[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes RunEffici
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From: Marco M. <mi...@us...> - 2006-09-17 21:48:44
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3064/b7_Scripts/TickerSelectionTesting/TestingOTCTypes Modified Files: RunEfficientOTCTypes.cs EndOfDayTimerHandlerOTCTypes.cs Log Message: Minor changes: -formatting changes; -changes in parameters. Index: RunEfficientOTCTypes.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/RunEfficientOTCTypes.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** RunEfficientOTCTypes.cs 7 Aug 2006 21:21:20 -0000 1.5 --- RunEfficientOTCTypes.cs 17 Sep 2006 21:48:39 -0000 1.6 *************** *** 72,76 **** portfolioType, maxRunningHours) { ! this.ScriptName = "OTC_Types_ExpScoreWithCoeffAndPriceSelection"; this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization; this.accounts = new Account[4]; --- 72,76 ---- portfolioType, maxRunningHours) { ! this.ScriptName = "OTCTypes_SR_NoCoeffPriceSel"; this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization; this.accounts = new Account[4]; Index: EndOfDayTimerHandlerOTCTypes.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/EndOfDayTimerHandlerOTCTypes.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** EndOfDayTimerHandlerOTCTypes.cs 3 Aug 2006 21:31:15 -0000 1.4 --- EndOfDayTimerHandlerOTCTypes.cs 17 Sep 2006 21:48:39 -0000 1.5 *************** *** 222,226 **** currentDate.AddDays(-30), tickersFromGroup.Rows.Count, ! 30,500, 0.0001,100); --- 222,226 ---- currentDate.AddDays(-30), tickersFromGroup.Rows.Count, ! 20,500, 0.0001,100); *************** *** 262,269 **** if(setGenomeCounter) this.genomeCounter = new GenomeCounter(GO); ! GO.Run(false); this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod), ! currentDate,setOfTickersToBeOptimized.Rows.Count); this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers; this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights; --- 262,271 ---- if(setGenomeCounter) this.genomeCounter = new GenomeCounter(GO); ! GO.MutationRate = 0.2; ! GO.CrossoverRate = 0.95; GO.Run(false); this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod), ! currentDate,setOfTickersToBeOptimized.Rows.Count,-1, this.portfolioType, ! GO.GenerationCounter); this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers; this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights; |