[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag RunWalkForwardLag.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv13334/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	RunWalkForwardLag.cs 
Log Message:
Better OO approach now: an IWFLagWeightedPositionChooser interface has been introduced.
Now it will be easier to move both from a strategy to another, and from an optimization technique to another

Index: RunWalkForwardLag.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/RunWalkForwardLag.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** RunWalkForwardLag.cs	3 Nov 2006 16:41:26 -0000	1.7
--- RunWalkForwardLag.cs	18 Feb 2007 01:04:59 -0000	1.8
***************
*** 45,50 ****
  		private string tickerGroupID;
  		private int numberEligibleTickers;
! 		private int numberOfDrivingPositions;
! 		private int numberOfPortfolioPositions;
  		private int numberDaysForInSampleOptimization;
  		private int numDaysBetweenEachOptimization;
--- 45,52 ----
  		private string tickerGroupID;
  		private int numberEligibleTickers;
! 		private IWFLagWeightedPositionsChooser
! 			wFLagWeightedPositionsChooser;
! //		private int numberOfDrivingPositions;
! //		private int numberOfPortfolioPositions;
  		private int numberDaysForInSampleOptimization;
  		private int numDaysBetweenEachOptimization;
***************
*** 69,94 ****
  		public RunWalkForwardLag(
  			string tickerGroupID ,
! 			int numberEligibleTickers ,
! 			int numberOfDrivingPositions ,
! 			int numberOfPortfolioPositions ,
! 			int numberDaysForInSampleOptimization ,
  			int numDaysBetweenEachOptimization ,
- 			int generationNumberForGeneticOptimizer ,
- 			int populationSizeForGeneticOptimizer ,
- 			string benchmark ,
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
- 			IEquityEvaluator equityEvaluator ,
  			double maxRunningHours )
  		{
  			this.tickerGroupID = tickerGroupID;
! 			this.numberEligibleTickers = numberEligibleTickers;
! 			this.numberOfDrivingPositions = numberOfDrivingPositions;
! 			this.numberOfPortfolioPositions = numberOfPortfolioPositions;
! 			this.numberDaysForInSampleOptimization = numberDaysForInSampleOptimization;
  			this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
  			this.generationNumberForGeneticOptimizer = generationNumberForGeneticOptimizer;
  			this.populationSizeForGeneticOptimizer = populationSizeForGeneticOptimizer;
! 			this.benchmark = benchmark;
  			this.firstDateTime = firstDateTime;
  			this.lastDateTime = lastDateTime;
--- 71,91 ----
  		public RunWalkForwardLag(
  			string tickerGroupID ,
! 			int maxNumberOfEligibleTickers ,
! 			IWFLagWeightedPositionsChooser wFLagWeightedPositionsChooser ,
  			int numDaysBetweenEachOptimization ,
  			DateTime firstDateTime ,
  			DateTime lastDateTime ,
  			double maxRunningHours )
  		{
  			this.tickerGroupID = tickerGroupID;
! 			this.numberEligibleTickers = maxNumberOfEligibleTickers;
! 			this.wFLagWeightedPositionsChooser = wFLagWeightedPositionsChooser;
! 			this.numberDaysForInSampleOptimization =
! 				wFLagWeightedPositionsChooser.NumberDaysForInSampleOptimization;
  			this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
  			this.generationNumberForGeneticOptimizer = generationNumberForGeneticOptimizer;
  			this.populationSizeForGeneticOptimizer = populationSizeForGeneticOptimizer;
! 			this.benchmark =
! 				this.wFLagWeightedPositionsChooser.Benchmark;
  			this.firstDateTime = firstDateTime;
  			this.lastDateTime = lastDateTime;
***************
*** 130,141 ****
  				this.benchmark ,
  				this.numberEligibleTickers ,
! 				this.numberOfPortfolioPositions ,
! 				this.numberOfDrivingPositions ,
! 				this.numberDaysForInSampleOptimization ,
  				this.numDaysBetweenEachOptimization ,
! 				this.account ,
! 				this.generationNumberForGeneticOptimizer ,
! 				this.populationSizeForGeneticOptimizer ,
! 				this.equityEvaluator );
  		}
  		public static void WriteToTextLog( string message )
--- 127,133 ----
  				this.benchmark ,
  				this.numberEligibleTickers ,
! 				this.wFLagWeightedPositionsChooser ,
  				this.numDaysBetweenEachOptimization ,
! 				this.account );
  		}
  		public static void WriteToTextLog( string message )
***************
*** 212,217 ****
  				this.getLongStringForDateTime( DateTime.Now ) + "_" +
  				"Group_" + this.tickerGroupID + "_" +
! 				"DrvPstns_" + this.numberOfDrivingPositions + "_" +
! 				"PrtfPstns_" + this.numberOfPortfolioPositions + "_" +
  				"GenNum_" + this.generationNumberForGeneticOptimizer + "_" +
  				"PopSize_" + this.populationSizeForGeneticOptimizer + "_" +
--- 204,211 ----
  				this.getLongStringForDateTime( DateTime.Now ) + "_" +
  				"Group_" + this.tickerGroupID + "_" +
! 				"DrvPstns_" +
! 				this.wFLagWeightedPositionsChooser.NumberOfDrivingPositions + "_" +
! 				"PrtfPstns_" +
! 				this.wFLagWeightedPositionsChooser.NumberOfPortfolioPositions + "_" +
  				"GenNum_" + this.generationNumberForGeneticOptimizer + "_" +
  				"PopSize_" + this.populationSizeForGeneticOptimizer + "_" +
***************
*** 286,296 ****
  		}
  		#endregion
! 		private void newChosenTickersEventHandler( object sender ,
! 			WFLagNewChosenTickersEventArgs eventArgs )
  		{
! 			WFLagChosenPositions wFLagChosenPositions =
! 				new WFLagChosenPositions( eventArgs.WFLagChosenTickers ,
! 				this.endOfDayTimer.GetCurrentTime().DateTime );
! 			this.wFLagLog.Add( wFLagChosenPositions );
  		}
  		private void run_addEventHandlers()
--- 280,290 ----
  		}
  		#endregion
! 		private void newChosenPositionsEventHandler( object sender ,
! 			WFLagNewChosenPositionsEventArgs eventArgs )
  		{
! //			WFLagChosenPositions wFLagChosenPositions =
! //				new WFLagChosenPositions( eventArgs.WFLagChosenTickers ,
! //				this.endOfDayTimer.GetCurrentTime().DateTime );
! 			this.wFLagLog.Add( eventArgs.WFLagChosenPositions );
  		}
  		private void run_addEventHandlers()
***************
*** 307,313 ****
  				new MarketCloseEventHandler(
  				this.marketCloseEventHandler );
! 			this.endOfDayTimerHandler.NewChosenTickers +=
! 				new NewChosenTickersEventHandler(
! 				this.newChosenTickersEventHandler	);
  		}
  		public override void Run()
--- 301,307 ----
  				new MarketCloseEventHandler(
  				this.marketCloseEventHandler );
! 			this.endOfDayTimerHandler.NewChosenPositions +=
! 				new NewChosenPositionsEventHandler(
! 				this.newChosenPositionsEventHandler	);
  		}
  		public override void Run()