[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs, 1.8, 1.9

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv16198/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio

Modified Files:
	WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs 
Log Message:
- the property GenerationWhenChosenPositionsWereFound has been added
- the property WFLagChosenPositions is a WFLagWeightedPositions now (it was a WFLagChosenPositions in the previous revision)
- code for using a WFLagGenerationDebugger (if needed) has been added

Index: WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs	7 Oct 2007 13:27:55 -0000	1.8
--- WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs	28 Oct 2007 22:35:28 -0000	1.9
***************
*** 53,57 ****
  		protected int generationNumberForGeneticOptimizer;
  
! 		protected WFLagChosenPositions wFLagChosenPositions;
  
  //		// first in sample quote date for driving positions
--- 53,59 ----
  		protected int generationNumberForGeneticOptimizer;
  
! 		protected GeneticOptimizer geneticOptimizer;
! 		protected WFLagWeightedPositions wFLagChosenPositions;
! 		private EndOfDayDateTime timeWhenChosePositionsIsRequested;
  
  //		// first in sample quote date for driving positions
***************
*** 83,86 ****
--- 85,96 ----
  			}
  		}
+ 		public int GenerationWhenChosenPositionsWereFound
+ 		{
+ 			get
+ 			{
+ 				return this.geneticOptimizer.BestGenome.Generation;
+ 			}
+ 		}
+ 
  
  		public string Benchmark
***************
*** 92,96 ****
  		}
  
! 		public WFLagChosenPositions WFLagChosenPositions
  		{
  			get
--- 102,106 ----
  		}
  
! 		public WFLagWeightedPositions WFLagChosenPositions
  		{
  			get
***************
*** 144,150 ****
--- 154,169 ----
  			return returnIntervals;
  		}
+ 
  		private void newGenerationEventHandler(
  			object sender , NewGenerationEventArgs e )
  		{
+ 			// comment out this line if no debug is done
+ 			WFLagGenerationDebugger wFLagGenerationDebugger =
+ 				new WFLagGenerationDebugger(
+ 				e.Generation ,
+ 				this.timeWhenChosePositionsIsRequested.DateTime ,
+ 				this.NumberDaysForInSampleOptimization ,
+ 				this.benchmark );
+ 			wFLagGenerationDebugger.Debug();
  			this.NewProgress( sender ,
  				new NewProgressEventArgs( e.GenerationCounter , e.GenerationNumber ) );
***************
*** 173,182 ****
  			EndOfDayDateTime now )
  		{
! 			WFLagWeightedPositions wFLagWeightedPositions =
  				this.getWFLagWeightedPositions_FromDecodableGenome(
  				genomeManager , genome );
! 			this.wFLagChosenPositions =
! 				new WFLagChosenPositions(
! 				wFLagWeightedPositions , genome.Generation , now.DateTime );
  //			this.setWeightedPositions( wFLagWeightedPositions );
  			//			this.drivingWeightedPositions =
--- 192,204 ----
  			EndOfDayDateTime now )
  		{
! 			this.wFLagChosenPositions =
  				this.getWFLagWeightedPositions_FromDecodableGenome(
  				genomeManager , genome );
! //			WFLagWeightedPositions wFLagWeightedPositions =
! //				this.getWFLagWeightedPositions_FromDecodableGenome(
! //				genomeManager , genome );
! //			this.wFLagChosenPositions =
! //				new WFLagChosenPositions(
! //				wFLagWeightedPositions , genome.Generation , now.DateTime );
  //			this.setWeightedPositions( wFLagWeightedPositions );
  			//			this.drivingWeightedPositions =
***************
*** 202,206 ****
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
  
! 			GeneticOptimizer geneticOptimizer = new GeneticOptimizer(
  				0.85 ,
  				0.02 ,
--- 224,228 ----
  				QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
  
! 			this.geneticOptimizer = new GeneticOptimizer(
  				0.85 ,
  				0.02 ,
***************
*** 211,221 ****
  				ConstantsProvider.SeedForRandomGenerator );
  
! 			geneticOptimizer.NewGeneration +=
  				new NewGenerationEventHandler( this.newGenerationEventHandler );
  
! 			geneticOptimizer.Run( false );
  
  			this.setChosenPositions_FromDecodableGenome(
! 				genomeManager , geneticOptimizer.BestGenome , now );
  
  //			this.generation = geneticOptimizer.BestGenome.Generation;
--- 233,243 ----
  				ConstantsProvider.SeedForRandomGenerator );
  
! 			this.geneticOptimizer.NewGeneration +=
  				new NewGenerationEventHandler( this.newGenerationEventHandler );
  
! 			this.geneticOptimizer.Run( false );
  
  			this.setChosenPositions_FromDecodableGenome(
! 				genomeManager , this.geneticOptimizer.BestGenome , now );
  
  //			this.generation = geneticOptimizer.BestGenome.Generation;
***************
*** 249,252 ****
--- 271,275 ----
  			EndOfDayDateTime now )
  		{
+ 			this.timeWhenChosePositionsIsRequested = now;
  			this.chosePositions_checkParameters( eligibleTickersForDrivingPositions ,
  				now );