Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10662/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
WFLagChosenTickers.cs
Log Message:
WeightedPositions are used instead of SignedTickers
Index: WFLagChosenTickers.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagChosenTickers.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WFLagChosenTickers.cs 8 Apr 2006 18:39:55 -0000 1.2
--- WFLagChosenTickers.cs 30 Jul 2006 13:44:48 -0000 1.3
***************
*** 27,30 ****
--- 27,31 ----
using QuantProject.ADT.Collections;
using QuantProject.ADT.Optimizing.Genetic;
+ using QuantProject.Business.Strategies;
using QuantProject.Business.Timing;
***************
*** 49,69 ****
private int populationSizeForGeneticOptimizer;
! private QPHashtable drivingPositions;
! private QPHashtable portfolioPositions;
private DateTime firstOptimizationDate;
private DateTime lastOptimizationDate;
! public QPHashtable DrivingPositions
{
get
{
! return this.drivingPositions;
}
}
! public QPHashtable PortfolioPositions
{
get
{
! return this.portfolioPositions;
}
}
--- 50,84 ----
private int populationSizeForGeneticOptimizer;
! private WeightedPositions drivingWeightedPositions;
! private WeightedPositions portfolioWeightedPositions;
private DateTime firstOptimizationDate;
private DateTime lastOptimizationDate;
! // public QPHashtable PortfolioPositions
! // {
! // get
! // {
! // return this.portfolioPositions;
! // }
! // }
! // public QPHashtable DrivingPositions
! // {
! // get
! // {
! // return this.drivingPositions;
! // }
! // }
! public WeightedPositions DrivingWeightedPositions
{
get
{
! return this.drivingWeightedPositions;
}
}
! public WeightedPositions PortfolioWeightedPositions
{
get
{
! return this.portfolioWeightedPositions;
}
}
***************
*** 115,127 ****
}
private void setSignedTickers_setTickersFromGenome(
! WFLagGenomeManager genomeManager ,
Genome genome )
{
! WFLagSignedTickers wFLagSignedTickers =
! ( WFLagSignedTickers )genomeManager.Decode( genome );
! this.drivingPositions = wFLagSignedTickers.DrivingPositions;
! this.portfolioPositions = wFLagSignedTickers.PortfolioPositions;
}
! public void SetSignedTickers( WFLagEligibleTickers eligibleTickers )
{
// this.setSignedTickers_clearPositions();
--- 130,144 ----
}
private void setSignedTickers_setTickersFromGenome(
! IGenomeManager genomeManager ,
Genome genome )
{
! WFLagWeightedPositions wFLagWeightedPositions =
! ( WFLagWeightedPositions )genomeManager.Decode( genome );
! this.drivingWeightedPositions =
! wFLagWeightedPositions.DrivingWeightedPositions;
! this.portfolioWeightedPositions =
! wFLagWeightedPositions.PortfolioWeightedPositions;
}
! public void SetWeightedPositions( WFLagEligibleTickers eligibleTickers )
{
// this.setSignedTickers_clearPositions();
***************
*** 133,140 ****
this.endOfDayTimer.GetCurrentTime().DateTime;
! WFLagGenomeManager genomeManager =
! new WFLagGenomeManager(
eligibleTickers.EligibleTickers ,
! firstOptimizationDate ,
this.lastOptimizationDate ,
this.numberOfDrivingPositions ,
--- 150,158 ----
this.endOfDayTimer.GetCurrentTime().DateTime;
! WFLagGenomeManagerWithWeights genomeManager =
! new WFLagGenomeManagerWithWeights(
eligibleTickers.EligibleTickers ,
! eligibleTickers.EligibleTickers ,
! this.firstOptimizationDate ,
this.lastOptimizationDate ,
this.numberOfDrivingPositions ,
|
