs 
Log Message:
Implemented ISerializable interface for managing serialization / deserialization

Index: GenomeRepresentation.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/GenomeRepresentation.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** GenomeRepresentation.cs	2 Jul 2006 19:22:12 -0000	1.5
--- GenomeRepresentation.cs	3 Aug 2006 21:26:10 -0000	1.6
***************
*** 22,25 ****
--- 22,27 ----
  
  using System;
+ using System.Reflection;
+ using System.Runtime.Serialization;
  
  using QuantProject.ADT;
***************
*** 34,45 ****
  	/// </summary>
  	[Serializable]
! 	public class GenomeRepresentation
  	{
  		private double fitness;
  		private string signedTickers;
  		private int generationCounter;
  		private DateTime firstOptimizationDate;
  		private DateTime lastOptimizationDate;
! 
  		public string SignedTickers
  		{
--- 36,49 ----
  	/// </summary>
  	[Serializable]
! 	public class GenomeRepresentation : ISerializable
  	{
  		private double fitness;
  		private string signedTickers;
+     private string weights;
  		private int generationCounter;
  		private DateTime firstOptimizationDate;
  		private DateTime lastOptimizationDate;
! 		private int eligibleTickers = -1;
! 		
  		public string SignedTickers
  		{
***************
*** 49,52 ****
--- 53,72 ----
  			}
  		}
+     
+ 		public int EligibleTickers
+ 		{
+ 			get
+ 			{
+ 				return this.eligibleTickers;
+ 			}
+ 		}
+ 		
+     public string WeightsForSignedTickers
+     {
+       get
+       {
+         return this.weights;
+       }
+     }
  		public double Fitness
  		{
***************
*** 75,78 ****
--- 95,110 ----
  //		}
  		
+     	public static double[] GetWeightsArray( string weightsWithSeparator )
+     	{
+     		double[] returnValue;
+         string[] returnValueString = weightsWithSeparator.Split( ";".ToCharArray());
+     		returnValue = new double[returnValueString.Length];
+         for(int i = 0; i<returnValue.Length; i++)
+         {
+           returnValue[i] = Convert.ToDouble(returnValueString[i]);
+         }
+         return returnValue;
+     	}
+ 
  		public static string[] GetSignedTickers( string signedTickersWithWeights )
  		{
***************
*** 91,95 ****
  			return returnValue;
  		}
! 		
  		public static double[] GetWeightsForSignedTickers( string signedTickersWithWeights )
  		{
--- 123,127 ----
  			return returnValue;
  		}
! 	
  		public static double[] GetWeightsForSignedTickers( string signedTickersWithWeights )
  		{
***************
*** 142,172 ****
  			return signedTickers;
  		}
! 		private string getSignedTickersWithWeights( Genome genome )
  		{
! 			string signedTickersWithWeights = "";
! 			for ( int i = 0; i<((GenomeMeaning)genome.Meaning).Tickers.Length; i++ )
  			{
! 				signedTickersWithWeights +=
! 					((GenomeMeaning)genome.Meaning).Tickers[i] + 
! 					ConstantsProvider.SeparatorForWeights +
! 					((GenomeMeaning)genome.Meaning).TickersPortfolioWeights[i] +
! 					ConstantsProvider.SeparatorForTickers;
  			}
! 			signedTickersWithWeights = signedTickersWithWeights.Substring( 0 ,
! 					signedTickersWithWeights.Length - 1 );
! 			
! 			return signedTickersWithWeights;
  		}
  		
  		private void genomeRepresentation( Genome genome ,
  			DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 			int generationCounter )
  		{
  			this.fitness = genome.Fitness;
! 			this.signedTickers = this.getSignedTickersWithWeights( genome );
! 			//this.signedTickers = this.getSignedTickers( genome );
! 			this.firstOptimizationDate = firstOptimizationDate;
  			this.lastOptimizationDate = lastOptimizationDate;
  			this.generationCounter = generationCounter;
  		}
  		public GenomeRepresentation( Genome genome ,
--- 174,264 ----
  			return signedTickers;
  		}
!     
!     private string getWeights( Genome genome )
!     {
!       string weights = "";
!       foreach ( double weight in ((GenomeMeaning)genome.Meaning).TickersPortfolioWeights )
!         weights += weight.ToString() + ";";
!       weights = weights.Substring( 0, weights.Length - 1 );
!       return weights;
!     }
! 
! //		private string getSignedTickersWithWeights( Genome genome )
! //		{
! //			string signedTickersWithWeights = "";
! //			for ( int i = 0; i<((GenomeMeaning)genome.Meaning).Tickers.Length; i++ )
! //			{
! //				signedTickersWithWeights +=
! //					((GenomeMeaning)genome.Meaning).Tickers[i] + 
! //					ConstantsProvider.SeparatorForWeights +
! //					((GenomeMeaning)genome.Meaning).TickersPortfolioWeights[i] +
! //					ConstantsProvider.SeparatorForTickers;
! //			}
! //			signedTickersWithWeights = signedTickersWithWeights.Substring( 0 ,
! //					signedTickersWithWeights.Length - 1 );
! //			
! //			return signedTickersWithWeights;
! //		}
! 		
!     private void genomeRepresentation_synchronizeOldWithNew()
!     {
!       if(this.weights == null)
!       //for old genomes saved to disk not having "weights" field
!       {
!         foreach(double weight in GenomeRepresentation.GetWeightsForSignedTickers(this.signedTickers))
!           this.weights += weight.ToString() + ";";
!         this.weights = this.weights.Substring( 0, this.weights.Length - 1 );
!       //
!         string newRepresentationForSignedTickers = null;
!         foreach(string ticker in GenomeRepresentation.GetSignedTickers(this.signedTickers))
!           newRepresentationForSignedTickers += ticker + ";";
!         this.signedTickers = newRepresentationForSignedTickers.Substring(0, newRepresentationForSignedTickers.Length -1);
!       }
! 
!     }
! 
! 		/// <summary>
! 		/// This constructor allows custom deserialization (see the ISerializable
! 		/// interface documentation)
! 		/// </summary>
! 		/// <param name="info"></param>
! 		/// <param name="context"></param>
! 		protected GenomeRepresentation( SerializationInfo info , StreamingContext context )
  		{
! 			// get the set of serializable members for this class and its base classes
! 			Type thisType = this.GetType();
! 			MemberInfo[] mi = FormatterServices.GetSerializableMembers(
! 				thisType , context);
! 
! 			// deserialize the fields from the info object
! 			for (Int32 i = 0 ; i < mi.Length; i++) 
  			{
! 				FieldInfo fieldInfo = (FieldInfo) mi[i];
! 
! 				// set the field to the deserialized value
! 				try{
! 				fieldInfo.SetValue( this ,
! 					info.GetValue( fieldInfo.Name, fieldInfo.FieldType ) );
! 				}
! 				catch(Exception ex)
! 				{ex = ex;}
  			}
!       
!       this.genomeRepresentation_synchronizeOldWithNew();
! 
  		}
  		
  		private void genomeRepresentation( Genome genome ,
  			DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
! 			int generationCounter, int eligibleTickers )
  		{
  			this.fitness = genome.Fitness;
! 			//this.signedTickers = this.getSignedTickersWithWeights( genome );
! 			this.signedTickers = this.getSignedTickers( genome );
! 			this.weights = this.getWeights( genome );
!       this.firstOptimizationDate = firstOptimizationDate;
  			this.lastOptimizationDate = lastOptimizationDate;
  			this.generationCounter = generationCounter;
+ 			this.eligibleTickers = eligibleTickers;
  		}
  		public GenomeRepresentation( Genome genome ,
***************
*** 174,178 ****
  		{
  			this.genomeRepresentation( genome ,
! 				firstOptimizationDate , lastOptimizationDate , -1 );
  		}
  		public GenomeRepresentation( Genome genome ,
--- 266,270 ----
  		{
  			this.genomeRepresentation( genome ,
! 				firstOptimizationDate , lastOptimizationDate , -1, -1 );
  		}
  		public GenomeRepresentation( Genome genome ,
***************
*** 181,186 ****
  		{
  			this.genomeRepresentation( genome , firstOptimizationDate ,
! 				lastOptimizationDate , generationCounter );
  		}
  	}
  }
--- 273,308 ----
  		{
  			this.genomeRepresentation( genome , firstOptimizationDate ,
! 				lastOptimizationDate , generationCounter, -1 );
  		}
+ 		
+ 		public GenomeRepresentation( Genome genome ,
+ 			DateTime firstOptimizationDate , DateTime lastOptimizationDate ,
+ 			int generationCounter, int eligibleTickers )
+ 		{
+ 			this.genomeRepresentation( genome , firstOptimizationDate ,
+ 				lastOptimizationDate , generationCounter, eligibleTickers );
+ 		}
+ 		
+ 		#region GetObjectData
+ 		/// <summary>
+ 		/// serialize the set of serializable members for this class and base classes
+ 		/// </summary>
+ 		/// <param name="info"></param>
+ 		/// <param name="context"></param>
+ 		void ISerializable.GetObjectData(
+ 			SerializationInfo info, StreamingContext context) 
+ 		{
+ 			// get the set of serializable members for this class and base classes
+ 			Type thisType = this.GetType();
+ 			MemberInfo[] mi = 
+ 				FormatterServices.GetSerializableMembers( thisType , context);
+ 
+ 			// serialize the fields to the info object
+ 			for (Int32 i = 0 ; i < mi.Length; i++) 
+ 			{
+ 				info.AddValue(mi[i].Name, ((FieldInfo) mi[i]).GetValue(this));
+ 			}
+ 		}
+ 		#endregion
  	}
  }