[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagGenomeManager.cs, 1.8, 1.9

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv30205/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagGenomeManager.cs 
Log Message:
Several double data have been replaced by float data

Index: WFLagGenomeManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagGenomeManager.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** WFLagGenomeManager.cs	3 Jan 2007 23:20:09 -0000	1.8
--- WFLagGenomeManager.cs	13 Jul 2007 10:15:52 -0000	1.9
***************
*** 162,166 ****
  		}
  
! 		private double[] getFitnessValue_getLinearCombinationReturns(
  			WeightedPositions weightedPositions )
  		{
--- 162,166 ----
  		}
  
! 		private float[] getFitnessValue_getLinearCombinationReturns(
  			WeightedPositions weightedPositions )
  		{
***************
*** 173,178 ****
  			float[][] tickersReturns =
  				this.wFLagCandidates.GetTickersReturns( tickers );
! 			double[] linearCombinationReturns =
! 				new double[ tickersReturns[ 0 ].Length ];
  			for( int i = 0; i < linearCombinationReturns.Length ; i++ )
  				// computes linearCombinationReturns[ i ]
--- 173,178 ----
  			float[][] tickersReturns =
  				this.wFLagCandidates.GetTickersReturns( tickers );
! 			float[] linearCombinationReturns =
! 				new float[ tickersReturns[ 0 ].Length ];
  			for( int i = 0; i < linearCombinationReturns.Length ; i++ )
  				// computes linearCombinationReturns[ i ]
***************
*** 181,185 ****
  				for ( int j=0 ; j < weightedPositions.Count ; j++ )
  				{
! 					double weightedPositionReturn =
  						tickersReturns[ j ][ i ] * multipliers[ j ];
  					linearCombinationReturns[ i ] += weightedPositionReturn;
--- 181,185 ----
  				for ( int j=0 ; j < weightedPositions.Count ; j++ )
  				{
! 					float weightedPositionReturn =
  						tickersReturns[ j ][ i ] * multipliers[ j ];
  					linearCombinationReturns[ i ] += weightedPositionReturn;
***************
*** 188,198 ****
  			return linearCombinationReturns;
  		}
! 		private double[] getFitnessValue_getStrategyReturn(
! 			double[] drivingPositionsReturns , double[] portfolioPositionsReturns )
  		{
  			// strategyReturns contains one element less than drivingPositionsReturns,
  			// because there is no strategy for the very first period (at least
  			// one day signal is needed)
! 			double[] strategyReturns = new double[ portfolioPositionsReturns.Length - 1 ];
  			for ( int i = 0 ; i < portfolioPositionsReturns.Length - 1 ; i++ )
  				if ( drivingPositionsReturns[ i ] < 0 )
--- 188,198 ----
  			return linearCombinationReturns;
  		}
! 		private float[] getFitnessValue_getStrategyReturn(
! 			float[] drivingPositionsReturns , float[] portfolioPositionsReturns )
  		{
  			// strategyReturns contains one element less than drivingPositionsReturns,
  			// because there is no strategy for the very first period (at least
  			// one day signal is needed)
! 			float[] strategyReturns = new float[ portfolioPositionsReturns.Length - 1 ];
  			for ( int i = 0 ; i < portfolioPositionsReturns.Length - 1 ; i++ )
  				if ( drivingPositionsReturns[ i ] < 0 )
***************
*** 211,215 ****
  
  		}
! 		private double getFitnessValue( double[] strategyReturns )
  		{
  //			double fitnessValue =
--- 211,215 ----
  
  		}
! 		private double getFitnessValue( float[] strategyReturns )
  		{
  //			double fitnessValue =
***************
*** 234,244 ****
  			WFLagWeightedPositions wFLagWeightedPositions )
  		{
! 			double[] drivingPositionsReturns =
  				this.getFitnessValue_getLinearCombinationReturns(
  				wFLagWeightedPositions.DrivingWeightedPositions );
! 			double[] portfolioPositionsReturns =
  				this.getFitnessValue_getLinearCombinationReturns(
  				wFLagWeightedPositions.PortfolioWeightedPositions );
! 			double[] strategyReturns =
  				this.getFitnessValue_getStrategyReturn(
  				drivingPositionsReturns , portfolioPositionsReturns );
--- 234,244 ----
  			WFLagWeightedPositions wFLagWeightedPositions )
  		{
! 			float[] drivingPositionsReturns =
  				this.getFitnessValue_getLinearCombinationReturns(
  				wFLagWeightedPositions.DrivingWeightedPositions );
! 			float[] portfolioPositionsReturns =
  				this.getFitnessValue_getLinearCombinationReturns(
  				wFLagWeightedPositions.PortfolioWeightedPositions );
! 			float[] strategyReturns =
  				this.getFitnessValue_getStrategyReturn(
  				drivingPositionsReturns , portfolioPositionsReturns );