[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandlerOTCMu
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[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandlerOTCMultiday.cs, 1.4, 1.5 EndOfDayTimerHandlerOTCCTO.cs, 1.4, 1.5 EndOfDayTimerHandlerOTC.cs, 1.3, 1.4 EndOfDayTimerHandlerCTO.cs, 1.23, 1.24 EndOfDayTimerHandlerCTC.cs, 1.20, 1.21 EndOfDayTimerHandler.cs, 1.20, 1.21
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From: Marco M. <mi...@us...> - 2006-08-03 21:31:19
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20639/b7_Scripts/TickerSelectionTesting Modified Files: EndOfDayTimerHandlerOTCMultiday.cs EndOfDayTimerHandlerOTCCTO.cs EndOfDayTimerHandlerOTC.cs EndOfDayTimerHandlerCTO.cs EndOfDayTimerHandlerCTC.cs EndOfDayTimerHandler.cs Log Message: Added field numberOfEligibleTicker to GenomeRepresentation, in order to store the effective number of tickers used in optimization process. Index: EndOfDayTimerHandler.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandler.cs,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** EndOfDayTimerHandler.cs 7 Jan 2006 10:35:39 -0000 1.20 --- EndOfDayTimerHandler.cs 3 Aug 2006 21:31:15 -0000 1.21 *************** *** 269,274 **** protected void addGenomeToBestGenomes(Genome genome, ! DateTime firstOptimizationDate, ! DateTime secondOptimizationDate) { if(this.bestGenomes == null) --- 269,275 ---- protected void addGenomeToBestGenomes(Genome genome, ! DateTime firstOptimizationDate, ! DateTime secondOptimizationDate, ! int eligibleTickers) { if(this.bestGenomes == null) *************** *** 278,282 **** firstOptimizationDate, secondOptimizationDate, ! genome.Generation)); } --- 279,284 ---- firstOptimizationDate, secondOptimizationDate, ! genome.Generation, ! eligibleTickers)); } Index: EndOfDayTimerHandlerOTC.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTC.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** EndOfDayTimerHandlerOTC.cs 2 Jul 2006 19:57:34 -0000 1.3 --- EndOfDayTimerHandlerOTC.cs 3 Aug 2006 21:31:15 -0000 1.4 *************** *** 191,195 **** 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; --- 191,195 ---- 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; Index: EndOfDayTimerHandlerOTCCTO.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCCTO.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** EndOfDayTimerHandlerOTCCTO.cs 2 Jul 2006 19:57:34 -0000 1.4 --- EndOfDayTimerHandlerOTCCTO.cs 3 Aug 2006 21:31:15 -0000 1.5 *************** *** 167,171 **** 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; --- 167,171 ---- 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; Index: EndOfDayTimerHandlerOTCMultiday.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCMultiday.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** EndOfDayTimerHandlerOTCMultiday.cs 7 Jan 2006 10:35:39 -0000 1.4 --- EndOfDayTimerHandlerOTCMultiday.cs 3 Aug 2006 21:31:15 -0000 1.5 *************** *** 181,185 **** 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; --- 181,185 ---- 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; Index: EndOfDayTimerHandlerCTO.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTO.cs,v retrieving revision 1.23 retrieving revision 1.24 diff -C2 -d -r1.23 -r1.24 *** EndOfDayTimerHandlerCTO.cs 7 Jan 2006 10:35:39 -0000 1.23 --- EndOfDayTimerHandlerCTO.cs 3 Aug 2006 21:31:15 -0000 1.24 *************** *** 141,145 **** 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; --- 141,145 ---- 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; Index: EndOfDayTimerHandlerCTC.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTC.cs,v retrieving revision 1.20 retrieving revision 1.21 diff -C2 -d -r1.20 -r1.21 *** EndOfDayTimerHandlerCTC.cs 14 May 2006 18:39:14 -0000 1.20 --- EndOfDayTimerHandlerCTC.cs 3 Aug 2006 21:31:15 -0000 1.21 *************** *** 214,218 **** GO.Run(false); this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientCTCPortfolio)genManEfficientCTCPortfolio).FirstQuoteDate, ! ((GenomeManagerForEfficientCTCPortfolio)genManEfficientCTCPortfolio).LastQuoteDate); this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers; this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights; --- 214,219 ---- GO.Run(false); this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientCTCPortfolio)genManEfficientCTCPortfolio).FirstQuoteDate, ! ((GenomeManagerForEfficientCTCPortfolio)genManEfficientCTCPortfolio).LastQuoteDate, ! setOfTickersToBeOptimized.Rows.Count); this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers; this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights; |
