quantproject-developers

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/OutOfSample TestingPositionsForUndecodableEncoded.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/OutOfSample
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv4457/a2_Strategies/OutOfSample

Added Files:
	TestingPositionsForUndecodableEncoded.cs 
Log Message:
Object used to assign a dummy meaning to those objects (genomes or bruteForceOptimizableParameters) that cannot be decoded to a meaningful TestingPositions. It will be returned by an IDecoder when the Decode method fails

--- NEW FILE: TestingPositionsForUndecodableEncoded.cs ---
/*
 * Created by SharpDevelop.
 * User: Glauco
 * Date: 15/03/2010
 * Time: 16.46
 * 
 * To change this template use Tools | Options | Coding | Edit Standard Headers.
 */

using System;

namespace QuantProject.Business.Strategies.OutOfSample
{
	/// <summary>
	/// Object used to assign a dummy meaning to those objects (genomes or
	/// bruteForceOptimizableParameters) that
	/// cannot be decoded to a meaningful TestingPositions. It will be returned
	/// by an IDecoder when the Decode method fails
	/// </summary>
	[Serializable]
	public class TestingPositionsForUndecodableEncoded : TestingPositions , IGeneticallyOptimizable
	{
		private int generation;

		public int Generation
		{
			get { return this.generation; }
			set { this.generation = value; }
		}

		public TestingPositionsForUndecodableEncoded()
		{
		}
	}
}

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/OutOfSample IExitStrategy.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/OutOfSample
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv4097/a2_Strategies/OutOfSample

Added Files:
	IExitStrategy.cs 
Log Message:
decides if current positions have to be closed

--- NEW FILE: IExitStrategy.cs ---
/*
QuantProject - Quantitative Finance Library

IExitStrategy.cs
Copyright (C) 2010
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;

using QuantProject.Business.Financial.Accounting;

namespace QuantProject.Business.Strategies.OutOfSample
{
	/// <summary>
	/// decides if current positions have to be closed
	/// </summary>
	public interface IExitStrategy
	{
		bool ArePositionsToBeClosed();
	}
}

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/OutOfSample IEntryStrategy.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/OutOfSample
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv3991/a2_Strategies/OutOfSample

Added Files:
	IEntryStrategy.cs 
Log Message:
Returns the WeightedPositions to be opened out of sample. Returns null if none is suitable

--- NEW FILE: IEntryStrategy.cs ---
/*
QuantProject - Quantitative Finance Library

IEntryStrategy.cs
Copyright (C) 2010
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
 */

using System;

namespace QuantProject.Business.Strategies.OutOfSample
{
	/// <summary>
	/// Returns the WeightedPositions to be opened out of sample.
	/// Returns null if none is suitable
	/// </summary>
	public interface IEntryStrategy
	{
		/// <summary>
		/// Returns the WeightedPositions to be opened out of sample.
		/// Returns null if none is suitable
		/// </summary>
		/// <returns>null if it finds no positions as required</returns>
		WeightedPositions GetPositionsToBeOpened();
	}
}

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Optimizing/Decoding DummyDecoderForTestingPositions.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Optimizing/Decoding
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv405/a2_Strategies/Optimizing/Decoding

Added Files:
	DummyDecoderForTestingPositions.cs 
Log Message:
A dummy decoder for testing positions (to be used when, for instance, the GenomeManager has its own decoder)

--- NEW FILE: DummyDecoderForTestingPositions.cs ---
/*
QuantProject - Quantitative Finance Library

IDecoderForTestingPositions.cs
Copyright (C) 2008
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
 */

using System;

using QuantProject.Business.Strategies.Eligibles;
using QuantProject.Business.Strategies.OutOfSample;
using QuantProject.Business.Strategies.ReturnsManagement;

namespace QuantProject.Business.Strategies.Optimizing.Decoding
{
	/// <summary>
	/// A dummy decoder for testing positions (to be used when, for instance,
	/// the GenomeManager has its own decoder)
	/// </summary>
	[Serializable]
	public class DummyDecoderForTestingPositions : IDecoderForTestingPositions
	{
		public DummyDecoderForTestingPositions()
		{
		}
		/// <summary>
		/// this is a dummy method that we add just to implement the IDecoderForTestingPositions
		/// interface, but this decoder is ment to be used by a GenomeManagerForLinearRegression
		/// and it will use the Decode with four parameters (see above)
		/// </summary>
		/// <param name="encoded"></param>
		/// <param name="eligibleTickers"></param>
		/// <param name="returnsManager"></param>
		/// <returns></returns>
		public TestingPositions Decode( int[] encoded , EligibleTickers eligibleTickers ,
		                               IReturnsManager returnsManager )
		{
			throw new Exception( "This method should never be invoked, this is a dummy " +
			                    "method!" );
//			return null;
		}
		protected virtual string getDescription()
		{
			return "BscFrTstngPstns";
		}
		public string Description
		{
			get
			{
				string description = "Dcdr_" + this.getDescription();
				return description;
			}
		}
	}
}

[Quantproject-developers] QuantProject/b4_Business/a2_Strategies/Eligibles OftenExchanged.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a2_Strategies/Eligibles
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv32418/a2_Strategies/Eligibles

Added Files:
	OftenExchanged.cs 
Log Message:
Selects from a given group of tickers, those tickers which are traded at least at a given percentage of DateTime(s)

--- NEW FILE: OftenExchanged.cs ---
/*
 * Created by SharpDevelop.
 * User: Glauco
 * Date: 17/02/2010
 * Time: 18.28
 * 
 * To change this template use Tools | Options | Coding | Edit Standard Headers.
 */

using System;
using System.Collections.Generic;
using System.Data;

using QuantProject.ADT.Histories;
using QuantProject.ADT.Messaging;
using QuantProject.Business.DataProviders;
using QuantProject.Business.Strategies.Eligibles;
using QuantProject.Data.Selectors;

namespace QuantProject.Business.Strategies.Eligibles
{
	/// <summary>
	/// Selects from a given group of tickers, those tickers which
	/// are traded at least at a given percentage of DateTime(s)
	/// </summary>
	public class OftenExchanged : IEligiblesSelector
	{
		public event NewMessageEventHandler NewMessage;

		private string tickersGroupID;
		private ITickerSelectorByGroup tickerSelectorByGroup;
		private IHistoricalMarketValueProvider historicalMarketValueProvider;
		private double minPercentageOfDateTimesWithMarketValues;

		public string Description
		{
			get{
				return "From_" + this.tickersGroupID +
					this.historicalMarketValueProvider.Description +
					"MinPercentageOfDateTimesWithMarketValues_" +
					this.minPercentageOfDateTimesWithMarketValues;
			}
		}

		/// <summary>
		/// Selects from a given group of tickers, those tickers which
		/// are traded at least at a given percentage of DateTime(s)
		/// </summary>
		/// <param name="tickersGroupID"></param>
		/// <param name="historicalMarketValueProvider"></param>
		/// <param name="minPercentageOfDateTimesWithMarketValues">values between
		/// 0 and 1</param>
		public OftenExchanged(
			string tickersGroupID ,
			ITickerSelectorByGroup tickerSelectorByGroup ,
			IHistoricalMarketValueProvider historicalMarketValueProvider ,
			double minPercentageOfDateTimesWithMarketValues )
		{
			this.oftenExchanged_checkParameter( minPercentageOfDateTimesWithMarketValues );
			this.tickersGroupID = tickersGroupID;
			this.tickerSelectorByGroup = tickerSelectorByGroup;
			this.historicalMarketValueProvider = historicalMarketValueProvider;
			this.minPercentageOfDateTimesWithMarketValues =
				minPercentageOfDateTimesWithMarketValues;
		}
		private void oftenExchanged_checkParameter(
			double minPercentageOfDateTimesWithMarketValues )
		{
			if ( minPercentageOfDateTimesWithMarketValues < 0 )
				throw new Exception(
					"minPercentageOfDateTimesWithMarketValues cannot be less than zero!" );
			if ( minPercentageOfDateTimesWithMarketValues > 1 )
				throw new Exception(
					"minPercentageOfDateTimesWithMarketValues cannot be more than 1!" );
		}
		
		#region GetEligibleTickers
		
		#region getEligibleTickers_actually
		
		#region getOftenExchanged
		
		#region addCurrentTickerIfItIsOftenExchanged
		private void addCurrentTickerIfItIsOftenExchanged_checkParameter( DataRow dataRow )
		{
			if ( !( dataRow[ 0 ] is string ) )
				throw new Exception( "The datatable of eligible tickers is " +
				                    "expected to have a single element in each " +
				                    "DataRow and that element should be a string" );
		}
		private void addCurrentTickerIfItIsOftenExchangedWithValidDataRow(
			string candidate , History history , List<string> tickerList )
		{
//			string candidate = (string)tickerFromGroup[ 0 ];
			History dateTimesWithMarketValues =
				this.historicalMarketValueProvider.GetDateTimesWithMarketValues(
					candidate , history );
			bool isOftenExchanged =	dateTimesWithMarketValues.ContainsAtAGivenPercentageDateTimesIn(
				history ,
				this.minPercentageOfDateTimesWithMarketValues * 100 );
			if ( isOftenExchanged )
				tickerList.Add( candidate );
		}
		private void addCurrentTickerIfItIsOftenExchanged(
			string tickerFromGroup , History history , List<string> tickerList )
		{
//			this.addCurrentTickerIfItIsOftenExchanged_checkParameter( dataRow );
			this.addCurrentTickerIfItIsOftenExchangedWithValidDataRow(
				tickerFromGroup , history , tickerList );
		}
		#endregion addCurrentTickerIfItIsOftenExchanged
		
		private List<string> getOftenExchanged( List<string> tickersFromGroup , History history )
		{
			List<string> oftenExchanged = new List<string>();
			foreach ( string tickerFromGroup in tickersFromGroup )
				this.addCurrentTickerIfItIsOftenExchanged(
					tickerFromGroup , history , oftenExchanged );
//			string[] oftenExchanged = oftenExchanged.ToArray();
			return oftenExchanged;
		}
		#endregion getOftenExchanged
		
		private EligibleTickers getEligibleTickers_actually( History history )
		{
			DateTime currentDate = history.LastDateTime;

//			SelectorByGroup group;
//			if(this.temporizedGroup)
//				//the group is "temporized": returned set of tickers
//				// depend on time
//				group = new SelectorByGroup(this.tickersGroupID,
//				                            currentDate);
//			else//the group is not temporized
//				group = new SelectorByGroup(this.tickersGroupID);
//			group = new SelectorByGroup( this.tickersGroupID , currentDate );
//			DataTable tickersFromGroup = group.GetTableOfSelectedTickers();
			
			List<string> tickersFromGroup = this.tickerSelectorByGroup.GetSelectedTickers(
				this.tickersGroupID , currentDate );
			
			List<string> oftenExchanged = this.getOftenExchanged( tickersFromGroup , history );
			
			EligibleTickers eligibleTickers = new EligibleTickers( oftenExchanged );
			
			return eligibleTickers;
		}
		#endregion getEligibleTickers_actually
		
		private void getEligibleTickers_sendNewMessage(
			EligibleTickers eligibleTickers )
		{
			string message = "Number of Eligible tickers: " +
				eligibleTickers.Count;
			NewMessageEventArgs newMessageEventArgs =
				new NewMessageEventArgs( message );
			if(this.NewMessage != null)
				this.NewMessage( this , newMessageEventArgs );
		}

		public EligibleTickers GetEligibleTickers(
			History history )
		{
			EligibleTickers eligibleTickers =
				this.getEligibleTickers_actually( history );
			this.getEligibleTickers_sendNewMessage( eligibleTickers );
			return eligibleTickers;
		}
		#endregion GetEligibleTickers
	}
}

[Quantproject-developers] QuantProject/b4_Business/a07_DataProviders IHistoricalMarketValueProvider.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b4_Business/a07_DataProviders
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv30935/a07_DataProviders

Added Files:
	IHistoricalMarketValueProvider.cs 
Log Message:
Interface to be implemented by historical market value providers

--- NEW FILE: IHistoricalMarketValueProvider.cs ---
/*
QuantProject - Quantitative Finance Library

IHistoricalMarketValueProvider.cs
Copyright (C) 2010
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.*/

using System;

using QuantProject.ADT.Histories;

namespace QuantProject.Business.DataProviders
{
	/// <summary>
	/// Interface to be implemented by historical market value providers
	/// </summary>
	public interface IHistoricalMarketValueProvider
	{
		string Description{ get; }
			
		History GetMarketValues( string ticker , History history );
		
		/// <summary>
		/// True iif the given ticker was traded at the given DateTime
		/// </summary>
		/// <param name="ticker"></param>
		/// <param name="dateTime"></param>
		/// <returns></returns>
		bool WasExchanged( string ticker , DateTime dateTime );
		
		/// <summary>
		/// returns the subset of DateTimes when ticker is exchanged
		/// </summary>
		/// <param name="ticker"></param>
		/// <param name="history">DateTimes returned are a subset of this parameter</param>
		/// <returns></returns>
		History GetDateTimesWithMarketValues( string ticker , History history );
	}
}

[Quantproject-developers] QuantProject/b3_Data/Selectors TickerSelector.cs, 1.11, 1.12

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv7240/Selectors

Modified Files:
	TickerSelector.cs 
Log Message:
The code has been reformatted, and it now follows a standard indentation

A new static method

List<string> GetList( DataTable dataTableOfSelectedTickers )

has been added. It transforms the DataTable in a strongly typed list of strings

Index: TickerSelector.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/TickerSelector.cs,v
retrieving revision 1.11
retrieving revision 1.12
diff -C2 -d -r1.11 -r1.12
*** TickerSelector.cs	27 Feb 2005 19:56:07 -0000	1.11
--- TickerSelector.cs	27 Mar 2010 17:40:53 -0000	1.12
***************
*** 3,7 ****
  
  TickerSelector.cs
! Copyright (C) 2003 
  Marco Milletti
  
--- 3,7 ----
  
  TickerSelector.cs
! Copyright (C) 2003
  Marco Milletti
  
***************
*** 19,26 ****
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
! */
  
  using System;
  using System.Collections;
  using System.Data;
  using System.Windows.Forms;
--- 19,27 ----
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
!  */
  
  using System;
  using System.Collections;
+ using System.Collections.Generic;
  using System.Data;
  using System.Windows.Forms;
***************
*** 30,163 ****
  namespace QuantProject.Data.Selectors
  {
!   /// <summary>
!   /// Base class for advanced selections on tickers
!   /// </summary>
!   public class TickerSelector 
!   {
!     protected DataTable setOfTickersToBeSelected = null;
!     protected string groupID = "";
!     protected DateTime firstQuoteDate = QuantProject.ADT.ConstantsProvider.InitialDateTimeForDownload;
!     protected DateTime lastQuoteDate = DateTime.Now;
!     protected long maxNumOfReturnedTickers = 0;
!     protected bool isOrderedInASCMode; 
!     
!     #region properties
!     /// <summary>
!     /// It gets the GroupID from which tickers have to be selected
!     /// </summary>
!     public string GroupID
!     {
!       get{return this.groupID;}
!     }
!     /// <summary>
!     /// It gets the first date of selection for the quotes
!     /// </summary>
!     public DateTime FirstQuoteDate
!     {
!       get{return this.firstQuoteDate;}
!     }
!     /// <summary>
!     /// It gets the last date of selection for the quotes
!     /// </summary>
!     public DateTime LastQuoteDate
!     {
!       get{return this.lastQuoteDate;}
!     }   
!     
!     /// <summary>
!     /// It gets the max number of tickers to be returned
!     /// </summary>
!     public long MaxNumOfReturnedTickers
!     {
!       get{return this.maxNumOfReturnedTickers;}
!     }
!     
!     /// <summary>
!     /// It gets / sets the order type for the ticker selector
!     /// </summary>
!     public bool IsOrderedInASCMode
!     {
!       get{return this.isOrderedInASCMode;}
!       set{this.isOrderedInASCMode = value;}
!     }
! 
!     
!     #endregion
! 
!     public TickerSelector(DataTable setOfTickersToBeSelected,
!                           bool orderInASCmode,
!                           DateTime firstQuoteDate,
!                           DateTime lastQuoteDate,
!                           long maxNumOfReturnedTickers)
!     {
!       this.setOfTickersToBeSelected = setOfTickersToBeSelected;
!       this.commonInitialization(orderInASCmode, firstQuoteDate, 
!                                 lastQuoteDate, maxNumOfReturnedTickers);
!     }
!     
!     public TickerSelector(string groupID,
!                           bool orderInASCmode,
!                           DateTime firstQuoteDate,
!                           DateTime lastQuoteDate,
!                           long maxNumOfReturnedTickers)
!     {
!       this.groupID = groupID;
!       this.commonInitialization(orderInASCmode, firstQuoteDate, 
!                                 lastQuoteDate, maxNumOfReturnedTickers);
!     }
!     
!     private void commonInitialization(bool orderInASCmode,
!                                       DateTime firstQuoteDate,
!                                       DateTime lastQuoteDate,
!                                       long maxNumOfReturnedTickers)
!     {
!       this.isOrderedInASCMode = orderInASCmode;
!       this.firstQuoteDate = firstQuoteDate;
!       this.lastQuoteDate = lastQuoteDate;
!       this.maxNumOfReturnedTickers = maxNumOfReturnedTickers;
!     }    
!     
!     /// <summary>
! 	  /// It returns a dataTable containing tickers selected by the user
! 	  /// </summary>
! 	  /// <param name="dataGrid">The data grid from which the user has selected tickers</param>
!     public static DataTable GetTableOfManuallySelectedTickers(DataGrid dataGrid)
!     {
!       DataTable dataTableOfDataGrid = (DataTable)dataGrid.DataSource;
!       DataTable tableOfSelectedTickers = dataTableOfDataGrid.Clone();
!       int indexOfRow = 0;
!       while(indexOfRow != dataTableOfDataGrid.Rows.Count)
!       {
!         if(dataGrid.IsSelected(indexOfRow))
!         {
!           tableOfSelectedTickers.ImportRow(dataTableOfDataGrid.Rows[indexOfRow]);
!         }
!         indexOfRow++;
!       }
!       return tableOfSelectedTickers;
!     }
  
!     /// <summary>
!     /// It returns a DataTable, with only one column, containing tickers
!     /// that are contained in both the two tables passed as parameters
!     /// </summary>
!     /// <param name="firstDataTable">The first data table in which the column indexed 0 contains the first set of tickers' symbols</param>
!     /// <param name="secondDataTable">The second data table in which the column indexed 0 contains the second set of tickers' symbols</param>
!     public static DataTable GetTableOfCommonTickers(DataTable firstDataTable, DataTable secondDataTable)
!     {
!       DataTable commonTickers = new DataTable();
!       commonTickers.Columns.Add("tiTicker", System.Type.GetType("System.String"));
!       Hashtable hashTable = ExtendedDataTable.GetCommonValues(firstDataTable, 
!                                                               secondDataTable,0,0);
!       object[] values = new object[1];
!       foreach(DictionaryEntry element in hashTable )
!       {
!         values[0]=element.Value;
!         commonTickers.Rows.Add(values);
!       }
!       return commonTickers;
!     }
  
  
  	}
  }
--- 31,202 ----
  namespace QuantProject.Data.Selectors
  {
! 	/// <summary>
! 	/// Base class for advanced selections on tickers
! 	/// </summary>
! 	public class TickerSelector
! 	{
! 		protected DataTable setOfTickersToBeSelected = null;
! 		protected string groupID = "";
! 		protected DateTime firstQuoteDate = QuantProject.ADT.ConstantsProvider.InitialDateTimeForDownload;
! 		protected DateTime lastQuoteDate = DateTime.Now;
! 		protected long maxNumOfReturnedTickers = 0;
! 		protected bool isOrderedInASCMode;
! 		
! 		#region properties
! 		/// <summary>
! 		/// It gets the GroupID from which tickers have to be selected
! 		/// </summary>
! 		public string GroupID
! 		{
! 			get{return this.groupID;}
! 		}
! 		/// <summary>
! 		/// It gets the first date of selection for the quotes
! 		/// </summary>
! 		public DateTime FirstQuoteDate
! 		{
! 			get{return this.firstQuoteDate;}
! 		}
! 		/// <summary>
! 		/// It gets the last date of selection for the quotes
! 		/// </summary>
! 		public DateTime LastQuoteDate
! 		{
! 			get{return this.lastQuoteDate;}
! 		}
! 		
! 		/// <summary>
! 		/// It gets the max number of tickers to be returned
! 		/// </summary>
! 		public long MaxNumOfReturnedTickers
! 		{
! 			get{return this.maxNumOfReturnedTickers;}
! 		}
! 		
! 		/// <summary>
! 		/// It gets / sets the order type for the ticker selector
! 		/// </summary>
! 		public bool IsOrderedInASCMode
! 		{
! 			get{return this.isOrderedInASCMode;}
! 			set{this.isOrderedInASCMode = value;}
! 		}
  
! 		
! 		#endregion
  
+ 		public TickerSelector(DataTable setOfTickersToBeSelected,
+ 		                      bool orderInASCmode,
+ 		                      DateTime firstQuoteDate,
+ 		                      DateTime lastQuoteDate,
+ 		                      long maxNumOfReturnedTickers)
+ 		{
+ 			this.setOfTickersToBeSelected = setOfTickersToBeSelected;
+ 			this.commonInitialization(orderInASCmode, firstQuoteDate,
+ 			                          lastQuoteDate, maxNumOfReturnedTickers);
+ 		}
+ 		
+ 		public TickerSelector(string groupID,
+ 		                      bool orderInASCmode,
+ 		                      DateTime firstQuoteDate,
+ 		                      DateTime lastQuoteDate,
+ 		                      long maxNumOfReturnedTickers)
+ 		{
+ 			this.groupID = groupID;
+ 			this.commonInitialization(orderInASCmode, firstQuoteDate,
+ 			                          lastQuoteDate, maxNumOfReturnedTickers);
+ 		}
+ 		
+ 		private void commonInitialization(bool orderInASCmode,
+ 		                                  DateTime firstQuoteDate,
+ 		                                  DateTime lastQuoteDate,
+ 		                                  long maxNumOfReturnedTickers)
+ 		{
+ 			this.isOrderedInASCMode = orderInASCmode;
+ 			this.firstQuoteDate = firstQuoteDate;
+ 			this.lastQuoteDate = lastQuoteDate;
+ 			this.maxNumOfReturnedTickers = maxNumOfReturnedTickers;
+ 		}
+ 		
+ 		/// <summary>
+ 		/// It returns a dataTable containing tickers selected by the user
+ 		/// </summary>
+ 		/// <param name="dataGrid">The data grid from which the user has selected tickers</param>
+ 		public static DataTable GetTableOfManuallySelectedTickers(DataGrid dataGrid)
+ 		{
+ 			DataTable dataTableOfDataGrid = (DataTable)dataGrid.DataSource;
+ 			DataTable tableOfSelectedTickers = dataTableOfDataGrid.Clone();
+ 			int indexOfRow = 0;
+ 			while(indexOfRow != dataTableOfDataGrid.Rows.Count)
+ 			{
+ 				if(dataGrid.IsSelected(indexOfRow))
+ 				{
+ 					tableOfSelectedTickers.ImportRow(dataTableOfDataGrid.Rows[indexOfRow]);
+ 				}
+ 				indexOfRow++;
+ 			}
+ 			return tableOfSelectedTickers;
+ 		}
  
+ 		/// <summary>
+ 		/// It returns a DataTable, with only one column, containing tickers
+ 		/// that are contained in both the two tables passed as parameters
+ 		/// </summary>
+ 		/// <param name="firstDataTable">The first data table in which the column indexed 0 contains the first set of tickers' symbols</param>
+ 		/// <param name="secondDataTable">The second data table in which the column indexed 0 contains the second set of tickers' symbols</param>
+ 		public static DataTable GetTableOfCommonTickers(DataTable firstDataTable, DataTable secondDataTable)
+ 		{
+ 			DataTable commonTickers = new DataTable();
+ 			commonTickers.Columns.Add("tiTicker", System.Type.GetType("System.String"));
+ 			Hashtable hashTable = ExtendedDataTable.GetCommonValues(firstDataTable,
+ 			                                                        secondDataTable,0,0);
+ 			object[] values = new object[1];
+ 			foreach(DictionaryEntry element in hashTable )
+ 			{
+ 				values[0]=element.Value;
+ 				commonTickers.Rows.Add(values);
+ 			}
+ 			return commonTickers;
+ 		}
+ 		
+ 		#region GetDataTableForTickerSelectors
+ 		private static DataTable getEmptyDataTable()
+ 		{
+ 			DataTable dataTable = new DataTable();
+ 			dataTable.Columns.Add("tiTicker", System.Type.GetType("System.String"));
+ 			return dataTable;
+ 		}
+ 		/// <summary>
+ 		/// returns a DataTable, suitable to be used by many selectors
+ 		/// </summary>
+ 		/// <param name="tickers"></param>
+ 		/// <returns></returns>
+ 		public static DataTable GetDataTableForTickerSelectors( IEnumerable<string> tickers )
+ 		{
+ 			DataTable dataTable = TickerSelector.getEmptyDataTable();
+ 			foreach( string ticker in tickers )
+ 			{
+ 				DataRow newDataRow = dataTable.NewRow();
+ 				newDataRow[ 0 ] = ticker;
+ 				dataTable.Rows.Add( newDataRow );
+ 			}
+ 			return dataTable;
+ 		}
+ 		#endregion GetDataTableForTickerSelectors
+ 		
+ 		#region GetList
+ 		/// <summary>
+ 		/// transforms the DataTable in a strongly typed list of strings
+ 		/// </summary>
+ 		/// <param name="dataTableOfSelectedTickers"></param>
+ 		/// <returns></returns>
+ 		public static List<string> GetList( DataTable dataTableOfSelectedTickers )
+ 		{
+ 			List<string> tickerList = new List<string>();
+ 			foreach ( DataRow dataRow in dataTableOfSelectedTickers.Rows )
+ 				tickerList.Add( (string)( dataRow[ 0 ] ) );
+ 			return tickerList;
+ 		}
+ 		#endregion GetList
  	}
  }

[Quantproject-developers] QuantProject/b3_Data/Selectors SelectorByGroup.cs, 1.2, 1.3

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv4637/Selectors

Modified Files:
	SelectorByGroup.cs 
Log Message:
The code has been reformatted, and it now follows a standard indentation

Index: SelectorByGroup.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Selectors/SelectorByGroup.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** SelectorByGroup.cs	27 Aug 2005 19:20:26 -0000	1.2
--- SelectorByGroup.cs	27 Mar 2010 17:31:33 -0000	1.3
***************
*** 3,7 ****
  
  SelectorByGroup.cs
! Copyright (C) 2003 
  Glauco Siliprandi
  
--- 3,7 ----
  
  SelectorByGroup.cs
! Copyright (C) 2003
  Glauco Siliprandi
  
***************
*** 19,23 ****
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
! */
  
  using System;
--- 19,23 ----
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
!  */
  
  using System;
***************
*** 33,77 ****
  	/// Class for selection on tickers by groupId only or groupId and date
  	/// </summary>
! 	public class SelectorByGroup : ITickerSelector 
  	{
!     private string groupID;
!     private DateTime date = new DateTime(1900,1,1);
!     
!     /// <summary>
!     /// Creates an new instance of SelectorByGroup, in order
!     /// to get tickers contained in the given group
!     /// </summary>
!     /// <param name="groupID">Group's code for which tickers are to be selected</param>
  		public SelectorByGroup( string groupID )
  		{
  			this.groupID = groupID;
!    	}
!     
!     /// <summary>
!     /// Creates an new instance of SelectorByGroup, in order
!     /// to get tickers contained in the given group
!     /// </summary>
!     /// <param name="groupID">Group's code for which tickers are to be selected</param>
!     /// <param name="date">The date at which tickers to be selected belong effectively
!     ///                           to the given group</param>
!     public SelectorByGroup( string groupID, DateTime date )
!     {
!       this.groupID = groupID;
!       this.date = date;
!     }
  
  		public DataTable GetTableOfSelectedTickers()
  		{
  			if(this.date.CompareTo(new DateTime(1900,1,1)) == 0)
!       //date has not be set by the user because it is still equal to default value
!         return QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers( this.groupID );
!       else
!         return QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers( this.groupID, this.date );
  		}
  		public void SelectAllTickers()
  		{
  			;
! 		}	
! 
  	}
  }
--- 33,76 ----
  	/// Class for selection on tickers by groupId only or groupId and date
  	/// </summary>
! 	public class SelectorByGroup : ITickerSelector
  	{
! 		private string groupID;
! 		private DateTime date = new DateTime(1900,1,1);
! 		
! 		/// <summary>
! 		/// Creates an new instance of SelectorByGroup, in order
! 		/// to get tickers contained in the given group
! 		/// </summary>
! 		/// <param name="groupID">Group's code for which tickers are to be selected</param>
  		public SelectorByGroup( string groupID )
  		{
  			this.groupID = groupID;
! 		}
! 		
! 		/// <summary>
! 		/// Creates an new instance of SelectorByGroup, in order
! 		/// to get tickers contained in the given group
! 		/// </summary>
! 		/// <param name="groupID">Group's code for which tickers are to be selected</param>
! 		/// <param name="date">The date at which tickers to be selected belong effectively
! 		///                           to the given group</param>
! 		public SelectorByGroup( string groupID, DateTime date )
! 		{
! 			this.groupID = groupID;
! 			this.date = date;
! 		}
  
  		public DataTable GetTableOfSelectedTickers()
  		{
  			if(this.date.CompareTo(new DateTime(1900,1,1)) == 0)
! 				//date has not be set by the user because it is still equal to default value
! 				return QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers( this.groupID );
! 			else
! 				return QuantProject.DataAccess.Tables.Tickers_tickerGroups.GetTickers( this.groupID, this.date );
  		}
  		public void SelectAllTickers()
  		{
  			;
! 		}
  	}
  }

[Quantproject-developers] QuantProject/b3_Data Data_SD.csproj, 1.8, 1.9

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

Update of /cvsroot/quantproject/QuantProject/b3_Data
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv4240

Modified Files:
	Data_SD.csproj 
Log Message:
Selectors\ITickerSelectorByGroup.cs has been added

Index: Data_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/Data_SD.csproj,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** Data_SD.csproj	13 Mar 2009 15:19:10 -0000	1.8
--- Data_SD.csproj	27 Mar 2010 17:30:10 -0000	1.9
***************
*** 70,73 ****
--- 70,74 ----
      <Compile Include="Selectors\ITickerRemover.cs" />
      <Compile Include="Selectors\ITickerSelector.cs" />
+     <Compile Include="Selectors\ITickerSelectorByGroup.cs" />
      <Compile Include="Selectors\SelectorByAbsolutePerformance.cs" />
      <Compile Include="Selectors\SelectorByAverageCloseToClosePerformance.cs" />
***************
*** 99,102 ****
--- 100,104 ----
      <Compile Include="Selectors\ByLinearIndipendence\GenomeManagerForMaxLinearIndipendenceSelector.cs" />
      <Compile Include="Selectors\ByLinearIndipendence\SelectorByMaxLinearIndipendence.cs" />
+     <Compile Include="Selectors\TickerSelectorByGroup.cs" />
    </ItemGroup>
    <ItemGroup>

[Quantproject-developers] QuantProject/b3_Data/DataProviders/Caching Cache.cs, 1.5, 1.6

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Caching
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv3945/DataProviders/Caching

Modified Files:
	Cache.cs 
Log Message:
A bug has been fixed. In some rare case, a page was removed just after having been added and the following access to the page resulted in an exception

Index: Cache.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b3_Data/DataProviders/Caching/Cache.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** Cache.cs	29 Sep 2008 21:12:47 -0000	1.5
--- Cache.cs	27 Mar 2010 17:29:20 -0000	1.6
***************
*** 3,7 ****
  
  Cache.cs
! Copyright (C) 2003 
  Glauco Siliprandi
  
--- 3,7 ----
  
  Cache.cs
! Copyright (C) 2003
  Glauco Siliprandi
  
***************
*** 19,23 ****
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
! */
  using System;
  using System.Collections;
--- 19,23 ----
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
!  */
  using System;
  using System.Collections;
***************
*** 89,98 ****
  		}
  		private CachePage getCachePage( string ticker , int year ,
! 			QuoteField quoteField )
  		{
  			return (CachePage)( this[ this.getKey( ticker , year , quoteField ) ] );
  		}
  		private CachePage getCachePage( string ticker , DateTime dateTime ,
! 			QuoteField quoteField )
  		{
  			return this.getCachePage( ticker , dateTime.Year , quoteField );
--- 89,98 ----
  		}
  		private CachePage getCachePage( string ticker , int year ,
! 		                               QuoteField quoteField )
  		{
  			return (CachePage)( this[ this.getKey( ticker , year , quoteField ) ] );
  		}
  		private CachePage getCachePage( string ticker , DateTime dateTime ,
! 		                               QuoteField quoteField )
  		{
  			return this.getCachePage( ticker , dateTime.Year , quoteField );
***************
*** 139,143 ****
  				this.removeUnusedPages();
  			CachePage cachePage = new CachePage( ticker , year , quoteField );
! 			cachePage.LoadData();
  			this.Add( this.getKey( ticker , year , quoteField ) , cachePage );
  			this.currentNumPages ++ ;
--- 139,147 ----
  				this.removeUnusedPages();
  			CachePage cachePage = new CachePage( ticker , year , quoteField );
! 			cachePage.LoadData();			
! 
! //			this.currentPageRank ++ ;
! 			cachePage.Rank = this.currentPageRank++;
! 			
  			this.Add( this.getKey( ticker , year , quoteField ) , cachePage );
  			this.currentNumPages ++ ;
***************
*** 189,193 ****
  				string message = ex.Message; // to avoid warning
  				returnValue = this.GetQuote( ticker ,
! 					new DateTime( dateTime.Year - 1 , 12 , 31 ) , quoteField );
  			}
  			return returnValue;
--- 193,197 ----
  				string message = ex.Message; // to avoid warning
  				returnValue = this.GetQuote( ticker ,
! 				                            new DateTime( dateTime.Year - 1 , 12 , 31 ) , quoteField );
  			}
  			return returnValue;
***************
*** 214,218 ****
  		{
  			// forces quote caching
! 			this.GetQuote( ticker , dateTime , QuoteField.Open );
  			bool wasExchanged = this.wasExchanged_withCachingAlreadyForced(
  				ticker , dateTime );
--- 218,229 ----
  		{
  			// forces quote caching
! 			try
! 			{
! 				this.GetQuote( ticker , dateTime , QuoteField.Open );
! 			}
! 			catch ( MissingQuoteException missingQuoteException )
! 			{
! 				string doNothing = missingQuoteException.Message; doNothing += "";
! 			}
  			bool wasExchanged = this.wasExchanged_withCachingAlreadyForced(
  				ticker , dateTime );

[Quantproject-developers] QuantProject/b3_Data/Selectors TickerSelectorByGroup.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv3212/Selectors

Added Files:
	TickerSelectorByGroup.cs 
Log Message:
Selects the list of tickers that belonged to a given group, at a given time

--- NEW FILE: TickerSelectorByGroup.cs ---
/*
QuantProject - Quantitative Finance Library

TickerSelectorByGroup.cs
Copyright (C) 2010
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
 */

using System;
using System.Collections.Generic;
using System.Data;

namespace QuantProject.Data.Selectors
{
	/// <summary>
	/// Selects the list of tickers that belonged to a given group, at a given time
	/// </summary>
	[Serializable]
	public class TickerSelectorByGroup : ITickerSelectorByGroup
	{
		public TickerSelectorByGroup()
		{
		}
		
		public List<string> GetSelectedTickers( string groupId , DateTime date )
		{
			SelectorByGroup selectorByGroup = new SelectorByGroup( groupId , date );
			DataTable dataTableOfSelectedTickers = selectorByGroup.GetTableOfSelectedTickers();
			List<string> selectedTickers = TickerSelector.GetList( dataTableOfSelectedTickers );
			return selectedTickers;
		}
	}
}

[Quantproject-developers] QuantProject/b3_Data/Selectors ITickerSelectorByGroup.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b3_Data/Selectors
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv2727/Selectors

Added Files:
	ITickerSelectorByGroup.cs 
Log Message:
Interface to be implemented by a ticker selector that selects the tickers in a group, at a given DateTime.
Please, notice that while the previous selctors returned a DataTable, this ne interface requires selectors to return a stronged type list of tickers.

--- NEW FILE: ITickerSelectorByGroup.cs ---
/*
QuantProject - Quantitative Finance Library

ITickerSelectorByGroup.cs
Copyright (C) 2010
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
 */

using System;
using System.Collections.Generic;

namespace QuantProject.Data.Selectors
{
	/// <summary>
	/// Interface to be implemented by a ticker selector that
	/// selects the tickers in a group, at a given DateTime
	/// </summary>
	public interface ITickerSelectorByGroup
	{
		/// <summary>
		/// selects the tickers in a group, at a given DateTime
		/// </summary>
		/// <param name="groupId"></param>
		/// <param name="dateTime"></param>
		/// <returns></returns>
		List<string> GetSelectedTickers( string groupId , DateTime dateTime );
	}
}

[Quantproject-developers] QuantProject/b1_ADT/Optimizing/Genetic Genome.cs, 1.20, 1.21

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv32529/Optimizing/Genetic

Modified Files:
	Genome.cs 
Log Message:
The code has been reformatted, and it now follows a standard indentation

Index: Genome.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Optimizing/Genetic/Genome.cs,v
retrieving revision 1.20
retrieving revision 1.21
diff -C2 -d -r1.20 -r1.21
*** Genome.cs	31 Aug 2007 23:19:34 -0000	1.20
--- Genome.cs	27 Mar 2010 17:15:54 -0000	1.21
***************
*** 3,7 ****
  
  Genome.cs
! Copyright (C) 2003 
  Marco Milletti
  
--- 3,7 ----
  
  Genome.cs
! Copyright (C) 2003
  Marco Milletti
  
***************
*** 19,23 ****
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
! */
  
  
--- 19,23 ----
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
!  */
  
  
***************
*** 34,75 ****
  	public class Genome : IComparable
  	{
! 	  private int[] genes;
!     private int size;
!     private double fitness;
!     private object meaning;
!     private bool hasBeenCloned;
!     private bool hasBeenMutated;
!     
!     private IGenomeManager genomeManager;
!     private GeneticOptimizer geneticOptimizer;
  		private int generation;
  		private bool hasFitnessBeenAssigned;
!     
!     public bool HasBeenCloned
!     {
!       get{return this.hasBeenCloned;}
!       //set{this.hasBeenCloned = value;}
!     }
!     
!     /// <summary>
!     /// Returns true if a gene has been mutated
!     /// through a IGenomeManager Mutate method
!     /// </summary>
!     public bool HasBeenMutated
!     {
!       get{return this.hasBeenMutated;}
!       set{this.hasBeenMutated = value;}
!     }
!     
!     private void setFitnessValue(double fitnessValue)
!     {
!       this.fitness = fitnessValue;
!       this.hasFitnessBeenAssigned = true;
!     }
!     
!     
!     public double Fitness
!     {
!       get
  			{
  				if ( double.IsNaN( this.fitness ) )
--- 34,75 ----
  	public class Genome : IComparable
  	{
! 		private int[] genes;
! 		private int size;
! 		private double fitness;
! 		private object meaning;
! 		private bool hasBeenCloned;
! 		private bool hasBeenMutated;
! 		
! 		private IGenomeManager genomeManager;
! 		private GeneticOptimizer geneticOptimizer;
  		private int generation;
  		private bool hasFitnessBeenAssigned;
! 		
! 		public bool HasBeenCloned
! 		{
! 			get{return this.hasBeenCloned;}
! 			//set{this.hasBeenCloned = value;}
! 		}
! 		
! 		/// <summary>
! 		/// Returns true if a gene has been mutated
! 		/// through a IGenomeManager Mutate method
! 		/// </summary>
! 		public bool HasBeenMutated
! 		{
! 			get{return this.hasBeenMutated;}
! 			set{this.hasBeenMutated = value;}
! 		}
! 		
! 		private void setFitnessValue(double fitnessValue)
! 		{
! 			this.fitness = fitnessValue;
! 			this.hasFitnessBeenAssigned = true;
! 		}
! 		
! 		
! 		public double Fitness
! 		{
! 			get
  			{
  				if ( double.IsNaN( this.fitness ) )
***************
*** 77,152 ****
  						"The fitness for this genome is not a number!" );
  				if ( ! this.hasFitnessBeenAssigned )
! 				// the genome's fitness has not been assigned yet
  					this.setFitnessValue(this.genomeManager.GetFitnessValue(this));
  				
  				return this.fitness;
  			}
!     }
  
!     public object Meaning
!     {
  			get
  			{
  				if ( this.meaning == null )
! 				// the genome's meaning has not been assigned yet
  					this.meaning = this.genomeManager.Decode( this );
  				return this.meaning;
  			}
!     }
  
!     public int Size
!     {
!       get{return this.size;}
!     }
!     
!     public int GetMinValueForGenes(int genePosition)
!     {
!       return this.genomeManager.GetMinValueForGenes(genePosition);
!     }
  		
!     public int GetMaxValueForGenes(int genePosition)
!     {
!       return this.genomeManager.GetMaxValueForGenes(genePosition);
!     }
  		
!     /// <summary>
!     /// Returns the generation at which 
!     /// the current genome has been generated
!     /// by the Genetic Optimizer
!     /// </summary>
!     public int Generation
!     {
!       get{return this.generation;}
!       //set{this.generation = value;}
!     }
!     
!     //implementation of IComparable interface
!     public int CompareTo(object obj) {
!         if(obj is Genome) {
!             Genome genome = (Genome)obj;
  
!             return this.Fitness.CompareTo(genome.Fitness);
!         }
!         
!         throw new ArgumentException("Object is not a Genome");    
!     }
  		//end of implementation of IComparable interface
!     
!     /// <summary>
!     /// It creates a  new genome object initialized by a IGenomeManager
!     /// </summary>
!     public Genome(IGenomeManager genomeManager,
!                   GeneticOptimizer geneticOptimizer)
  		{
  			this.genomeManager = genomeManager;
  			this.geneticOptimizer = geneticOptimizer;
  			this.size = this.genomeManager.GenomeSize;
!  			this.genes = new int[ this.size ];
  		}
-   
-   	public void AssignMeaning()
-     {
-       this.meaning = this.genomeManager.Decode(this);
-     }	 
  
  		public void CreateGenes()
--- 77,152 ----
  						"The fitness for this genome is not a number!" );
  				if ( ! this.hasFitnessBeenAssigned )
! 					// the genome's fitness has not been assigned yet
  					this.setFitnessValue(this.genomeManager.GetFitnessValue(this));
  				
  				return this.fitness;
  			}
! 		}
  
! 		public object Meaning
! 		{
  			get
  			{
  				if ( this.meaning == null )
! 					// the genome's meaning has not been assigned yet
  					this.meaning = this.genomeManager.Decode( this );
  				return this.meaning;
  			}
! 		}
  
! 		public int Size
! 		{
! 			get{return this.size;}
! 		}
  		
! 		public int GetMinValueForGenes(int genePosition)
! 		{
! 			return this.genomeManager.GetMinValueForGenes(genePosition);
! 		}
  		
! 		public int GetMaxValueForGenes(int genePosition)
! 		{
! 			return this.genomeManager.GetMaxValueForGenes(genePosition);
! 		}
! 		
! 		/// <summary>
! 		/// Returns the generation at which
! 		/// the current genome has been generated
! 		/// by the Genetic Optimizer
! 		/// </summary>
! 		public int Generation
! 		{
! 			get{return this.generation;}
! 			//set{this.generation = value;}
! 		}
! 		
! 		//implementation of IComparable interface
! 		public int CompareTo(object obj) {
! 			if(obj is Genome) {
! 				Genome genome = (Genome)obj;
  
! 				return this.Fitness.CompareTo(genome.Fitness);
! 			}
! 			
! 			throw new ArgumentException("Object is not a Genome");
! 		}
  		//end of implementation of IComparable interface
! 		
! 		/// <summary>
! 		/// It creates a  new genome object initialized by a IGenomeManager
! 		/// </summary>
! 		public Genome(IGenomeManager genomeManager,
! 		              GeneticOptimizer geneticOptimizer)
  		{
  			this.genomeManager = genomeManager;
  			this.geneticOptimizer = geneticOptimizer;
  			this.size = this.genomeManager.GenomeSize;
! 			this.genes = new int[ this.size ];
! 		}
! 		
! 		public void AssignMeaning()
! 		{
! 			this.meaning = this.genomeManager.Decode(this);
  		}
  
  		public void CreateGenes()
***************
*** 158,184 ****
  			this.generation = this.geneticOptimizer.GenerationCounter;
  		}
!     
!     public void CalculateFitness()
!     {
!       this.fitness = this.genomeManager.GetFitnessValue(this);
!     }
!     
!     
!     /// <summary>
!     /// It creates an new genome, identical to the current instance
!     /// </summary>
!     public Genome Clone()
!     {
!       Genome returnValue = new Genome(this.genomeManager, this.geneticOptimizer);
!       returnValue.CopyValuesInGenes(this.genes);
!       returnValue.setFitnessValue(this.fitness);
!       returnValue.meaning = this.meaning;
!       returnValue.generation = this.Generation;
!       returnValue.hasBeenCloned = true;
!       
!       return returnValue;
!     }
!             
!     public int[] Genes()
  		{
  			return this.genes;
--- 158,184 ----
  			this.generation = this.geneticOptimizer.GenerationCounter;
  		}
! 		
! 		public void CalculateFitness()
! 		{
! 			this.fitness = this.genomeManager.GetFitnessValue(this);
! 		}
! 		
! 		
! 		/// <summary>
! 		/// It creates an new genome, identical to the current instance
! 		/// </summary>
! 		public Genome Clone()
! 		{
! 			Genome returnValue = new Genome(this.genomeManager, this.geneticOptimizer);
! 			returnValue.CopyValuesInGenes(this.genes);
! 			returnValue.setFitnessValue(this.fitness);
! 			returnValue.meaning = this.meaning;
! 			returnValue.generation = this.Generation;
! 			returnValue.hasBeenCloned = true;
! 			
! 			return returnValue;
! 		}
! 		
! 		public int[] Genes()
  		{
  			return this.genes;
***************
*** 193,308 ****
  			this.generation = this.geneticOptimizer.GenerationCounter;
  		}
!     
!     public void SetGeneValue(int geneValue, int genePosition)
!     {
!       if(geneValue < this.GetMinValueForGenes(genePosition) ||
!          geneValue > this.GetMaxValueForGenes(genePosition) )
!       	throw new IndexOutOfRangeException("Gene value not valid for the gene at" +
!       	                                   " the given position!");
!       if( geneValue != this.GetGeneValue(genePosition) )
! 			// if a new value is stored in the given position, then
! 			// fitness has to be calculated again, and so meaning
  			{
  				this.hasFitnessBeenAssigned = false;
  				this.meaning = null;
  			}
!       
  			this.genes[genePosition] = geneValue;
!       //whenever at least one gene has been written,
  			//the current generation number is stored
!       this.generation = this.geneticOptimizer.GenerationCounter;
!     }
!     
!     public int GetGeneValue(int genePosition)
!     {
!       return this.genes[genePosition];
!     }
!     
!     /// <summary>
!     /// It returns true if the given gene is already stored in the current genome
!     /// </summary>
!     public bool HasGene(int geneValue)
!     {
!       bool returnValue = false;
!       foreach(int gene in this.Genes())
!       {
!         if( geneValue == gene )
!               returnValue = true;
!       }
!       return returnValue;
!     }
!     
!     /// <summary>
!     /// It returns true if the given gene is already stored in the current genome
!     /// </summary>
!     /// <param name="fromGenePosition">First gene position from which the checking
!     /// 		has to be done, inside the given genome</param>
!     /// <param name="toGenePosition">Last gene position to which the checking
!     /// 		has to be done, inside the given genome</param>
!     public bool HasGene(int geneValue, int fromGenePosition,
!                         int toGenePosition)
!     {
!       if(fromGenePosition < 0 ||
!     	   toGenePosition < 0 ||
!     	   fromGenePosition >= this.size ||
!     	   toGenePosition >= this.size)
!     		throw new IndexOutOfRangeException("error in parameters fromGenePosition or toGenePosition!");
!     		                                   
!     	bool returnValue = false;
!       for(int i = fromGenePosition; i <= toGenePosition; i++)
!       {
!       	if( geneValue == this.Genes()[i] )
!               returnValue = true;
!       }
!       return returnValue;
!     }
  
!     /// <summary>
!     /// It returns true if the given gene is already stored in the current genome
!     /// at the given genePosition
!     /// </summary>
!     /// <param name="genePosition">Gene position where the check
!     /// 		has to be done, inside the given genome</param>
!     public bool HasGene(int geneValue, int genePosition)
!     {
!       if(genePosition >= this.size)
!     		throw new IndexOutOfRangeException("bad genePosition parameter!");
!     		                                   
!     	return geneValue == this.Genes()[genePosition];
!     }
!     
!     /// <summary>
!     /// It returns true if the current instance shares no gene with the given
!     /// genome
!     /// </summary>
!     public bool SharesNoGeneWith(Genome genomeToBeCompared)
!     {
!       bool returnValue = true;
!       foreach(int gene in this.Genes())
!       {
!         if( genomeToBeCompared.HasGene(gene) )
!           return false;
!       }
!       return returnValue;
!     }
  
!     /// <summary>
! 	  /// It returns true if the current instance of genome has some duplicate
! 	  /// values in genes
! 	  /// </summary>
!     public bool HasSomeDuplicateGenes()
!     {
!       bool returnValue = false;
!       for(int i = 0; i < this.size ; i++)
!       {
!         for(int j = i + 1; j < this.size ; j++)
!         {
!           if(this.genes[i] == this.genes[j])            
!         		returnValue = true;
!         }
!       }
!       return returnValue;
!     }
!     
  	}
  }
--- 193,308 ----
  			this.generation = this.geneticOptimizer.GenerationCounter;
  		}
! 		
! 		public void SetGeneValue(int geneValue, int genePosition)
! 		{
! 			if(geneValue < this.GetMinValueForGenes(genePosition) ||
! 			   geneValue > this.GetMaxValueForGenes(genePosition) )
! 				throw new IndexOutOfRangeException("Gene value not valid for the gene at" +
! 				                                   " the given position!");
! 			if( geneValue != this.GetGeneValue(genePosition) )
! 				// if a new value is stored in the given position, then
! 				// fitness has to be calculated again, and so meaning
  			{
  				this.hasFitnessBeenAssigned = false;
  				this.meaning = null;
  			}
! 			
  			this.genes[genePosition] = geneValue;
! 			//whenever at least one gene has been written,
  			//the current generation number is stored
! 			this.generation = this.geneticOptimizer.GenerationCounter;
! 		}
! 		
! 		public int GetGeneValue(int genePosition)
! 		{
! 			return this.genes[genePosition];
! 		}
! 		
! 		/// <summary>
! 		/// It returns true if the given gene is already stored in the current genome
! 		/// </summary>
! 		public bool HasGene(int geneValue)
! 		{
! 			bool returnValue = false;
! 			foreach(int gene in this.Genes())
! 			{
! 				if( geneValue == gene )
! 					returnValue = true;
! 			}
! 			return returnValue;
! 		}
! 		
! 		/// <summary>
! 		/// It returns true if the given gene is already stored in the current genome
! 		/// </summary>
! 		/// <param name="fromGenePosition">First gene position from which the checking
! 		/// 		has to be done, inside the given genome</param>
! 		/// <param name="toGenePosition">Last gene position to which the checking
! 		/// 		has to be done, inside the given genome</param>
! 		public bool HasGene(int geneValue, int fromGenePosition,
! 		                    int toGenePosition)
! 		{
! 			if(fromGenePosition < 0 ||
! 			   toGenePosition < 0 ||
! 			   fromGenePosition >= this.size ||
! 			   toGenePosition >= this.size)
! 				throw new IndexOutOfRangeException("error in parameters fromGenePosition or toGenePosition!");
! 			
! 			bool returnValue = false;
! 			for(int i = fromGenePosition; i <= toGenePosition; i++)
! 			{
! 				if( geneValue == this.Genes()[i] )
! 					returnValue = true;
! 			}
! 			return returnValue;
! 		}
  
! 		/// <summary>
! 		/// It returns true if the given gene is already stored in the current genome
! 		/// at the given genePosition
! 		/// </summary>
! 		/// <param name="genePosition">Gene position where the check
! 		/// 		has to be done, inside the given genome</param>
! 		public bool HasGene(int geneValue, int genePosition)
! 		{
! 			if(genePosition >= this.size)
! 				throw new IndexOutOfRangeException("bad genePosition parameter!");
! 			
! 			return geneValue == this.Genes()[genePosition];
! 		}
! 		
! 		/// <summary>
! 		/// It returns true if the current instance shares no gene with the given
! 		/// genome
! 		/// </summary>
! 		public bool SharesNoGeneWith(Genome genomeToBeCompared)
! 		{
! 			bool returnValue = true;
! 			foreach(int gene in this.Genes())
! 			{
! 				if( genomeToBeCompared.HasGene(gene) )
! 					return false;
! 			}
! 			return returnValue;
! 		}
  
! 		/// <summary>
! 		/// It returns true if the current instance of genome has some duplicate
! 		/// values in genes
! 		/// </summary>
! 		public bool HasSomeDuplicateGenes()
! 		{
! 			bool returnValue = false;
! 			for(int i = 0; i < this.size ; i++)
! 			{
! 				for(int j = i + 1; j < this.size ; j++)
! 				{
! 					if(this.genes[i] == this.genes[j])
! 						returnValue = true;
! 				}
! 			}
! 			return returnValue;
! 		}
! 		
  	}
  }

[Quantproject-developers] QuantProject/b1_ADT/Collections FloatArrayManager.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Collections
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv32384/Collections

Modified Files:
	FloatArrayManager.cs 
Log Message:
A new method

double[] ConvertToDouble( float[] valuesToBeConverted )

has been added, to convert an array of floats to an array of doubles

Index: FloatArrayManager.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Collections/FloatArrayManager.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** FloatArrayManager.cs	13 Jul 2007 09:59:07 -0000	1.1
--- FloatArrayManager.cs	27 Mar 2010 17:15:05 -0000	1.2
***************
*** 57,60 ****
--- 57,73 ----
  		}
  		#endregion
+ 		
+ 		/// <summary>
+ 		/// converts the float array to a double array
+ 		/// </summary>
+ 		/// <param name="valuesToBeConverted"></param>
+ 		/// <returns></returns>
+ 		public static double[] ConvertToDouble( float[] valuesToBeConverted )
+ 		{
+ 			double[] convertedValues = new double[ valuesToBeConverted.Length ];
+ 			for( int i = 0 ; i < valuesToBeConverted.Length ; i++ )
+ 				convertedValues[ i ] = valuesToBeConverted[ i ];
+ 			return convertedValues;
+ 		}
  	}
  }

[Quantproject-developers] QuantProject/b1_ADT/Statistics BasicFunctions.cs, 1.13, 1.14

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Statistics
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv31854/Statistics

Modified Files:
	BasicFunctions.cs 
Log Message:
An exception now is thrown out, when the method GetVariance is invoked with less then two observations

Index: BasicFunctions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Statistics/BasicFunctions.cs,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** BasicFunctions.cs	11 May 2008 17:50:22 -0000	1.13
--- BasicFunctions.cs	27 Mar 2010 17:13:15 -0000	1.14
***************
*** 172,175 ****
--- 172,177 ----
  		static public double GetVariance( ICollection data ) 
  		{
+ 			if ( data.Count < 2 )
+ 				throw new Exception( "Variance requires at least 2 elements!" );
  			double simpleAverage = BasicFunctions.GetSimpleAverage(data);
  			double sum = 0;

[Quantproject-developers] QuantProject/b1_ADT ADT_SD.csproj, 1.13, 1.14

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv31177

Modified Files:
	ADT_SD.csproj 
Log Message:
Econometrics\ILinearRegression.cs has been added
Econometrics\LinearRegression.cs has been added
LinearAlgebra\LinearSystemSolver.cs has been added

Index: ADT_SD.csproj
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ADT_SD.csproj,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** ADT_SD.csproj	20 Nov 2008 20:26:29 -0000	1.13
--- ADT_SD.csproj	27 Mar 2010 17:10:32 -0000	1.14
***************
*** 5,9 ****
      <SchemaVersion>2.0</SchemaVersion>
      <ProjectGuid>{6A426DC3-013E-4D38-A1AE-7BE128BF2DD7}</ProjectGuid>
!     <RootNamespace>ADT</RootNamespace>
      <AssemblyName>QuantProject.ADT</AssemblyName>
      <OutputType>Library</OutputType>
--- 5,9 ----
      <SchemaVersion>2.0</SchemaVersion>
      <ProjectGuid>{6A426DC3-013E-4D38-A1AE-7BE128BF2DD7}</ProjectGuid>
!     <RootNamespace>QuantProject.ADT</RootNamespace>
      <AssemblyName>QuantProject.ADT</AssemblyName>
      <OutputType>Library</OutputType>
***************
*** 49,55 ****
--- 49,58 ----
      <Compile Include="BarComponent.cs" />
      <Compile Include="ConstantsProvider.cs" />
+     <Compile Include="Econometrics\ILinearRegression.cs" />
+     <Compile Include="Econometrics\LinearRegression.cs" />
      <Compile Include="ExtendedDataTable.cs" />
      <Compile Include="ExtendedDateTime.cs" />
      <Compile Include="HashProvider.cs" />
+     <Compile Include="LinearAlgebra\LinearSystemSolver.cs" />
      <Compile Include="Optimizing\BruteForce\BestParametersManager.cs" />
      <Compile Include="Optimizing\BruteForce\ParametersManagers\BruteForceOptimizableParametersManagerWithoutEquivalentsAsTopBestParameters.cs" />
***************
*** 103,106 ****
--- 106,111 ----
    <ItemGroup>
      <Folder Include="Messaging" />
+     <Folder Include="Econometrics" />
+     <Folder Include="LinearAlgebra" />
      <Folder Include="Timing" />
      <Folder Include="Optimizing\BruteForce" />

[Quantproject-developers] QuantProject/b1_ADT/LinearAlgebra LinearSystemSolver.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/LinearAlgebra
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv30847

Added Files:
	LinearSystemSolver.cs 
Log Message:
Solves a linear system using the Gauss elimination algorithm

--- NEW FILE: LinearSystemSolver.cs ---
/*
QuantProject - Quantitative Finance Library

LinearRegressionNew.cs
Copyright (C) 2010
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
 */

using System;

namespace QuantProject.ADT.LinearAlgebra
{
	/// <summary>
	/// Solves a linear system using the Gauss elimination algorithm
	/// </summary>
	public class LinearSystemSolver
	{
		public LinearSystemSolver()
		{
		}
		
		#region FindSolution
		private static void findSolution_checkParameters( double[,] A , double[] b )
		{
			if ( A.GetLength( 0 ) != b.Length )
				throw new Exception(
					"A and b don't have the same number of rows!" );
		}
		
		private static void createACopyOfTheParameters(
				double[,] originalA , double[] original_b , out double[,] A , out double[] b )
		{
			int n = original_b.Length;
			A = new double[ n , n ];
			b = new double[ n ];
			for( int i = 0 ; i < n ; i++ )
			{
				for( int j = 0 ; j < n ; j++ )
					A[ i , j ] = originalA[ i , j ];
				b[ i ] = original_b[ i ];
			}
		}
		
		#region findSolution
		
		#region forwardElimination
		private static int findTheRowWithTheLargestFirstValue(
			int currentRowIndex , double[,] A , double[] b )
		{
			int rowWithTheLargestFirstValue = currentRowIndex;
			for ( int i = currentRowIndex + 1 ; i < b.Length ; i++ )
				if ( Math.Abs( A[ i , currentRowIndex ] ) >
				    Math.Abs( A[ rowWithTheLargestFirstValue , currentRowIndex ] ) )
				rowWithTheLargestFirstValue = i;
			return rowWithTheLargestFirstValue;
		}
		private static void checkIfSingular( int currentRowIndex , double[,] A )
		{
			if ( Math.Abs( A[ currentRowIndex , currentRowIndex ] ) < 0.000001 )
				throw new Exception(
					"The system doesn't have a single solution!" );
		}
		private static void swapRows(
			int index1 , int index2 , double[,] A , double[] b )
		{
			for( int j = 0 ; j < b.Length ; j++ )
			{
				double temp = A[ index1 , j ];
				A[ index1 , j ] = A[ index2 , j ];
				A[ index2 , j ] = temp;
				temp = b[ index1 ];
				b[ index1 ] = b[ index2 ];
				b[ index2 ] = temp;
			}
		}
		private static void normalizeTheCurrentRow( int currentRowIndex , double[,] A , double[] b )
		{
			double pivotValue = A[ currentRowIndex , currentRowIndex ];
			for( int j = 0 ; j < b.Length ; j++ )
				A[ currentRowIndex , j ] = A[ currentRowIndex , j ] / pivotValue;
			b[ currentRowIndex ] = b[ currentRowIndex ] / pivotValue;
		}
		
		#region reduceTheFollowingRows
		private static void reduceTheFollowingRow(
			int rowToBeReduced , int indexOfThePivotRow , double[,] A , double[] b )
		{
			double pivotValue = A[ rowToBeReduced , indexOfThePivotRow ];
			for( int j = indexOfThePivotRow ; j < b.Length ; j++ )
				A[ rowToBeReduced , j ] -= pivotValue * A[ indexOfThePivotRow , j ];
			b[ rowToBeReduced ] -= pivotValue * b[ indexOfThePivotRow ];
		}
		private static void reduceTheFollowingRows( int currentRowIndex , double[,] A , double[] b )
		{
			for( int i = currentRowIndex + 1 ; i < b.Length ; i++ )
				LinearSystemSolver.reduceTheFollowingRow( i , currentRowIndex , A , b );
		}
		
		#endregion reduceTheFollowingRows
		private static void forwardElimination(
			int currentRowIndex , double[,] A , double[] b )
		{
			int indexOfTheRowWithLargestFirstValue =
				LinearSystemSolver.findTheRowWithTheLargestFirstValue( currentRowIndex , A , b );
			LinearSystemSolver.swapRows(
				currentRowIndex , indexOfTheRowWithLargestFirstValue , A , b );
			LinearSystemSolver.checkIfSingular( currentRowIndex , A );
			LinearSystemSolver.normalizeTheCurrentRow( currentRowIndex , A , b );
			LinearSystemSolver.reduceTheFollowingRows( currentRowIndex , A , b );
		}
		private static void forwardElimination( double[,] A , double[] b )
		{
			for( int i = 0 ; i < b.Length ; i++ )
				LinearSystemSolver.forwardElimination( i , A , b );
		}
		#endregion forwardElimination

		#region backSubstitution
		private static double computeValueToBeSubtracted( double[,] A , double[] b , int i , double[] solution )
		{
			double valueToBeSubtracted = 0;
			for( int j = i+1 ; j < b.Length ; j++ )
				valueToBeSubtracted += A[ i , j ] *  solution[ j ];
			return valueToBeSubtracted;
		}
		private static void backSubstitution( double[,] A , double[] b , int i , double[] solution )
		{
			double valueToBeSubtracted =
				LinearSystemSolver.computeValueToBeSubtracted( A , b , i , solution );
			solution[ i ] = b[ i ] - valueToBeSubtracted;
		}
		private static double[] backSubstitution( double[,] A , double[] b )
		{
			double[] solution = new double[ b.Length ];
			for( int i = b.Length - 1 ; i >= 0 ; i-- )
				LinearSystemSolver.backSubstitution( A , b , i , solution );
			return solution;
		}
		#endregion backSubstitution
		
		private static double[] findSolution( double[,] A , double[] b )
		{			
			LinearSystemSolver.forwardElimination( A , b );
			double[] solution = LinearSystemSolver.backSubstitution( A , b );
			return solution;
		}
		#endregion findSolution

		/// <summary>
		/// Computes the solution of the linear system Ax=b
		/// </summary>
		/// <param name="A"></param>
		/// <param name="b"></param>
		/// <returns></returns>
		public static double[] FindSolution( double[,] originalA , double[] original_b )
		{
			double[,] A; double[] b;
			LinearSystemSolver.findSolution_checkParameters( originalA , original_b );
			LinearSystemSolver.createACopyOfTheParameters(
				originalA , original_b , out A , out b );
			double[] solution = LinearSystemSolver.findSolution( A , b );
			return solution;
		}
		#endregion FindSolution
	}
}

[Quantproject-developers] QuantProject/b1_ADT/LinearAlgebra - New directory

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/LinearAlgebra
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv30333/LinearAlgebra

Log Message:
Directory /cvsroot/quantproject/QuantProject/b1_ADT/LinearAlgebra added to the repository

[Quantproject-developers] QuantProject/b1_ADT/Econometrics LinearRegression.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Econometrics
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv30027/Econometrics

Added Files:
	LinearRegression.cs 
Log Message:
Computes a Linear Regression

--- NEW FILE: LinearRegression.cs ---
/*
QuantProject - Quantitative Finance Library

LinearRegression.cs
Copyright (C) 2010
Glauco Siliprandi

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
 */

using System;

using QuantProject.ADT.LinearAlgebra;

namespace QuantProject.ADT.Econometrics
{
	/// <summary>
	/// Computes a Linear Regression
	/// </summary>
	[Serializable]
	public class LinearRegression : ILinearRegression
	{
		private double sumOfSquareResiduals;
		private double centeredTotalSumOfSquares;

		private double[] estimatedCoefficients;
		
		public double[] EstimatedCoefficients {
			get
			{
				if ( this.estimatedCoefficients == null )
					throw new Exception(
						"The method RunRegression() must be invoked before " +
						"reading this property!" );
				return this.estimatedCoefficients;
			}
		}
		
		private double centeredRSquare;
		
		public double CenteredRSquare {
			get { return this.centeredRSquare; }
		}
		
		public LinearRegression()
		{
		}
		
		#region RunRegression
		private void runRegression_checkParameters( double[] regressand , double[,] regressors )
		{
			if ( regressand.Length != regressors.GetLength( 0 ) )
				throw new Exception(
					"The regressand doesn't have the same number of observations as " +
					"the regressors!" );
		}
		private double[,] getXtransposeX( double[,] X )
		{
			int n = X.GetLength( 0 );
			int k = X.GetLength( 1 );
			double[,] xTransposeX = new double[ k , k ];
			for( int i = 0 ; i < k ; i++ )
				for( int j = 0 ; j < k ; j++ )
			{
				xTransposeX[ i , j ] = 0;
				for( int t = 0 ; t < n ; t++ )
					xTransposeX[ i , j ] += X[ t , i ] * X[ t , j ];
			}
			return xTransposeX;
		}
		private double[] getXtransposeY( double[] y , double[,] X )
		{
			int n = y.Length;
			int k = X.GetLength( 1 );
			double[] xTransposeY = new double[ k ];
			for( int j = 0 ; j < k ; j++ )
			{
				xTransposeY[ j ] = 0;
				for( int t = 0 ; t < n ; t++ )
					xTransposeY[ j ] += X[ t , j ] * y[ t ];
			}
			return xTransposeY;
		}
		
		#region computeRSquare
		private double getYBar( double[] regressand )
		{
			double yBar = 0;
			for( int i = 0 ; i < regressand.Length ; i++ )
				yBar += regressand[ i ];
			yBar = yBar / regressand.Length;
			return yBar;
		}
		
		#region getYHat
		private double getYHat( double[] regressand , double[,] regressors , int i )
		{
			double returnValue = 0;
			for( int j = 0 ; j < regressors.GetLength( 1 ) ; j++ )
				returnValue += this.estimatedCoefficients[ j ] * regressors[ i , j ];
			return returnValue;
		}
		
		private double[] getYHat( double[] regressand , double[,] regressors )
		{
			double[] yHat = new double[ regressand.Length ];
			for( int i = 0 ; i < regressand.Length ; i++ )
				yHat[ i ] = this.getYHat( regressand , regressors , i );
			return yHat;
		}
		#endregion getYHat
		
		private void setSumOfSquareResidualsAndCenteredTotalSumOfSquares(
			double[] regressand , double[,] regressors , double yBar , double[] yHat )
		{
			this.sumOfSquareResiduals = 0;
			this.centeredTotalSumOfSquares = 0;
			for( int i = 0 ; i < regressand.Length ; i++ )
			{
				this.sumOfSquareResiduals +=
					( yHat[ i ] - regressand[ i ] ) * ( yHat[ i ] - regressand[ i ] );
				this.centeredTotalSumOfSquares +=
					( regressand[ i ] - yBar ) * ( regressand[ i ] - yBar );
			}
		}
		private void setSumOfSquareResidualsAndCenteredTotalSumOfSquares(
			double[] regressand , double[,] regressors )
		{
			double yBar = this.getYBar( regressand );
			double[] yHat = this.getYHat( regressand , regressors );
			this.setSumOfSquareResidualsAndCenteredTotalSumOfSquares(
				regressand , regressors , yBar , yHat );
		}
		private void computeCenteredRSquare(
			double[] regressand , double[,] regressors )
		{
			this.setSumOfSquareResidualsAndCenteredTotalSumOfSquares(
				regressand , regressors);
			this.centeredRSquare =
				1 - this.sumOfSquareResiduals / this.centeredTotalSumOfSquares;
		}
		#endregion computeRSquare
		
		public void RunRegression( double[] regressand , double[,] regressors )
		{
			this.runRegression_checkParameters( regressand , regressors );
			double[,] xTransposeX = this.getXtransposeX( regressors );
			double[] xTransposeY = this.getXtransposeY( regressand , regressors );
			this.estimatedCoefficients = LinearSystemSolver.FindSolution(
				xTransposeX , xTransposeY );
			this.computeCenteredRSquare( regressand , regressors );
		}
		#endregion RunRegression
	}
}

[Quantproject-developers] QuantProject/b1_ADT/Econometrics ILinearRegression.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Econometrics
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv29508/Econometrics

Added Files:
	ILinearRegression.cs 
Log Message:
Interface to be implemented by those classes that run a linear regression

--- NEW FILE: ILinearRegression.cs ---
/*
 * Created by SharpDevelop.
 * User: Glauco
 * Date: 22/03/2010
 * Time: 16.13
 * 
 * To change this template use Tools | Options | Coding | Edit Standard Headers.
 */

using System;

namespace QuantProject.ADT.Econometrics
{
	/// <summary>
	/// Interface to be implemented by those classes that run a
	/// linear regression
	/// </summary>
	public interface ILinearRegression
	{
		double[] EstimatedCoefficients{ get; }
		double CenteredRSquare{ get; }
		void RunRegression( double[] regressand , double[,] regressors );
	}
}

[Quantproject-developers] QuantProject/b1_ADT/Econometrics - New directory

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Econometrics
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv29242/Econometrics

Log Message:
Directory /cvsroot/quantproject/QuantProject/b1_ADT/Econometrics added to the repository

[Quantproject-developers] QuantProject b91_QuantProject.csproj, 1.1.1.1, NONE

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

Update of /cvsroot/quantproject/QuantProject
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv14900

Removed Files:
	b91_QuantProject.csproj 
Log Message:
I guess we don't need this file. Millo, please confirm

--- b91_QuantProject.csproj DELETED ---

[Quantproject-developers] QuantProject/t5_Testing/b1_ADT Sum.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/t5_Testing/b1_ADT
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv13561/t5_Testing/b1_ADT

Modified Files:
	Sum.cs 
Log Message:
The license statement has been added

Index: Sum.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/t5_Testing/b1_ADT/Sum.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** Sum.cs	31 Jan 2010 19:00:45 -0000	1.1
--- Sum.cs	31 Jan 2010 19:14:58 -0000	1.2
***************
*** 1,10 ****
  /*
!  * Created by SharpDevelop.
!  * User: Glauco
!  * Date: 1/31/2010
!  * Time: 7:26 PM
!  * 
!  * To change this template use Tools | Options | Coding | Edit Standard Headers.
!  */
  
  using System;
--- 1,23 ----
  /*
! QuantProject - Quantitative Finance Library
! 
! Sum.cs
! Copyright (C) 2003
! Glauco Siliprandi
! 
! This program is free software; you can redistribute it and/or
! modify it under the terms of the GNU General Public License
! as published by the Free Software Foundation; either version 2
! of the License, or (at your option) any later version.
! 
! This program is distributed in the hope that it will be useful,
! but WITHOUT ANY WARRANTY; without even the implied warranty of
! MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
! GNU General Public License for more details.
! 
! You should have received a copy of the GNU General Public License
! along with this program; if not, write to the Free Software
! Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
! */
  
  using System;

[Quantproject-developers] QuantProject/t5_Testing/b1_ADT Sum.cs, NONE, 1.1

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

Update of /cvsroot/quantproject/QuantProject/t5_Testing/b1_ADT
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv11675

Added Files:
	Sum.cs 
Log Message:
This class tests the QuantProject.ADT.Statistics.BasicFunctions.Sum() method

--- NEW FILE: Sum.cs ---
/*
 * Created by SharpDevelop.
 * User: Glauco
 * Date: 1/31/2010
 * Time: 7:26 PM
 * 
 * To change this template use Tools | Options | Coding | Edit Standard Headers.
 */

using System;
using NUnit.Framework;

using QuantProject.ADT.Statistics;

namespace QuantProject.Testing.Statistics
{
	/// <summary>
	/// This class tests the
	/// QuantProject.ADT.Statistics.BasicFunctions.Sum() method
	/// </summary>
	[TestFixture]
	public class BasicFunctionsSum
	{
		[Test]
		public void Sum()
		{
			double[] values = { 1 , 2 };
			double sumValue = BasicFunctions.Sum( values );
			Assert.AreEqual( 3 , sumValue );		// this is ok
			// comment out the following statemente if you want to get a successfull test
			Assert.AreEqual( 3.1 , sumValue );		// this one faults
		}
	}
}

[Quantproject-developers] QuantProject/t5_Testing/b1_ADT - New directory

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

Update of /cvsroot/quantproject/QuantProject/t5_Testing/b1_ADT
In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv11084/b1_ADT

Log Message:
Directory /cvsroot/quantproject/QuantProject/t5_Testing/b1_ADT added to the repository