Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv12218/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio
Modified Files:
WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs
Log Message:
A logical error has been fixed:
this.setChosenPositions_usingTheGeneticOptimizer() is used now, instead of this.setWeightedPositions_usingTheGeneticOptimizer()
Index: WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WeightedPositionsChoosers/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio/WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs 13 Jul 2007 10:13:06 -0000 1.4
--- WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio.cs 1 Aug 2007 23:15:39 -0000 1.5
***************
*** 125,129 ****
generationNumberForGeneticOptimizer;
}
! #region setWeightedPositions_usingTheGeneticOptimizer
private History getTimeLineForOptimization( EndOfDayDateTime now )
{
--- 125,129 ----
generationNumberForGeneticOptimizer;
}
! #region setChosenPositions_usingTheGeneticOptimizer
private History getTimeLineForOptimization( EndOfDayDateTime now )
{
***************
*** 150,159 ****
// wFLagWeightedPositions.PortfolioWeightedPositions;
// }
! private void setSignedTickers_setTickersFromGenome(
! IGenomeManager genomeManager ,
! Genome genome )
{
this.wFLagChosenPositions =
! ( WFLagChosenPositions )genomeManager.Decode( genome );
// this.setWeightedPositions( wFLagWeightedPositions );
// this.drivingWeightedPositions =
--- 150,174 ----
// wFLagWeightedPositions.PortfolioWeightedPositions;
// }
! private WFLagWeightedPositions getWFLagWeightedPositions_FromDecodableGenome(
! IGenomeManager genomeManager , Genome genome )
{
+ object wFLagWeightedPositions =
+ genomeManager.Decode( genome );
+ if ( !(wFLagWeightedPositions is WFLagWeightedPositions) )
+ throw new Exception( "The genome is not a WFLagWeightedPositions. " +
+ "It should happen only if the genome is undecodable. This " +
+ "should never happen for the best genome." );
+ return (WFLagWeightedPositions)wFLagWeightedPositions;
+ }
+ private void setChosenPositions_FromDecodableGenome(
+ IGenomeManager genomeManager , Genome genome ,
+ EndOfDayDateTime now )
+ {
+ WFLagWeightedPositions wFLagWeightedPositions =
+ this.getWFLagWeightedPositions_FromDecodableGenome(
+ genomeManager , genome );
this.wFLagChosenPositions =
! new WFLagChosenPositions(
! wFLagWeightedPositions , now.DateTime );
// this.setWeightedPositions( wFLagWeightedPositions );
// this.drivingWeightedPositions =
***************
*** 162,166 ****
// wFLagWeightedPositions.PortfolioWeightedPositions;
}
! public virtual void setWeightedPositions_usingTheGeneticOptimizer(
WFLagEligibleTickers eligibleTickersForDrivingPositions ,
EndOfDayDateTime now )
--- 177,181 ----
// wFLagWeightedPositions.PortfolioWeightedPositions;
}
! public virtual void setChosenPositions_usingTheGeneticOptimizer(
WFLagEligibleTickers eligibleTickersForDrivingPositions ,
EndOfDayDateTime now )
***************
*** 193,203 ****
geneticOptimizer.Run( false );
! this.setSignedTickers_setTickersFromGenome(
! genomeManager , geneticOptimizer.BestGenome );
// this.generation = geneticOptimizer.BestGenome.Generation;
}
! #endregion
private void chosePositions_checkParameters(
WFLagEligibleTickers eligibleTickersForDrivingPositions ,
--- 208,218 ----
geneticOptimizer.Run( false );
! this.setChosenPositions_FromDecodableGenome(
! genomeManager , geneticOptimizer.BestGenome , now );
// this.generation = geneticOptimizer.BestGenome.Generation;
}
! #endregion //setChosenPositions_usingTheGeneticOptimizer
private void chosePositions_checkParameters(
WFLagEligibleTickers eligibleTickersForDrivingPositions ,
***************
*** 228,232 ****
this.chosePositions_checkParameters( eligibleTickersForDrivingPositions ,
now );
! this.setWeightedPositions_usingTheGeneticOptimizer(
eligibleTickersForDrivingPositions ,
now );
--- 243,247 ----
this.chosePositions_checkParameters( eligibleTickersForDrivingPositions ,
now );
! this.setChosenPositions_usingTheGeneticOptimizer(
eligibleTickersForDrivingPositions ,
now );
|
