[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting GenomeManagerForEfficientOTCCTOPortfolio.cs, 1.1, 1.2 EndOfDayTimerHandlerOTCMultiday.cs, 1.6, 1.7 EndOfDayTimerHandlerOTCMultiAccount.cs, 1.1, 1.2 EndOfDayTimerHandlerOTCCTO.cs, 1.5, 1.6 EndOfDayTimerHandlerOTC.cs, 1.4, 1.5 EndOfDayTimerHandlerLastChosenPortfolio.cs, 1.2, 1.3 EndOfDayTimerHandlerCTOMultiAccount.cs, 1.1, 1.2 EndOfDayTimerHandlerCTO.cs, 1.24, 1.25 EndOfDayTimerHandlerCTCWeekly.cs, 1.5, 1.6 EndOfDayTimerHandlerCTC.cs, 1.21, 1.22

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3064/b7_Scripts/TickerSelectionTesting

Modified Files:
	GenomeManagerForEfficientOTCCTOPortfolio.cs 
	EndOfDayTimerHandlerOTCMultiday.cs 
	EndOfDayTimerHandlerOTCMultiAccount.cs 
	EndOfDayTimerHandlerOTCCTO.cs EndOfDayTimerHandlerOTC.cs 
	EndOfDayTimerHandlerLastChosenPortfolio.cs 
	EndOfDayTimerHandlerCTOMultiAccount.cs 
	EndOfDayTimerHandlerCTO.cs EndOfDayTimerHandlerCTCWeekly.cs 
	EndOfDayTimerHandlerCTC.cs 
Log Message:
Minor changes:
-formatting changes;
-changes in parameters.

Index: EndOfDayTimerHandlerLastChosenPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerLastChosenPortfolio.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** EndOfDayTimerHandlerLastChosenPortfolio.cs	25 Jun 2005 09:50:44 -0000	1.2
--- EndOfDayTimerHandlerLastChosenPortfolio.cs	17 Sep 2006 21:48:39 -0000	1.3
***************
*** 71,75 ****
      	if(endOfDayTimingEventArgs.EndOfDayDateTime.CompareTo(this.firstDate) == 0)
      	{
!     		this.openPositions();
      	}
      }
--- 71,75 ----
      	if(endOfDayTimingEventArgs.EndOfDayDateTime.CompareTo(this.firstDate) == 0)
      	{
!     		this.openPositions(this.chosenTickers);
      	}
      }

Index: EndOfDayTimerHandlerOTCCTO.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCCTO.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** EndOfDayTimerHandlerOTCCTO.cs	3 Aug 2006 21:31:15 -0000	1.5
--- EndOfDayTimerHandlerOTCCTO.cs	17 Sep 2006 21:48:39 -0000	1.6
***************
*** 78,82 ****
      	//if(this.numDaysElapsedSinceLastOptimization == 0)
      	this.closePositions();	
!       this.openPositions();
      }
      private void reverseSignOfChosenTickers()
--- 78,82 ----
      	//if(this.numDaysElapsedSinceLastOptimization == 0)
      	this.closePositions();	
!       this.openPositions(this.chosenTickers);
      }
      private void reverseSignOfChosenTickers()
***************
*** 105,109 ****
        this.orders.Clear();
        this.reverseSignOfChosenTickers();
!       this.openPositions();
        this.reverseSignOfChosenTickers();
      }
--- 105,109 ----
        this.orders.Clear();
        this.reverseSignOfChosenTickers();
!       this.openPositions(this.chosenTickers);
        this.reverseSignOfChosenTickers();
      }

Index: EndOfDayTimerHandlerOTCMultiday.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCMultiday.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** EndOfDayTimerHandlerOTCMultiday.cs	7 Aug 2006 21:09:15 -0000	1.6
--- EndOfDayTimerHandlerOTCMultiday.cs	17 Sep 2006 21:48:39 -0000	1.7
***************
*** 77,81 ****
      	
      	if(this.numDaysElapsedSinceLastOptimization == 0)
!     			this.openPositions();
      }
  		
--- 77,81 ----
      	
      	if(this.numDaysElapsedSinceLastOptimization == 0)
!     			this.openPositions(this.chosenTickers);
      }
  		

Index: EndOfDayTimerHandlerCTOMultiAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTOMultiAccount.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EndOfDayTimerHandlerCTOMultiAccount.cs	27 Sep 2005 22:29:58 -0000	1.1
--- EndOfDayTimerHandlerCTOMultiAccount.cs	17 Sep 2006 21:48:39 -0000	1.2
***************
*** 98,102 ****
      }
  
!     protected override void addChosenTickersToOrderList()
      {
        for(int i = 0; i<this.accounts.Length; i++)
--- 98,102 ----
      }
  
!     protected override void addChosenTickersToOrderList(string[] tickers)
      {
        for(int i = 0; i<this.accounts.Length; i++)

Index: EndOfDayTimerHandlerCTO.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTO.cs,v
retrieving revision 1.24
retrieving revision 1.25
diff -C2 -d -r1.24 -r1.25
*** EndOfDayTimerHandlerCTO.cs	3 Aug 2006 21:31:15 -0000	1.24
--- EndOfDayTimerHandlerCTO.cs	17 Sep 2006 21:48:39 -0000	1.25
***************
*** 88,92 ****
  //                  this.numDaysBetweenEachOptimization - 1)
  //      {
!       this.openPositions();
  //      }
      }
--- 88,92 ----
  //                  this.numDaysBetweenEachOptimization - 1)
  //      {
!       this.openPositions(this.chosenTickers);
  //      }
      }

Index: EndOfDayTimerHandlerCTC.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTC.cs,v
retrieving revision 1.21
retrieving revision 1.22
diff -C2 -d -r1.21 -r1.22
*** EndOfDayTimerHandlerCTC.cs	3 Aug 2006 21:31:15 -0000	1.21
--- EndOfDayTimerHandlerCTC.cs	17 Sep 2006 21:48:39 -0000	1.22
***************
*** 132,136 ****
             this.Account.Transactions.Count <= 1)
  				{
! 					this.openPositions();
          	this.daysCounterWithNoPositions = 0;
  				}
--- 132,136 ----
             this.Account.Transactions.Count <= 1)
  				{
! 					this.openPositions(this.chosenTickers);
          	this.daysCounterWithNoPositions = 0;
  				}

Index: GenomeManagerForEfficientOTCCTOPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/GenomeManagerForEfficientOTCCTOPortfolio.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** GenomeManagerForEfficientOTCCTOPortfolio.cs	2 Jul 2006 19:18:08 -0000	1.1
--- GenomeManagerForEfficientOTCCTOPortfolio.cs	17 Sep 2006 21:48:39 -0000	1.2
***************
*** 38,42 ****
  	/// </summary>
  	[Serializable]
!   public class GenomeManagerForEfficientOTCCTOPortfolio : GenomeManagerForWeightedEfficientPortfolio
    {
      
--- 38,42 ----
  	/// </summary>
  	[Serializable]
!   public class GenomeManagerForEfficientOTCCTOPortfolio : GenomeManagerForEfficientPortfolio
    {
      
***************
*** 86,91 ****
      protected override double getFitnessValue_calculate()
      {
!       //return this.RateOfReturn/Math.Sqrt(this.Variance);
!       return AdvancedFunctions.GetExpectancyScore(this.PortfolioRatesOfReturn);
      }
      
--- 86,91 ----
      protected override double getFitnessValue_calculate()
      {
!       return this.RateOfReturn/Math.Sqrt(this.Variance);
!       //return AdvancedFunctions.GetExpectancyScore(this.PortfolioRatesOfReturn);
      }
      

Index: EndOfDayTimerHandlerCTCWeekly.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerCTCWeekly.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** EndOfDayTimerHandlerCTCWeekly.cs	8 Nov 2005 18:36:48 -0000	1.5
--- EndOfDayTimerHandlerCTCWeekly.cs	17 Sep 2006 21:48:39 -0000	1.6
***************
*** 100,104 ****
      	if(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek == 
      	   DayOfWeek.Monday)
!     		this.openPositions();
      	
      	if(this.stopLossConditionReached ||
--- 100,104 ----
      	if(endOfDayTimingEventArgs.EndOfDayDateTime.DateTime.DayOfWeek == 
      	   DayOfWeek.Monday)
!     		this.openPositions(this.chosenTickers);
      	
      	if(this.stopLossConditionReached ||

Index: EndOfDayTimerHandlerOTCMultiAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTCMultiAccount.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EndOfDayTimerHandlerOTCMultiAccount.cs	7 Jan 2006 10:35:39 -0000	1.1
--- EndOfDayTimerHandlerOTCMultiAccount.cs	17 Sep 2006 21:48:39 -0000	1.2
***************
*** 98,102 ****
      }
  
!     protected override void addChosenTickersToOrderList()
      {
        for(int i = 0; i<this.accounts.Length; i++)
--- 98,102 ----
      }
  
!     protected override void addChosenTickersToOrderList(string[] tickers)
      {
        for(int i = 0; i<this.accounts.Length; i++)
***************
*** 116,120 ****
  
  
!     protected override void openPositions()
      {
        //add cash first
--- 116,120 ----
  
  
!     protected override void openPositions(string[] tickers)
      {
        //add cash first
***************
*** 125,129 ****
        }
  
!       this.addChosenTickersToOrderList();
        //execute orders actually
        for(int i = 0; i<this.accounts.Length; i++)
--- 125,129 ----
        }
  
!       this.addChosenTickersToOrderList(tickers);
        //execute orders actually
        for(int i = 0; i<this.accounts.Length; i++)
***************
*** 168,172 ****
      	//temporarily the if condition
      	//if(this.numDaysElapsedSinceLastOptimization == 0)
!     		this.openPositions();
      }
  		
--- 168,172 ----
      	//temporarily the if condition
      	//if(this.numDaysElapsedSinceLastOptimization == 0)
!     		this.openPositions(this.chosenTickers);
      }
  		

Index: EndOfDayTimerHandlerOTC.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/EndOfDayTimerHandlerOTC.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** EndOfDayTimerHandlerOTC.cs	3 Aug 2006 21:31:15 -0000	1.4
--- EndOfDayTimerHandlerOTC.cs	17 Sep 2006 21:48:39 -0000	1.5
***************
*** 126,130 ****
        if(allTickerHasBeenChosen && 
           this.marketOpenEventHandler_currCombinationHasLost())
!           this.openPositions();
      }
  		
--- 126,130 ----
        if(allTickerHasBeenChosen && 
           this.marketOpenEventHandler_currCombinationHasLost())
!           this.openPositions(this.chosenTickers);
      }