[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandler.cs,
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From: Marco M. <mi...@us...> - 2006-08-07 21:09:18
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24647/b7_Scripts/TickerSelectionTesting Modified Files: EndOfDayTimerHandler.cs EndOfDayTimerHandlerOTCMultiday.cs Log Message: Updated the base handler for tickerSelection strategies (OTC, etc.) and for other strategies (ECT, FixedPeriodOscillator, ImmediateTrendFollower). Index: EndOfDayTimerHandler.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandler.cs,v retrieving revision 1.21 retrieving revision 1.22 diff -C2 -d -r1.21 -r1.22 *** EndOfDayTimerHandler.cs 3 Aug 2006 21:31:15 -0000 1.21 --- EndOfDayTimerHandler.cs 7 Aug 2006 21:09:15 -0000 1.22 *************** *** 280,286 **** secondOptimizationDate, genome.Generation, ! eligibleTickers)); } public virtual void MarketOpenEventHandler( Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) --- 280,319 ---- secondOptimizationDate, genome.Generation, ! eligibleTickers) ); } + protected void addGenomeToBestGenomes(Genome genome, + DateTime firstOptimizationDate, + DateTime secondOptimizationDate, + int eligibleTickers, int halfPeriodDays) + { + if(this.bestGenomes == null) + this.bestGenomes = new ArrayList(); + + this.bestGenomes.Add(new GenomeRepresentation(genome, + firstOptimizationDate, + secondOptimizationDate, + genome.Generation, + eligibleTickers, + halfPeriodDays)); + } + + protected void addGenomeToBestGenomes(Genome genome, + DateTime firstOptimizationDate, + DateTime secondOptimizationDate, + int eligibleTickers, int halfPeriodDays, + PortfolioType portfolioType) + { + if(this.bestGenomes == null) + this.bestGenomes = new ArrayList(); + + this.bestGenomes.Add(new GenomeRepresentation(genome, + firstOptimizationDate, + secondOptimizationDate, + genome.Generation, + eligibleTickers, + halfPeriodDays, portfolioType)); + } + public virtual void MarketOpenEventHandler( Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs ) Index: EndOfDayTimerHandlerOTCMultiday.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCMultiday.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** EndOfDayTimerHandlerOTCMultiday.cs 3 Aug 2006 21:31:15 -0000 1.5 --- EndOfDayTimerHandlerOTCMultiday.cs 7 Aug 2006 21:09:15 -0000 1.6 *************** *** 134,156 **** } ! private string[] setTickers_getBestTickersLosingAtLastDay(IGenomeManager genomeManager) ! { ! string[] returnValue = ! ((GenomeMeaning)genomeManager.CurrentGeneticOptimizer.BestGenome.Meaning).Tickers; ! int numOfGenomes = genomeManager.CurrentGeneticOptimizer.CurrentGeneration.Count; ! int i; ! for(i = 0;i<numOfGenomes; i++) ! { ! if(((GenomeMeaning)((Genome)genomeManager.CurrentGeneticOptimizer.CurrentGeneration[numOfGenomes - i - 1]).Meaning).ReturnAtLastDayInSample < 0) ! //the current portfolio has a negative return at the last day in sample ! { ! returnValue = ! ((GenomeMeaning)((Genome)genomeManager.CurrentGeneticOptimizer.CurrentGeneration[numOfGenomes - i - 1]).Meaning).Tickers; ! i = numOfGenomes; ! } ! } ! ! return returnValue; ! } protected virtual void setTickers(DateTime currentDate, --- 134,156 ---- } ! // private string[] setTickers_getBestTickersLosingAtLastDay(IGenomeManager genomeManager) ! // { ! // string[] returnValue = ! // ((GenomeMeaning)genomeManager.CurrentGeneticOptimizer.BestGenome.Meaning).Tickers; ! // int numOfGenomes = genomeManager.CurrentGeneticOptimizer.CurrentGeneration.Count; ! // int i; ! // for(i = 0;i<numOfGenomes; i++) ! // { ! // if(((GenomeMeaning)((Genome)genomeManager.CurrentGeneticOptimizer.CurrentGeneration[numOfGenomes - i - 1]).Meaning).ReturnAtLastDayInSample < 0) ! // //the current portfolio has a negative return at the last day in sample ! // { ! // returnValue = ! // ((GenomeMeaning)((Genome)genomeManager.CurrentGeneticOptimizer.CurrentGeneration[numOfGenomes - i - 1]).Meaning).Tickers; ! // i = numOfGenomes; ! // } ! // } ! // ! // return returnValue; ! // } protected virtual void setTickers(DateTime currentDate, |