[Quantproject-developers] QuantProject/b1_ADT/Optimizing/BruteForce BruteForceOptimizableParameters
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From: Glauco S. <gla...@us...> - 2006-08-21 19:43:55
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Update of /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/BruteForce In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24468 Added Files: BruteForceOptimizableParameters.cs Log Message: Parameters to be optimized by a Brute Force optimizer --- NEW FILE: BruteForceOptimizableParameters.cs --- /* QuantProject - Quantitative Finance Library BruteForceOptimizableParameters.cs Copyright (C) 2006 Glauco Siliprandi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ using System; namespace QuantProject.ADT.Optimizing.BruteForce { /// <summary> /// Parameters to be optimized by a Brute Force optimizer /// </summary> public class BruteForceOptimizableParameters { IBruteForceOptimizableParametersManager bruteForceOptimizableParametersManager; private bool isFitnessSet; private double fitness; private int[] parameterValues; /// <summary> /// Fitness value for current parameters value /// </summary> public double Fitness { get { if ( !this.isFitnessSet ) { this.fitness = this.bruteForceOptimizableParametersManager.GetFitnessValue( this ); this.isFitnessSet = true; } return this.fitness; } } public int Length { get { return this.parameterValues.Length; } } public BruteForceOptimizableParameters( int[] parameterValues , IBruteForceOptimizableParametersManager bruteForceOptimizableParametersManager ) { this.parameterValues = parameterValues; this.bruteForceOptimizableParametersManager = bruteForceOptimizableParametersManager; this.isFitnessSet = false; } public int[] GetValues() { return this.parameterValues; } } } |