[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/WeightedPVO/WeightedBalancedPVO GenomeManagerWeightedBalancedPVO.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/WeightedPVO/WeightedBalancedPVO
In directory sc8-pr-cvs16:/tmp/cvs-serv3185/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/WeightedPVO/WeightedBalancedPVO

Modified Files:
	GenomeManagerWeightedBalancedPVO.cs 
Log Message:
Fixed bug in overriden method getTickerWeight 

Index: GenomeManagerWeightedBalancedPVO.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/WeightedPVO/WeightedBalancedPVO/GenomeManagerWeightedBalancedPVO.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** GenomeManagerWeightedBalancedPVO.cs	27 Feb 2007 22:52:40 -0000	1.1
--- GenomeManagerWeightedBalancedPVO.cs	9 Apr 2007 18:00:52 -0000	1.2
***************
*** 115,118 ****
--- 115,119 ----
      {
      	double totalOfWeightsForTickersOfTheSameSign = 0.0;
+     	int numOfTickersOfTheSameSign = 0;
      	for(int j = this.numOfGenesDedicatedToThresholds; j < genes.Length; j++)
        {
***************
*** 122,135 ****
        	//thresholds are asymmetrical and current Index Points To A Ticker Of The Same Sign
          //0 has to be avoided !
!     								totalOfWeightsForTickersOfTheSameSign += Math.Abs(genes[j]) + 1.0;
!        	else if ( this.numOfGenesDedicatedToThresholds == 1 && j%2!=0 && 
          	       this.getTickerWeight_currentIndexPointsToATickerOfTheSameSign(genes,j+1,tickerPositionInGenes) )
       		//ticker weight is contained in genes at odd position when 
        	//thresholds are symmetrical and current Index Points To A Ticker Of The Same Sign
          //0 has to be avoided !
!     								totalOfWeightsForTickersOfTheSameSign += Math.Abs(genes[j]) + 1.0;
        }
!       return ( Math.Abs(genes[tickerPositionInGenes-1]) + 1.0 ) /
!       	     ( 2 * totalOfWeightsForTickersOfTheSameSign );
      }
    
--- 123,148 ----
        	//thresholds are asymmetrical and current Index Points To A Ticker Of The Same Sign
          //0 has to be avoided !
!     		{						
!     			totalOfWeightsForTickersOfTheSameSign += Math.Abs(genes[j]) + 1.0;
!  				  numOfTickersOfTheSameSign++;    	
!     		}
!     		else if ( this.numOfGenesDedicatedToThresholds == 1 && j%2!=0 &&
          	       this.getTickerWeight_currentIndexPointsToATickerOfTheSameSign(genes,j+1,tickerPositionInGenes) )
       		//ticker weight is contained in genes at odd position when 
        	//thresholds are symmetrical and current Index Points To A Ticker Of The Same Sign
          //0 has to be avoided !
!     		{
!     			totalOfWeightsForTickersOfTheSameSign += Math.Abs(genes[j]) + 1.0;
!     			numOfTickersOfTheSameSign++;
!     		}
        }
!       double minimumWeight = 0.75*(0.5/numOfTickersOfTheSameSign);
!       //with 0.75 the minimum weight for 4 ticker can be 0.1875 (2 long and 2 short)
!       //or 0.125 (3 long and 1 short or viceversa)
!       double normalizingWeight = (  ( Math.Abs(genes[tickerPositionInGenes-1]) + 1.0 ) /
!                     												totalOfWeightsForTickersOfTheSameSign   ) * 
!                  								 (0.5 - numOfTickersOfTheSameSign*minimumWeight);
!       
!       return minimumWeight + normalizingWeight;
      }