[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger WFLagChosenPositions.cs, 1.6, 1.7

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv8247/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger

Modified Files:
	WFLagChosenPositions.cs 
Log Message:
The generation number is now properly added to the logged information (if the position chooser uses a genetic optimizer)

Index: WFLagChosenPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagDebugger/WFLagChosenPositions.cs,v
retrieving revision 1.6
retrieving revision 1.7
diff -C2 -d -r1.6 -r1.7
*** WFLagChosenPositions.cs	7 Aug 2007 16:52:48 -0000	1.6
--- WFLagChosenPositions.cs	7 Oct 2007 13:23:22 -0000	1.7
***************
*** 33,37 ****
  {
  	/// <summary>
! 	/// Creates a copy of the relevant data for the WFLagChosenTickers object
  	/// </summary>
  	[Serializable]
--- 33,37 ----
  {
  	/// <summary>
! 	/// Data to be logged (out of sample) for each new optimization
  	/// </summary>
  	[Serializable]
***************
*** 93,97 ****
--- 93,107 ----
  			this.lastOptimizationDate = lastOptimizationDate;
  		}
+ 		/// <summary>
+ 		/// Data to be logged (out of sample) for each new optimization
+ 		/// </summary>
+ 		/// <param name="wFLagWeightedPositions">driving and portfolio
+ 		/// positions chosen</param>
+ 		/// <param name="generationWhenTheBestGenomeWasFound">generation when the
+ 		/// genetic optimizer found the best genome. This parameter is meaningless
+ 		/// if the optimizer does not use generations</param>
+ 		/// <param name="lastOptimizationDate"></param>
  		public WFLagChosenPositions( WFLagWeightedPositions wFLagWeightedPositions ,
+ 			int generationWhenTheBestGenomeWasFound ,
  			DateTime lastOptimizationDate )
  		{
***************
*** 100,106 ****
  			//			this.portfolioPositions =
  			//				this.copy( wFLagChosenTickers.PortfolioWeightedPositions );
! 			this.drivingWeightedPositions = wFLagWeightedPositions.DrivingWeightedPositions;
! 			this.portfolioWeightedPositions = wFLagWeightedPositions.PortfolioWeightedPositions;
! 			this.lastOptimizationDate = lastOptimizationDate;
  		}
  
--- 110,116 ----
  			//			this.portfolioPositions =
  			//				this.copy( wFLagChosenTickers.PortfolioWeightedPositions );
! 			this.initialize( wFLagWeightedPositions.DrivingWeightedPositions ,
! 				wFLagWeightedPositions.PortfolioWeightedPositions ,
! 				generationWhenTheBestGenomeWasFound , lastOptimizationDate );
  		}
  
***************
*** 108,117 ****
  			WeightedPositions portfolioWeightedPositions , DateTime lastOptimizationDate )
  		{
! 			//			this.drivingPositions =
! 			//				this.copy( wFLagChosenTickers.DrivingWeightedPositions );
! 			//			this.portfolioPositions =
! 			//				this.copy( wFLagChosenTickers.PortfolioWeightedPositions );
! 			this.drivingWeightedPositions = drivingWeightedPositions;
! 			this.portfolioWeightedPositions = portfolioWeightedPositions;
  			this.lastOptimizationDate = lastOptimizationDate;
  		}
--- 118,137 ----
  			WeightedPositions portfolioWeightedPositions , DateTime lastOptimizationDate )
  		{
! 			// -1 is used because the optimizer was not genetic, so there is
! 			// no generation number to log
! 			this.initialize( drivingWeightedPositions ,
! 				portfolioWeightedPositions ,
! 				-1 , lastOptimizationDate );
! 		}
! 		private void initialize( WeightedPositions drivingWeightedPositions ,
! 			WeightedPositions portfolioWeightedPositions ,
! 			int generationWhenTheBestGenomeWasFound ,
! 			DateTime lastOptimizationDate )
! 		{
! 			this.drivingWeightedPositions =
! 				drivingWeightedPositions;
! 			this.portfolioWeightedPositions =
! 				portfolioWeightedPositions;
! 			this.generation = generationWhenTheBestGenomeWasFound;
  			this.lastOptimizationDate = lastOptimizationDate;
  		}