[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv1959/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio

Modified Files:
	WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs 
Log Message:
CloseToCloseIntervals is now used instead of timeLineForOptimization (that was an History)

Index: WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs	7 Aug 2007 16:54:17 -0000	1.6
--- WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs	16 Sep 2007 22:12:48 -0000	1.7
***************
*** 28,31 ****
--- 28,32 ----
  using QuantProject.Business.Strategies;
  using QuantProject.Business.Strategies.EquityEvaluation;
+ using QuantProject.Business.Strategies.ReturnsManagement.Time;
  using QuantProject.Business.Timing;
  using QuantProject.Data.DataTables;
***************
*** 127,131 ****
  		}
  		#region setChosenPositions_usingTheGeneticOptimizer
! 		private History getTimeLineForOptimization( EndOfDayDateTime now )
  		{
  			DateTime firstInSampleDateForDrivingPositions =
--- 128,132 ----
  		}
  		#region setChosenPositions_usingTheGeneticOptimizer
! 		private ReturnIntervals getReturnIntervals( EndOfDayDateTime now )
  		{
  			DateTime firstInSampleDateForDrivingPositions =
***************
*** 134,139 ****
  			DateTime lastInSampleOptimizationDate =
  				now.DateTime;
! 			return Quotes.GetMarketDays( this.benchmark ,
! 				firstInSampleDateForDrivingPositions , lastInSampleOptimizationDate );
  		}
  		private void newGenerationEventHandler(
--- 135,146 ----
  			DateTime lastInSampleOptimizationDate =
  				now.DateTime;
! 			ReturnIntervals returnIntervals =
! 				new CloseToCloseIntervals(
! 				new EndOfDayDateTime( firstInSampleDateForDrivingPositions ,
! 				EndOfDaySpecificTime.MarketClose ) ,
! 				new EndOfDayDateTime( lastInSampleOptimizationDate ,
! 				EndOfDaySpecificTime.MarketClose ) ,
! 				this.benchmark );
! 			return returnIntervals;
  		}
  		private void newGenerationEventHandler(
***************
*** 182,187 ****
  			EndOfDayDateTime now )
  		{
! 			History timeLineForOptimization =
! 				this.getTimeLineForOptimization( now );
  
  			WFLagGenomeManagerForFixedPortfolioWithNormalDrivingAndPortfolio
--- 189,194 ----
  			EndOfDayDateTime now )
  		{
! 			ReturnIntervals returnIntervals =
! 				this.getReturnIntervals( now );
  
  			WFLagGenomeManagerForFixedPortfolioWithNormalDrivingAndPortfolio
***************
*** 191,195 ****
  				eligibleTickersForDrivingPositions.EligibleTickers ,
  				this.portfolioSignedTickers ,
! 				timeLineForOptimization ,
  				this.equityEvaluator ,
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
--- 198,202 ----
  				eligibleTickersForDrivingPositions.EligibleTickers ,
  				this.portfolioSignedTickers ,
! 				returnIntervals ,
  				this.equityEvaluator ,
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );