[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting EndOfDayTimerHandler.cs, 1.21, 1.22 EndOfDayTimerHandlerOTCMultiday.cs, 1.5, 1.6

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

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,