Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedPeriodOscillators
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv24647/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedPeriodOscillators
Modified Files:
EndOfDayTimerHandlerFPOscillatorCTC.cs
Log Message:
Updated the base handler for tickerSelection strategies (OTC, etc.) and for other
strategies (ECT, FixedPeriodOscillator, ImmediateTrendFollower).
Index: EndOfDayTimerHandlerFPOscillatorCTC.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedPeriodOscillators/EndOfDayTimerHandlerFPOscillatorCTC.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** EndOfDayTimerHandlerFPOscillatorCTC.cs 3 Aug 2006 21:31:16 -0000 1.2
--- EndOfDayTimerHandlerFPOscillatorCTC.cs 7 Aug 2006 21:09:15 -0000 1.3
***************
*** 61,64 ****
--- 61,65 ----
private DateTime lastCloseDate;
private IGenomeManager iGenomeManager;
+ private int seedForRandomGenerator;
public EndOfDayTimerHandlerFPOscillatorCTC(string tickerGroupID, int numberOfEligibleTickers,
***************
*** 87,90 ****
--- 88,92 ----
this.numDaysBetweenEachOptimization = 2* numDaysForReturnCalculation;
this.numDaysBetweenEachOptimization = numDaysForReturnCalculation;
+ this.seedForRandomGenerator = ConstantsProvider.SeedForRandomGenerator;
}
***************
*** 301,305 ****
this.populationSizeForGeneticOptimizer,
this.generationNumberForGeneticOptimizer,
! ConstantsProvider.SeedForRandomGenerator);
if(setGenomeCounter)
this.genomeCounter = new GenomeCounter(GO);
--- 303,307 ----
this.populationSizeForGeneticOptimizer,
this.generationNumberForGeneticOptimizer,
! this.seedForRandomGenerator);
if(setGenomeCounter)
this.genomeCounter = new GenomeCounter(GO);
***************
*** 307,311 ****
GO.Run(false);
this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientPortfolio)this.iGenomeManager).FirstQuoteDate,
! ((GenomeManagerForEfficientPortfolio)this.iGenomeManager).LastQuoteDate, setOfTickersToBeOptimized.Rows.Count);
this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers;
this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights;
--- 309,314 ----
GO.Run(false);
this.addGenomeToBestGenomes(GO.BestGenome,((GenomeManagerForEfficientPortfolio)this.iGenomeManager).FirstQuoteDate,
! ((GenomeManagerForEfficientPortfolio)this.iGenomeManager).LastQuoteDate, setOfTickersToBeOptimized.Rows.Count,
! this.numDaysForReturnCalculation);
this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers;
this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights;
***************
*** 324,328 ****
{
this.lastCloseDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime;
! ConstantsProvider.SeedForRandomGenerator++;
this.numDaysElapsedSinceLastOptimization++;
this.orders.Clear();
--- 327,331 ----
{
this.lastCloseDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime;
! this.seedForRandomGenerator++;
this.numDaysElapsedSinceLastOptimization++;
this.orders.Clear();
|
