[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes EndOfDayT
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From: Marco M. <mi...@us...> - 2006-08-03 21:31:18
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20639/b7_Scripts/TickerSelectionTesting/TestingOTCTypes Modified Files: EndOfDayTimerHandlerOTCTypes.cs Log Message: Added field numberOfEligibleTicker to GenomeRepresentation, in order to store the effective number of tickers used in optimization process. Index: EndOfDayTimerHandlerOTCTypes.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/EndOfDayTimerHandlerOTCTypes.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** EndOfDayTimerHandlerOTCTypes.cs 2 Jul 2006 19:57:34 -0000 1.3 --- EndOfDayTimerHandlerOTCTypes.cs 3 Aug 2006 21:31:15 -0000 1.4 *************** *** 265,269 **** GO.Run(false); this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod), ! currentDate); this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers; this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights; --- 265,269 ---- GO.Run(false); this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod), ! currentDate,setOfTickersToBeOptimized.Rows.Count); this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers; this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights; |