Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv4734/b7_Scripts/TickerSelectionTesting/TestingOTCTypes
Modified Files:
GenomeManagerForEfficientOTCTypes.cs
Log Message:
Updated genome managers for Open to Close and Close to Open strategies
Index: GenomeManagerForEfficientOTCTypes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/GenomeManagerForEfficientOTCTypes.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** GenomeManagerForEfficientOTCTypes.cs 7 Jan 2006 10:26:10 -0000 1.1
--- GenomeManagerForEfficientOTCTypes.cs 14 May 2006 18:36:37 -0000 1.2
***************
*** 38,44 ****
/// </summary>
[Serializable]
! public class GenomeManagerForEfficientOTCTypes : GenomeManagerForWeightedEfficientPortfolio
{
! // private GenomeManagerForEfficientCTOPortfolio genManCTO;
public GenomeManagerForEfficientOTCTypes(DataTable setOfInitialTickers,
DateTime firstQuoteDate,
--- 38,44 ----
/// </summary>
[Serializable]
! public class GenomeManagerForEfficientOTCTypes : GenomeManagerForEfficientPortfolio
{
! private GenomeManagerForEfficientCTOPortfolio genManCTO;
public GenomeManagerForEfficientOTCTypes(DataTable setOfInitialTickers,
DateTime firstQuoteDate,
***************
*** 56,65 ****
{
this.retrieveData();
! // this.genManCTO = new GenomeManagerForEfficientCTOPortfolio(setOfInitialTickers,
! // firstQuoteDate,
! // lastQuoteDate,
! // numberOfTickersInPortfolio,
! // targetPerformance,
! // portfolioType);
}
//rate of return = rawClose/rawOpen - 1
--- 56,65 ----
{
this.retrieveData();
! this.genManCTO = new GenomeManagerForEfficientCTOPortfolio(setOfInitialTickers,
! firstQuoteDate,
! lastQuoteDate,
! numberOfTickersInPortfolio,
! targetPerformance,
! portfolioType);
}
//rate of return = rawClose/rawOpen - 1
***************
*** 95,101 ****
this.variance = portfolioVariance;
this.rateOfReturn = averagePortfolioRateOfReturn;
! returnValue = this.getFitnessValue_calculate();
! // returnValue = this.getFitnessValue_calculate() -
! // this.genManCTO.GetFitnessValue(genome);
}
--- 95,101 ----
this.variance = portfolioVariance;
this.rateOfReturn = averagePortfolioRateOfReturn;
! //returnValue = this.getFitnessValue_calculate();
! returnValue = this.getFitnessValue_calculate() -
! this.genManCTO.GetFitnessValue(genome);
}
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