[Quantproject-developers] QuantProject/b7_Scripts/TickerSelectionTesting RunEfficientOTC_WorstAtNightPortfolio.cs, 1.1, 1.2 RunEfficientOTCPortfolio.cs, 1.2, 1.3 RunEfficientOTCPortfolioMultiday.cs, 1.1, 1.2 RunEfficientPortfolio.cs, 1.20, 1.21

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv20431/b7_Scripts/TickerSelectionTesting

Modified Files:
	RunEfficientOTC_WorstAtNightPortfolio.cs 
	RunEfficientOTCPortfolio.cs 
	RunEfficientOTCPortfolioMultiday.cs RunEfficientPortfolio.cs 
Log Message:
Minor changes

Index: RunEfficientOTCPortfolioMultiday.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientOTCPortfolioMultiday.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunEfficientOTCPortfolioMultiday.cs	21 Oct 2005 18:07:45 -0000	1.1
--- RunEfficientOTCPortfolioMultiday.cs	29 Aug 2007 10:04:28 -0000	1.2
***************
*** 71,75 ****
        portfolioType, maxRunningHours)
      {
!       this.ScriptName = "MultidayOpenCloseScripts";
        this.numDaysBetweenEachOptimization = numDaysPortfolioLife;
      }
--- 71,75 ----
        portfolioType, maxRunningHours)
      {
!       this.ScriptName = "MultidayOpenCloseScripts_SharpeNoCoeff";
        this.numDaysBetweenEachOptimization = numDaysPortfolioLife;
      }

Index: RunEfficientOTC_WorstAtNightPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientOTC_WorstAtNightPortfolio.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** RunEfficientOTC_WorstAtNightPortfolio.cs	30 Jun 2007 18:50:38 -0000	1.1
--- RunEfficientOTC_WorstAtNightPortfolio.cs	29 Aug 2007 10:04:26 -0000	1.2
***************
*** 69,75 ****
        portfolioType, maxRunningHours)
      {
!       //this.ScriptName = "OpenCloseScriptsSharpeRatioWithCoeff";
        //this.ScriptName = "OpenCloseScriptsSharpeRatio";
!       this.ScriptName = "OTC_WorstAtNight_SharpeRatioNoCoeff";
        //this.ScriptName = "OpenCloseScripts";
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
--- 69,75 ----
        portfolioType, maxRunningHours)
      {
!       this.ScriptName = "OTC_WorstAtNight_SharpeRatioWithCoeff_OnlyMutation";
        //this.ScriptName = "OpenCloseScriptsSharpeRatio";
! //      this.ScriptName = "OTC_WorstAtNight_SharpeRatioNoCoeff";
        //this.ScriptName = "OpenCloseScripts";
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;

Index: RunEfficientPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientPortfolio.cs,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** RunEfficientPortfolio.cs	3 Aug 2006 21:19:25 -0000	1.20
--- RunEfficientPortfolio.cs	29 Aug 2007 10:04:30 -0000	1.21
***************
*** 89,96 ****
      //is still running, it will be stopped.
      
!     public string[] LastOrderedTickers
!     {
!       get { return this.endOfDayTimerHandler.LastOrderedTickers; }
!     }
      public PortfolioType TypeOfPortfolio
      {
--- 89,93 ----
      //is still running, it will be stopped.
      
!     
      public PortfolioType TypeOfPortfolio
      {
***************
*** 214,220 ****
      }
      
!     public virtual void SaveScriptResults()
      {
!       string fileName = "From_" + this.tickerGroupID + "_" +
                        + this.numberOfEligibleTickers +
                        "_OptDays" + this.numDaysForOptimizationPeriod + "_Port" +
--- 211,219 ----
      }
      
!     public virtual string SaveScriptResults_CreateFileName()
      {
!       return   DateTime.Now.Hour.ToString().PadLeft(2,'0') + "_" + 
!         								DateTime.Now.Minute.ToString().PadLeft(2,'0') + "_" + 
!       									"From_" + this.tickerGroupID + "_" +
                        + this.numberOfEligibleTickers +
                        "_OptDays" + this.numDaysForOptimizationPeriod + "_Port" +
***************
*** 223,226 ****
--- 222,231 ----
                        "PopSize" + this.populationSizeForGeneticOptimizer +
          							Convert.ToString(this.portfolioType);
+     }
+     
+     
+     public virtual void SaveScriptResults()
+     {
+     	string fileName = this.SaveScriptResults_CreateFileName();
        string dirNameWhereToSaveReports = System.Configuration.ConfigurationSettings.AppSettings["ReportsArchive"] +
                           								"\\" + this.ScriptName + "\\";

Index: RunEfficientOTCPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/RunEfficientOTCPortfolio.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunEfficientOTCPortfolio.cs	14 May 2006 18:21:47 -0000	1.2
--- RunEfficientOTCPortfolio.cs	29 Aug 2007 10:04:27 -0000	1.3
***************
*** 53,57 ****
    public class RunEfficientOTCPortfolio : RunEfficientPortfolio
    {
!     protected int numDaysBetweenEachOptimization;	
      public RunEfficientOTCPortfolio(string tickerGroupID, int numberOfEligibleTickers, 
        int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod, 
--- 53,58 ----
    public class RunEfficientOTCPortfolio : RunEfficientPortfolio
    {
!     protected int numDaysBetweenEachOptimization;
! 		
      public RunEfficientOTCPortfolio(string tickerGroupID, int numberOfEligibleTickers, 
        int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod, 
***************
*** 69,77 ****
      {
        //this.ScriptName = "OpenCloseScriptsSharpeRatioWithCoeff";
        //this.ScriptName = "OpenCloseScriptsSharpeRatio";
!       this.ScriptName = "OpenCloseScriptsSharpeRatioNoCoeff";
        //this.ScriptName = "OpenCloseScripts";
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
!     }
      
          
--- 70,80 ----
      {
        //this.ScriptName = "OpenCloseScriptsSharpeRatioWithCoeff";
+       //this.ScriptName = "OTC_SharpeRatioWithCoeff_OnlyMutation";
        //this.ScriptName = "OpenCloseScriptsSharpeRatio";
!       this.ScriptName = "OTC_SharpeRatioNoCoeff";
! 			//this.ScriptName = "OTC_ExpectancyScoreNoCoeff";
        //this.ScriptName = "OpenCloseScripts";
        this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
! 		}
      
          
***************
*** 110,115 ****
      protected override void run_initializeHistoricalQuoteProvider()
      {
!       //this.historicalQuoteProvider = new HistoricalRawQuoteProvider();
!       this.historicalQuoteProvider = new HistoricalAdjustedQuoteProvider();
      }
      
--- 113,118 ----
      protected override void run_initializeHistoricalQuoteProvider()
      {
!       this.historicalQuoteProvider = new HistoricalRawQuoteProvider();
! //      this.historicalQuoteProvider = new HistoricalAdjustedQuoteProvider();
      }
      
***************
*** 133,138 ****
      }
      
-     
-     
      //necessary far calling RunEfficientPortfolio.Run()
      //in classes that inherit from this class
--- 136,139 ----