[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagGenomeManager.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv18459/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagGenomeManager.cs 
Log Message:
The script structure has been improved: an IEquityEvaluator parameter has been added to the RunWalkForwardLag constructor (and to many other involved classes)

Index: WFLagGenomeManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagGenomeManager.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** WFLagGenomeManager.cs	8 Oct 2006 16:00:19 -0000	1.6
--- WFLagGenomeManager.cs	3 Nov 2006 16:35:13 -0000	1.7
***************
*** 28,31 ****
--- 28,32 ----
  using QuantProject.ADT.Statistics;
  using QuantProject.Business.Strategies;
+ using QuantProject.Business.Strategies.EquityEvaluation;
  
  namespace QuantProject.Scripts.WalkForwardTesting.WalkForwardLag
***************
*** 51,54 ****
--- 52,57 ----
  		protected WFLagCandidates wFLagCandidates;
  
+ 		private IEquityEvaluator equityEvaluator;
+ 
  
  		public int GenomeSize
***************
*** 96,99 ****
--- 99,103 ----
  			int numberOfDrivingPositions ,
  			int numberOfTickersInPortfolio ,
+ 			IEquityEvaluator equityEvaluator ,
  			int seedForRandomGenerator )
  
***************
*** 111,114 ****
--- 115,120 ----
  
  			this.minimumPositionWeight = 0.2;	// TO DO this value should become a constructor parameter
+ 			
+ 			this.equityEvaluator = equityEvaluator;
  
  //			GenomeManagement.SetRandomGenerator(
***************
*** 207,216 ****
  		private double getFitnessValue( double[] strategyReturns )
  		{
  			double fitnessValue =
! 				AdvancedFunctions.GetSharpeRatio(
  				strategyReturns );
! //						double fitnessValue =
! //							AdvancedFunctions.GetExpectancyScore(
! //							strategyReturns );
  			//			double fitnessValue =
  			//				this.getFitnessValue_withGoodFinal( strategyReturns );
--- 213,226 ----
  		private double getFitnessValue( double[] strategyReturns )
  		{
+ //			double fitnessValue =
+ //				AdvancedFunctions.GetSharpeRatio(
+ //				strategyReturns );
+ //			double fitnessValue =
+ //				AdvancedFunctions.GetExpectancyScore(
+ //				strategyReturns );
  			double fitnessValue =
! 				this.equityEvaluator.GetReturnsEvaluation(
  				strategyReturns );
! 
  			//			double fitnessValue =
  			//				this.getFitnessValue_withGoodFinal( strategyReturns );