[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs, 1.1, 1.2

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv25139/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager

Modified Files:
	WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs 
Log Message:
- the class inherits WFLagGenomeManager now (the private member wFLagGenomeManager has been removed)
- portfolioLongTicker and portfolioShortTicker are protected now (they were private before)
- the method decodePortfolioWeightedPositions is protected and virtual now (it was private before)

Index: WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagBruteForceOptimizableItemManager/WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs	8 Sep 2006 15:21:09 -0000	1.1
--- WFLagFixedPortfolioBruteForceOptimizableParametersManager.cs	20 Sep 2006 21:01:56 -0000	1.2
***************
*** 37,50 ****
  	/// </summary>
  	public class WFLagFixedPortfolioBruteForceOptimizableParametersManager :
! 		IBruteForceOptimizableParametersManager
  	{
  		private Combination drivingCombination;
  
  		private int numberOfDrivingPositions;
! 		private WFLagGenomeManager wFLagGenomeManager;
  
  		private DataTable eligibleTickersForDrivingPositions;
! 		private string portfolioLongTicker;
! 		private string portfolioShortTicker;
  
  		public int TotalIterations
--- 37,50 ----
  	/// </summary>
  	public class WFLagFixedPortfolioBruteForceOptimizableParametersManager :
! 		WFLagGenomeManager , IBruteForceOptimizableParametersManager
  	{
  		private Combination drivingCombination;
  
  		private int numberOfDrivingPositions;
! //		protected WFLagGenomeManager wFLagGenomeManager;
  
  		private DataTable eligibleTickersForDrivingPositions;
! 		protected string portfolioLongTicker;
! 		protected string portfolioShortTicker;
  
  		public int TotalIterations
***************
*** 61,65 ****
  			DateTime firstOptimizationDate ,
  			DateTime lastOptimizationDate ,
! 			int numberOfDrivingPositions )
  		{
  			this.eligibleTickersForDrivingPositions =
--- 61,73 ----
  			DateTime firstOptimizationDate ,
  			DateTime lastOptimizationDate ,
! 			int numberOfDrivingPositions ) :
! 			base(
! 			eligibleTickersForDrivingPositions ,
! 			eligibleTickersForDrivingPositions ,
! 			firstOptimizationDate ,
! 			lastOptimizationDate ,
! 			numberOfDrivingPositions ,
! 			2 ,
! 			QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator )
  		{
  			this.eligibleTickersForDrivingPositions =
***************
*** 72,83 ****
  				eligibleTickersForDrivingPositions.Rows.Count - 1 ,
  				numberOfDrivingPositions );
! 			this.wFLagGenomeManager = new WFLagGenomeManager(
! 				eligibleTickersForDrivingPositions ,
! 				eligibleTickersForDrivingPositions ,
! 				firstOptimizationDate ,
! 				lastOptimizationDate ,
! 				numberOfDrivingPositions ,
! 				2 ,
! 				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
  		}
  		public bool MoveNext()
--- 80,91 ----
  				eligibleTickersForDrivingPositions.Rows.Count - 1 ,
  				numberOfDrivingPositions );
! //			this.wFLagGenomeManager = new WFLagGenomeManager(
! //				eligibleTickersForDrivingPositions ,
! //				eligibleTickersForDrivingPositions ,
! //				firstOptimizationDate ,
! //				lastOptimizationDate ,
! //				numberOfDrivingPositions ,
! //				2 ,
! //				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
  		}
  		public bool MoveNext()
***************
*** 200,204 ****
  				this.eligibleTickersForDrivingPositions );
  		}
! 		private WeightedPositions decodePortfolioWeightedPositions(
  			int[] optimizableParameters )
  		{
--- 208,212 ----
  				this.eligibleTickersForDrivingPositions );
  		}
! 		protected virtual WeightedPositions decodePortfolioWeightedPositions(
  			int[] optimizableParameters )
  		{
***************
*** 251,255 ****
  				// all driving position parameters refer to distinct tickers
  				fitnessValue =
! 					this.wFLagGenomeManager.GetFitnessValue( wFLagWeightedPositions );
  			return fitnessValue;
  		}
--- 259,263 ----
  				// all driving position parameters refer to distinct tickers
  				fitnessValue =
! 					base.GetFitnessValue( wFLagWeightedPositions );
  			return fitnessValue;
  		}