[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination FixedLevelOscillatorBiasedPVOStrategy.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination
In directory sc8-pr-cvs16:/tmp/cvs-serv5777/b7_Scripts/WalkForwardTesting/LinearCombination

Modified Files:
	FixedLevelOscillatorBiasedPVOStrategy.cs 
Log Message:
The class (which is used for testing PVO Genomes out of sample) now supports multiple genomes having the same in sample optimization period

Index: FixedLevelOscillatorBiasedPVOStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/FixedLevelOscillatorBiasedPVOStrategy.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** FixedLevelOscillatorBiasedPVOStrategy.cs	27 Feb 2007 22:54:44 -0000	1.1
--- FixedLevelOscillatorBiasedPVOStrategy.cs	9 Apr 2007 18:06:25 -0000	1.2
***************
*** 62,67 ****
                                         
  		{
! 			this.chosenTickers = tickers;
! 			this.chosenTickersPortfolioWeights = tickersPortfolioWeights;
        this.currentOversoldThreshold = oversoldThreshold;
        this.currentOverboughtThreshold = overboughtThreshold;
--- 62,67 ----
                                         
  		{
! 			this.bestGenomesChosenTickers = tickers;
! 			this.bestGenomesChosenTickersPortfolioWeights = tickersPortfolioWeights;
        this.currentOversoldThreshold = oversoldThreshold;
        this.currentOverboughtThreshold = overboughtThreshold;
***************
*** 95,100 ****
  	        for(int i = 0; i < this.numberOfTickersToBeChosen; i++)
  	        {
! 	          tickers[i] = this.chosenTickers[indexForChosenTickers,i];
! 	          tickerWeights[i] = this.chosenTickersPortfolioWeights[indexForChosenTickers,i];
  	        }
  	        returnValue =
--- 95,100 ----
  	        for(int i = 0; i < this.numberOfTickersToBeChosen; i++)
  	        {
! 	          tickers[i] = this.bestGenomesChosenTickers[indexForChosenTickers,i];
! 	          tickerWeights[i] = this.bestGenomesChosenTickersPortfolioWeights[indexForChosenTickers,i];
  	        }
  	        returnValue =