[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositio
Brought to you by:
glauco_1
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv28011/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio Modified Files: WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs Log Message: Several private members have been cleaned up, in order to reflect the constructor parameters Index: WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs,v retrieving revision 1.2 retrieving revision 1.3 diff -C2 -d -r1.2 -r1.3 *** WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs 13 Jun 2007 21:29:01 -0000 1.2 --- WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs 24 Jun 2007 21:32:45 -0000 1.3 *************** *** 42,46 **** protected int numberOfDrivingPositions; ! protected int numberOfPortfolioPositions; protected int inSampleDays; protected string benchmark; --- 42,46 ---- protected int numberOfDrivingPositions; ! private string[] portfolioSignedTickers; protected int inSampleDays; protected string benchmark; *************** *** 52,56 **** // first in sample quote date for driving positions ! protected DateTime firstInSampleDrivingDate; // last in sample quote date for equity evaluation protected DateTime lastInSampleOptimizationDate; --- 52,56 ---- // first in sample quote date for driving positions ! protected DateTime firstInSampleDateForDrivingPositions; // last in sample quote date for equity evaluation protected DateTime lastInSampleOptimizationDate; *************** *** 68,72 **** get { ! return this.numberOfPortfolioPositions; } } --- 68,72 ---- get { ! return this.portfolioSignedTickers.Length; } } *************** *** 106,110 **** public WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio( int numberOfDrivingPositions , ! string[] portfolioPositionTickers , int inSampleDays , string benchmark , --- 106,110 ---- public WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio( int numberOfDrivingPositions , ! string[] portfolioSignedTickers , int inSampleDays , string benchmark , *************** *** 115,119 **** { this.numberOfDrivingPositions = numberOfDrivingPositions; ! this.numberOfPortfolioPositions = portfolioPositionTickers.Length; this.inSampleDays = inSampleDays; this.benchmark = benchmark; --- 115,119 ---- { this.numberOfDrivingPositions = numberOfDrivingPositions; ! this.portfolioSignedTickers = portfolioSignedTickers; this.inSampleDays = inSampleDays; this.benchmark = benchmark; *************** *** 154,158 **** EndOfDayDateTime now ) { ! this.firstInSampleDrivingDate = now.DateTime.AddDays( -( this.NumberDaysForInSampleOptimization - 1 ) ); --- 154,158 ---- EndOfDayDateTime now ) { ! this.firstInSampleDateForDrivingPositions = now.DateTime.AddDays( -( this.NumberDaysForInSampleOptimization - 1 ) ); *************** *** 163,172 **** genomeManager = new WFLagGenomeManagerForFixedPortfolioWithNormalDrivingAndPortfolio( eligibleTickersForDrivingPositions.EligibleTickers , ! eligibleTickersForDrivingPositions.EligibleTickers , ! this.firstInSampleDrivingDate , this.lastInSampleOptimizationDate , - this.numberOfDrivingPositions , - this.numberOfPortfolioPositions , this.equityEvaluator , QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator ); --- 163,171 ---- genomeManager = new WFLagGenomeManagerForFixedPortfolioWithNormalDrivingAndPortfolio( + this.numberOfDrivingPositions , eligibleTickersForDrivingPositions.EligibleTickers , ! this.portfolioSignedTickers , ! this.firstInSampleDateForDrivingPositions , this.lastInSampleOptimizationDate , this.equityEvaluator , QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator ); |