[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedPeriodO
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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/TechnicalAnalysisTesting/Oscillators/FixedPeriodOscillators In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24647/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedPeriodOscillators Modified Files: EndOfDayTimerHandlerFPOscillatorCTC.cs Log Message: Updated the base handler for tickerSelection strategies (OTC, etc.) and for other strategies (ECT, FixedPeriodOscillator, ImmediateTrendFollower). Index: EndOfDayTimerHandlerFPOscillatorCTC.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedPeriodOscillators/EndOfDayTimerHandlerFPOscillatorCTC.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** EndOfDayTimerHandlerFPOscillatorCTC.cs 3 Aug 2006 21:31:16 -0000 1.2 --- EndOfDayTimerHandlerFPOscillatorCTC.cs 7 Aug 2006 21:09:15 -0000 1.3 *************** *** 61,64 **** --- 61,65 ---- private DateTime lastCloseDate; private IGenomeManager iGenomeManager; + private int seedForRandomGenerator; public EndOfDayTimerHandlerFPOscillatorCTC(string tickerGroupID, int numberOfEligibleTickers, *************** *** 87,90 **** --- 88,92 ---- this.numDaysBetweenEachOptimization = 2* numDaysForReturnCalculation; this.numDaysBetweenEachOptimization = numDaysForReturnCalculation; + this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator; } *************** *** 301,305 **** this.populationSizeForGeneticOptimizer, this.generationNumberForGeneticOptimizer, ! ConstantsProvider.SeedForRandomGenerator); if(setGenomeCounter) this.genomeCounter = new GenomeCounter(GO); --- 303,307 ---- this.populationSizeForGeneticOptimizer, this.generationNumberForGeneticOptimizer, ! this.seedForRandomGenerator); if(setGenomeCounter) this.genomeCounter = new GenomeCounter(GO); *************** *** 307,311 **** 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; --- 309,314 ---- GO.Run(false); this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientPortfolio)this.iGenomeManager).FirstQuoteDate, ! ((GenomeManagerForEfficientPortfolio)this.iGenomeManager).LastQuoteDate, setOfTickersToBeOptimized.Rows.Count, ! this.numDaysForReturnCalculation); this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers; this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights; *************** *** 324,328 **** { this.lastCloseDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime; ! ConstantsProvider.SeedForRandomGenerator++; this.numDaysElapsedSinceLastOptimization++; this.orders.Clear(); --- 327,331 ---- { this.lastCloseDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime; ! this.seedForRandomGenerator++; this.numDaysElapsedSinceLastOptimization++; this.orders.Clear(); |