Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv3064/b7_Scripts/TickerSelectionTesting/TestingOTCTypes
Modified Files:
RunEfficientOTCTypes.cs EndOfDayTimerHandlerOTCTypes.cs
Log Message:
Minor changes:
-formatting changes;
-changes in parameters.
Index: RunEfficientOTCTypes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/RunEfficientOTCTypes.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** RunEfficientOTCTypes.cs 7 Aug 2006 21:21:20 -0000 1.5
--- RunEfficientOTCTypes.cs 17 Sep 2006 21:48:39 -0000 1.6
***************
*** 72,76 ****
portfolioType, maxRunningHours)
{
! this.ScriptName = "OTC_Types_ExpScoreWithCoeffAndPriceSelection";
this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
this.accounts = new Account[4];
--- 72,76 ----
portfolioType, maxRunningHours)
{
! this.ScriptName = "OTCTypes_SR_NoCoeffPriceSel";
this.numDaysBetweenEachOptimization = numDaysBetweenEachOptimization;
this.accounts = new Account[4];
Index: EndOfDayTimerHandlerOTCTypes.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TickerSelectionTesting/TestingOTCTypes/EndOfDayTimerHandlerOTCTypes.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** EndOfDayTimerHandlerOTCTypes.cs 3 Aug 2006 21:31:15 -0000 1.4
--- EndOfDayTimerHandlerOTCTypes.cs 17 Sep 2006 21:48:39 -0000 1.5
***************
*** 222,226 ****
currentDate.AddDays(-30),
tickersFromGroup.Rows.Count,
! 30,500, 0.0001,100);
--- 222,226 ----
currentDate.AddDays(-30),
tickersFromGroup.Rows.Count,
! 20,500, 0.0001,100);
***************
*** 262,269 ****
if(setGenomeCounter)
this.genomeCounter = new GenomeCounter(GO);
!
GO.Run(false);
this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! currentDate,setOfTickersToBeOptimized.Rows.Count);
this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers;
this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights;
--- 262,271 ----
if(setGenomeCounter)
this.genomeCounter = new GenomeCounter(GO);
! GO.MutationRate = 0.2;
! GO.CrossoverRate = 0.95;
GO.Run(false);
this.addGenomeToBestGenomes(GO.BestGenome,currentDate.AddDays(-this.numDaysForOptimizationPeriod),
! currentDate,setOfTickersToBeOptimized.Rows.Count,-1, this.portfolioType,
! GO.GenerationCounter);
this.chosenTickers = ((GenomeMeaning)GO.BestGenome.Meaning).Tickers;
this.chosenTickersPortfolioWeights = ((GenomeMeaning)GO.BestGenome.Meaning).TickersPortfolioWeights;
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