[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WeightedPositions.cs, 1.7, 1.8

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23216/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WeightedPositions.cs 
Log Message:
A new constructor has been added.
Added new properties (NumberOfLongPositions and NumberOfShortPositions).
Other minor changes. 

Index: WeightedPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositions.cs,v
retrieving revision 1.7
retrieving revision 1.8
diff -C2 -d -r1.7 -r1.8
*** WeightedPositions.cs	7 Aug 2007 16:51:44 -0000	1.7
--- WeightedPositions.cs	8 Aug 2007 18:31:35 -0000	1.8
***************
*** 48,52 ****
  			get { return getType(); }
  		}
! 		public WeightedPositions( double[] normalizedWeightValues ,
  			string[] tickers )
  		{
--- 48,85 ----
  			get { return getType(); }
  		}
! 		
! 		private int numberOfLongPositions = int.MaxValue;
! 		private int numberOfShortPositions = int.MaxValue;
! 		
! 		public int NumberOfLongPositions {
! 			get {
! 				if(this.numberOfLongPositions == int.MaxValue)
! 				//that is private field has not been assigned yet
! 				{
! 					this.numberOfLongPositions = 0;
! 					foreach(WeightedPosition weightedPosition in this)
! 						if(weightedPosition.IsLong)
! 							this.numberOfLongPositions++;
! 				}
! 				return this.numberOfLongPositions;
! 			}
! 		}
! 
! 		public int NumberOfShortPositions {
! 			get {
! 				if(this.numberOfShortPositions == int.MaxValue)
! 				//that is private field has not been assigned yet
! 				{
! 					this.numberOfShortPositions = 0;
! 					foreach(WeightedPosition weightedPosition in this)
! 						if(weightedPosition.IsShort)
! 							this.numberOfShortPositions++;
! 				}
! 				return this.numberOfShortPositions;
! 			}
! 		}
! 			
! 		
! 		private void weightedPositions_default( double[] normalizedWeightValues ,
  			string[] tickers )
  		{
***************
*** 58,65 ****
  				if ( !this.ContainsKey( ticker ) )
  					this.Add( ticker , new WeightedPosition( weight , ticker ) );
- 				else
- 					((WeightedPosition)this[ ticker ]).Weight += weight;
  			}
  		}
  		#region checkParameters
  		private void checkParameters_checkDoubleTickers( string[] tickers )
--- 91,120 ----
  				if ( !this.ContainsKey( ticker ) )
  					this.Add( ticker , new WeightedPosition( weight , ticker ) );
  			}
  		}
+ 
+ 		public WeightedPositions( double[] normalizedWeightValues ,
+ 			string[] tickers )
+ 		{
+ 			this.weightedPositions_default( normalizedWeightValues,
+ 																		 tickers );
+ 		}
+ 		
+ 		public WeightedPositions( double[] normalizedUnsignedWeightValues,
+ 		                          SignedTickers signedTickers )
+ 		{
+ 			string[] unsignedTickers = new string [ signedTickers.Count ];
+ 			double[] normalizedSignedWeightValues = 
+ 				new double[ normalizedUnsignedWeightValues.Length ];
+ 			for(int i = 0; i < signedTickers.Count; i++)
+ 			{
+ 				unsignedTickers[i] = signedTickers[i].Ticker;
+ 				normalizedSignedWeightValues[i] = 
+ 					 signedTickers[i].Multiplier * normalizedUnsignedWeightValues[i];
+ 			}
+ 			this.weightedPositions_default(normalizedSignedWeightValues,
+ 																		 unsignedTickers);
+ 		}
+ 		
  		#region checkParameters
  		private void checkParameters_checkDoubleTickers( string[] tickers )