[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend EndOfDayTimerHandlerECT.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv20639/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend

Modified Files:
	EndOfDayTimerHandlerECT.cs 
Log Message:
Added field numberOfEligibleTicker to GenomeRepresentation, in order to store the effective number of tickers used in optimization process.

Index: EndOfDayTimerHandlerECT.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/ExtremeCounterTrend/EndOfDayTimerHandlerECT.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** EndOfDayTimerHandlerECT.cs	2 Jul 2006 19:55:58 -0000	1.2
--- EndOfDayTimerHandlerECT.cs	3 Aug 2006 21:31:16 -0000	1.3
***************
*** 184,206 ****
  			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate);
        DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
        
!       SelectorByAverageRawOpenPrice byPrice = 
        		new SelectorByAverageRawOpenPrice(tickersFromGroup,false,currentDate,
        	                                  currentDate.AddDays(-30),
!       	                                  tickersFromGroup.Rows.Count,
        	                                  30,500, 0.0001,100);
!       	                                  
!       
!       SelectorByLiquidity mostLiquidSelector =
!       	new SelectorByLiquidity(byPrice.GetTableOfSelectedTickers(),
!         false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
!         this.numberOfEligibleTickers);
        
!       SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromMostLiquid = 
!         new SelectorByQuotationAtEachMarketDay(mostLiquidSelector.GetTableOfSelectedTickers(),
          false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
!         this.numberOfEligibleTickers, this.benchmark);
       
!       return quotedAtEachMarketDayFromMostLiquid.GetTableOfSelectedTickers();
      	//OLD for etf
      	//      SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
--- 184,211 ----
  			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID, currentDate);
        DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
+       int numOfTickersInGroupAtCurrentDate = tickersFromGroup.Rows.Count;
        
!       	SelectorByAverageRawOpenPrice byPrice =
        		new SelectorByAverageRawOpenPrice(tickersFromGroup,false,currentDate,
        	                                  currentDate.AddDays(-30),
!       	                                  numOfTickersInGroupAtCurrentDate,
        	                                  30,500, 0.0001,100);
!  
! //      SelectorByLiquidity mostLiquidSelector =
! //      	new SelectorByLiquidity(byPrice.GetTableOfSelectedTickers(),
! //        false,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
! //        this.numberOfEligibleTickers);
        
!       SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromByPrice = 
!         new SelectorByQuotationAtEachMarketDay(byPrice.GetTableOfSelectedTickers(),
          false, currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
!         numOfTickersInGroupAtCurrentDate, this.benchmark);
       
!       SelectorByCloseToCloseVolatility lessVolatile =
!       	new SelectorByCloseToCloseVolatility(quotedAtEachMarketDayFromByPrice.GetTableOfSelectedTickers(),
!       	                                     true,currentDate.AddDays(-this.numDaysForOptimizationPeriod), currentDate,
!       	                                     this.numberOfEligibleTickers);
!       
!       return lessVolatile.GetTableOfSelectedTickers();
      	//OLD for etf
      	//      SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
***************
*** 255,259 ****
          GO.Run(false);
          this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientPortfolio)this.iGenomeManager).FirstQuoteDate,
!           ((GenomeManagerForEfficientPortfolio)this.iGenomeManager).LastQuoteDate);
          this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers;
          this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights;
--- 260,264 ----
          GO.Run(false);
          this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientPortfolio)this.iGenomeManager).FirstQuoteDate,
!           ((GenomeManagerForEfficientPortfolio)this.iGenomeManager).LastQuoteDate, setOfTickersToBeOptimized.Rows.Count);
          this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers;
          this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights;