[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOs
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/BiasedPVO/BiasedOTC_PVONoThresholds
In directory sc8-pr-cvs16:/tmp/cvs-serv4536/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/BiasedPVO/BiasedOTC_PVONoThresholds
Modified Files:
GenomeManagerBiasedOTC_PVONoThresholds.cs
Log Message:
Different implementation for the overriden GetFitnessValue method
Index: GenomeManagerBiasedOTC_PVONoThresholds.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/BiasedPVO/BiasedOTC_PVONoThresholds/GenomeManagerBiasedOTC_PVONoThresholds.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** GenomeManagerBiasedOTC_PVONoThresholds.cs 27 Feb 2007 22:52:41 -0000 1.1
--- GenomeManagerBiasedOTC_PVONoThresholds.cs 9 Apr 2007 18:04:00 -0000 1.2
***************
*** 128,135 ****
// for( int i = 0; i<asbolutePortfolioRatesOfReturns.Length; i++ )
// asbolutePortfolioRatesOfReturns[i] = Math.Abs(this.portfolioRatesOfReturn[i]);
! returnValue = 1.0/
! //( BasicFunctions.SimpleAverage(asbolutePortfolioRatesOfReturns) *
! (
! Math.Abs( BasicFunctions.SimpleAverage(this.portfolioRatesOfReturn)));//) *
//BasicFunctions.StdDev(this.portfolioRatesOfReturn) ); //);
return returnValue;
--- 128,132 ----
// for( int i = 0; i<asbolutePortfolioRatesOfReturns.Length; i++ )
// asbolutePortfolioRatesOfReturns[i] = Math.Abs(this.portfolioRatesOfReturn[i]);
! returnValue = BasicFunctions.SimpleAverage(this.portfolioRatesOfReturn);
//BasicFunctions.StdDev(this.portfolioRatesOfReturn) ); //);
return returnValue;
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