Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv25073/TickerSelectionTesting
Added Files:
GenomeMeaning.cs
Log Message:
MeaningForGenome changed to GenomeMeaning
--- NEW FILE: GenomeMeaning.cs ---
/*
QuantProject - Quantitative Finance Library
GenomeMeaning.cs
Copyright (C) 2003
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 System.Data;
using System.Collections;
using QuantProject.ADT.Statistics;
using QuantProject.ADT.Optimizing.Genetic;
using QuantProject.Data;
using QuantProject.Data.DataTables;
using QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios;
namespace QuantProject.Scripts.TickerSelectionTesting.EfficientPortfolios
{
/// <summary>
/// This is the class representing the meaning for genome
/// </summary>
[Serializable]
public class GenomeMeaning
{
private string[] tickers;
private double returnAtLastDayInSample;
private double averageReturnInSample;
private double varianceReturnInSample;
public string[] Tickers
{
get{return this.tickers;}
}
public double ReturnAtLastDayInSample
{
get{return this.returnAtLastDayInSample;}
}
public double AverageReturnInSample
{
get{return this.averageReturnInSample;}
}
public double VarianceReturnInSample
{
get{return this.varianceReturnInSample;}
}
public GenomeMeaning(string[] tickers)
{
this.tickers = tickers;
}
public GenomeMeaning(string[] tickers,
double returnAtLastDayInSample,
double averageReturnInSample,
double varianceReturnInSample)
{
this.tickers = tickers;
this.returnAtLastDayInSample = returnAtLastDayInSample;
this.averageReturnInSample = averageReturnInSample;
this.varianceReturnInSample = varianceReturnInSample;
}
}
}
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