Update of /cvsroot/quantproject/QuantProject/b1_ADT
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv25246/b1_ADT
Modified Files:
ConstantsProvider.cs
Log Message:
Adde constant for minimum weight for tickers chosen by GeneticOptimizer based on IGenomeManager deriving from GenomeManagerForEfficientPortfolio.
Index: ConstantsProvider.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/ConstantsProvider.cs,v
retrieving revision 1.14
retrieving revision 1.15
diff -C2 -d -r1.14 -r1.15
*** ConstantsProvider.cs 27 Aug 2005 19:20:26 -0000 1.14
--- ConstantsProvider.cs 8 Nov 2005 18:38:07 -0000 1.15
***************
*** 39,43 ****
public static DateTime DefaultDateForTickersAddedToGroups = new DateTime(1980,1,1);
//conventional date for new tickers added to groups
!
}
--- 39,44 ----
public static DateTime DefaultDateForTickersAddedToGroups = new DateTime(1980,1,1);
//conventional date for new tickers added to groups
! public static double MinimumPortfolioWeightForTicker = 0.10;
! //default minimum weight for ticker, used by GenomeManagerForWeightedEfficientPortfolio
}
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