[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs, 1.4, 1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv12218/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio

Modified Files:
	WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs 
Log Message:
A logical error has been fixed:
this.setChosenPositions_usingTheGeneticOptimizer() is used now, instead of this.setWeightedPositions_usingTheGeneticOptimizer()


Index: WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs	13 Jul 2007 10:13:06 -0000	1.4
--- WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs	1 Aug 2007 23:15:39 -0000	1.5
***************
*** 125,129 ****
  				generationNumberForGeneticOptimizer;
  		}
! 		#region setWeightedPositions_usingTheGeneticOptimizer
  		private History getTimeLineForOptimization( EndOfDayDateTime now )
  		{
--- 125,129 ----
  				generationNumberForGeneticOptimizer;
  		}
! 		#region setChosenPositions_usingTheGeneticOptimizer
  		private History getTimeLineForOptimization( EndOfDayDateTime now )
  		{
***************
*** 150,159 ****
  //				wFLagWeightedPositions.PortfolioWeightedPositions;
  //		}
! 		private void setSignedTickers_setTickersFromGenome(
! 			IGenomeManager genomeManager ,
! 			Genome genome )
  		{
  			this.wFLagChosenPositions =
! 				( WFLagChosenPositions )genomeManager.Decode( genome );
  //			this.setWeightedPositions( wFLagWeightedPositions );
  			//			this.drivingWeightedPositions =
--- 150,174 ----
  //				wFLagWeightedPositions.PortfolioWeightedPositions;
  //		}
! 		private WFLagWeightedPositions getWFLagWeightedPositions_FromDecodableGenome(
! 			IGenomeManager genomeManager , Genome genome )
  		{
+ 			object wFLagWeightedPositions =
+ 				genomeManager.Decode( genome );
+ 			if ( !(wFLagWeightedPositions is WFLagWeightedPositions) )
+ 				throw new Exception( "The genome is not a WFLagWeightedPositions. " +
+ 					"It should happen only if the genome is undecodable. This " +
+ 					"should never happen for the best genome." );
+ 			return (WFLagWeightedPositions)wFLagWeightedPositions;
+ 		}
+ 		private void setChosenPositions_FromDecodableGenome(
+ 			IGenomeManager genomeManager , Genome genome ,
+ 			EndOfDayDateTime now )
+ 		{
+ 			WFLagWeightedPositions wFLagWeightedPositions =
+ 				this.getWFLagWeightedPositions_FromDecodableGenome(
+ 				genomeManager , genome );
  			this.wFLagChosenPositions =
! 				new WFLagChosenPositions(
! 				wFLagWeightedPositions , now.DateTime );
  //			this.setWeightedPositions( wFLagWeightedPositions );
  			//			this.drivingWeightedPositions =
***************
*** 162,166 ****
  			//				wFLagWeightedPositions.PortfolioWeightedPositions;
  		}
! 		public virtual void setWeightedPositions_usingTheGeneticOptimizer(
  			WFLagEligibleTickers eligibleTickersForDrivingPositions ,
  			EndOfDayDateTime now )
--- 177,181 ----
  			//				wFLagWeightedPositions.PortfolioWeightedPositions;
  		}
! 		public virtual void setChosenPositions_usingTheGeneticOptimizer(
  			WFLagEligibleTickers eligibleTickersForDrivingPositions ,
  			EndOfDayDateTime now )
***************
*** 193,203 ****
  			geneticOptimizer.Run( false );
  
! 			this.setSignedTickers_setTickersFromGenome(
! 				genomeManager , geneticOptimizer.BestGenome );
  
  //			this.generation = geneticOptimizer.BestGenome.Generation;
  
  		}
! 		#endregion
  		private void chosePositions_checkParameters(
  			WFLagEligibleTickers eligibleTickersForDrivingPositions ,
--- 208,218 ----
  			geneticOptimizer.Run( false );
  
! 			this.setChosenPositions_FromDecodableGenome(
! 				genomeManager , geneticOptimizer.BestGenome , now );
  
  //			this.generation = geneticOptimizer.BestGenome.Generation;
  
  		}
! 		#endregion //setChosenPositions_usingTheGeneticOptimizer
  		private void chosePositions_checkParameters(
  			WFLagEligibleTickers eligibleTickersForDrivingPositions ,
***************
*** 228,232 ****
  			this.chosePositions_checkParameters( eligibleTickersForDrivingPositions ,
  				now );
! 			this.setWeightedPositions_usingTheGeneticOptimizer(
  				eligibleTickersForDrivingPositions ,
  				now );
--- 243,247 ----
  			this.chosePositions_checkParameters( eligibleTickersForDrivingPositions ,
  				now );
! 			this.setChosenPositions_usingTheGeneticOptimizer(
  				eligibleTickersForDrivingPositions ,
  				now );