[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/BruteForce WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/BruteForce
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv12867/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/BruteForce

Modified Files:
	WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving.cs 
Log Message:
- the new property interface GenerationWhenChosenPositionsWereFound has been implemented (not sure this is the cleanest solution, it would probably have been better if two interfaces were used; it may be I will clean it up in future releases)
- a private wFLagChosenPositions object is used now instead of two private members for drivingWeightedPositions and portfolioWeightedPositions

Index: WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/BruteForce/WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving.cs	7 Oct 2007 10:52:13 -0000	1.1
--- WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving.cs	28 Oct 2007 18:57:50 -0000	1.2
***************
*** 61,69 ****
  		private IWFLagDecoder wFLagDecoder;
  		private ReturnsManager returnsManager;
- 		private WFLagChosenPositions wFLagChosenPositions;
- 		private WeightedPositions drivingWeightedPositions;
- 		private WeightedPositions portfolioWeightedPositions;
  		private DateTime firstOptimizationDate;
  		private DateTime lastOptimizationDate;
  
  		public int NumberOfDrivingPositions
--- 61,68 ----
  		private IWFLagDecoder wFLagDecoder;
  		private ReturnsManager returnsManager;
  		private DateTime firstOptimizationDate;
  		private DateTime lastOptimizationDate;
+ 		
+ 		private WFLagWeightedPositions wFLagChosenPositions;
  
  		public int NumberOfDrivingPositions
***************
*** 88,91 ****
--- 87,99 ----
  			}
  		}
+ 		public int GenerationWhenChosenPositionsWereFound
+ 		{
+ 			get
+ 			{
+ 				// this chooser doesn't use a genetic optimizer
+ 				// thus this property is meaningless for this chooser
+ 				return -999;	
+ 			}
+ 		}		
  		public string Benchmark
  		{
***************
*** 99,103 ****
  			get
  			{
! 				return this.drivingWeightedPositions;
  			}
  		}
--- 107,111 ----
  			get
  			{
! 				return this.wFLagChosenPositions.DrivingWeightedPositions;
  			}
  		}
***************
*** 106,110 ****
  			get
  			{
! 				return this.portfolioWeightedPositions;
  			}
  		}
--- 114,118 ----
  			get
  			{
! 				return this.wFLagChosenPositions.PortfolioWeightedPositions;
  			}
  		}
***************
*** 123,127 ****
  			}
  		}
! 		public WFLagChosenPositions WFLagChosenPositions
  		{
  			get
--- 131,135 ----
  			}
  		}
! 		public WFLagWeightedPositions WFLagChosenPositions
  		{
  			get
***************
*** 158,169 ****
  //				new NewProgressEventArgs( e.GenerationCounter , e.GenerationNumber ) );
  //		}
! 		private void setWeightedPositions(
! 			WFLagWeightedPositions wFLagWeightedPositions )
! 		{
! 			this.drivingWeightedPositions =
! 				wFLagWeightedPositions.DrivingWeightedPositions;
! 			this.portfolioWeightedPositions =
! 				wFLagWeightedPositions.PortfolioWeightedPositions;
! 		}
  //		private void setSignedTickers_setTickersFromGenome(
  //			IGenomeManager genomeManager ,
--- 166,177 ----
  //				new NewProgressEventArgs( e.GenerationCounter , e.GenerationNumber ) );
  //		}
! //		private void setWeightedPositions(
! //			WFLagWeightedPositions wFLagWeightedPositions )
! //		{
! //			this.drivingWeightedPositions =
! //				wFLagWeightedPositions.DrivingWeightedPositions;
! //			this.portfolioWeightedPositions =
! //				wFLagWeightedPositions.PortfolioWeightedPositions;
! //		}
  //		private void setSignedTickers_setTickersFromGenome(
  //			IGenomeManager genomeManager ,
***************
*** 369,377 ****
  				bruteForceOptimizer.BestParameters;
  
! 			WFLagWeightedPositions wFLagWeightedPositions =
  				( WFLagWeightedPositions )wFLagFixedPortfolioBruteForceOptimizableParametersManager.Decode(
  				bestParameters );
  
! 			this.setWeightedPositions( wFLagWeightedPositions );
  		}
  		#endregion
--- 377,385 ----
  				bruteForceOptimizer.BestParameters;
  
! 			this.wFLagChosenPositions =
  				( WFLagWeightedPositions )wFLagFixedPortfolioBruteForceOptimizableParametersManager.Decode(
  				bestParameters );
  
! //			this.setWeightedPositions( wFLagWeightedPositions );
  		}
  		#endregion
***************
*** 384,391 ****
  			this.setWeightedPositions_withFixedPortfolio(
  				eligibleTickersForDrivingPositions , "SPY" , "IWM" , now );
! 			this.wFLagChosenPositions = new WFLagChosenPositions(
  				this.DrivingWeightedPositions ,
! 				this.PortfolioWeightedPositions ,
! 				now.DateTime );
  		}
  		#endregion
--- 392,398 ----
  			this.setWeightedPositions_withFixedPortfolio(
  				eligibleTickersForDrivingPositions , "SPY" , "IWM" , now );
! 			this.wFLagChosenPositions = new WFLagWeightedPositions(
  				this.DrivingWeightedPositions ,
! 				this.PortfolioWeightedPositions );
  		}
  		#endregion