[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs, 1.3, 1.4

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv28554/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio

Modified Files:
	WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs 
Log Message:
timeLineForOptimization is computed and used as a private member

Index: WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs	24 Jun 2007 21:32:45 -0000	1.3
--- WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs	13 Jul 2007 10:13:06 -0000	1.4
***************
*** 24,30 ****
--- 24,32 ----
  
  using QuantProject.ADT;
+ using QuantProject.ADT.Histories;
  using QuantProject.ADT.Optimizing.Genetic;
  using QuantProject.Business.Strategies.EquityEvaluation;
  using QuantProject.Business.Timing;
+ using QuantProject.Data.DataTables;
  using QuantProject.Scripts.WalkForwardTesting.WalkForwardLag.WFLagDebugger;
  
***************
*** 51,58 ****
  		protected WFLagChosenPositions wFLagChosenPositions;
  
! 		// first in sample quote date for driving positions
! 		protected DateTime firstInSampleDateForDrivingPositions;
! 		// last in sample quote date for equity evaluation
! 		protected DateTime lastInSampleOptimizationDate;
  
  		public int NumberOfDrivingPositions
--- 53,60 ----
  		protected WFLagChosenPositions wFLagChosenPositions;
  
! //		// first in sample quote date for driving positions
! //		protected DateTime firstInSampleDateForDrivingPositions;
! //		// last in sample quote date for equity evaluation
! //		protected DateTime lastInSampleOptimizationDate;
  
  		public int NumberOfDrivingPositions
***************
*** 124,127 ****
--- 126,139 ----
  		}
  		#region setWeightedPositions_usingTheGeneticOptimizer
+ 		private History getTimeLineForOptimization( EndOfDayDateTime now )
+ 		{
+ 			DateTime firstInSampleDateForDrivingPositions =
+ 				now.DateTime.AddDays(
+ 				-( this.NumberDaysForInSampleOptimization - 1 ) );
+ 			DateTime lastInSampleOptimizationDate =
+ 				now.DateTime;
+ 			return Quotes.GetMarketDays( this.benchmark ,
+ 				firstInSampleDateForDrivingPositions , lastInSampleOptimizationDate );
+ 		}
  		private void newGenerationEventHandler(
  			object sender , NewGenerationEventArgs e )
***************
*** 154,162 ****
  			EndOfDayDateTime now )
  		{
! 			this.firstInSampleDateForDrivingPositions =
! 				now.DateTime.AddDays(
! 				-( this.NumberDaysForInSampleOptimization - 1 ) );
! 			this.lastInSampleOptimizationDate =
! 				now.DateTime;
  
  			WFLagGenomeManagerForFixedPortfolioWithNormalDrivingAndPortfolio
--- 166,171 ----
  			EndOfDayDateTime now )
  		{
! 			History timeLineForOptimization =
! 				this.getTimeLineForOptimization( now );
  
  			WFLagGenomeManagerForFixedPortfolioWithNormalDrivingAndPortfolio
***************
*** 166,171 ****
  				eligibleTickersForDrivingPositions.EligibleTickers ,
  				this.portfolioSignedTickers ,
! 				this.firstInSampleDateForDrivingPositions ,
! 				this.lastInSampleOptimizationDate ,
  				this.equityEvaluator ,
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
--- 175,179 ----
  				eligibleTickersForDrivingPositions.EligibleTickers ,
  				this.portfolioSignedTickers ,
! 				timeLineForOptimization ,
  				this.equityEvaluator ,
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );