Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers/Genetic
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv1950/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers/Genetic
Modified Files:
FixedLengthTwoPhasesGeneticChooser.cs
Log Message:
A generic IFitnessEvaluator is used, now.
Index: FixedLengthTwoPhasesGeneticChooser.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/InSampleChoosers/Genetic/FixedLengthTwoPhasesGeneticChooser.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** FixedLengthTwoPhasesGeneticChooser.cs 7 Feb 2008 18:39:42 -0000 1.3
--- FixedLengthTwoPhasesGeneticChooser.cs 10 Feb 2008 14:19:36 -0000 1.4
***************
*** 31,34 ****
--- 31,35 ----
using QuantProject.Business.Strategies.EquityEvaluation;
using QuantProject.Business.Strategies.Optimizing.Decoding;
+ using QuantProject.Business.Strategies.Optimizing.FitnessEvaluation;
using QuantProject.Business.Strategies.ReturnsManagement;
using QuantProject.Business.Timing;
***************
*** 48,52 ****
private Benchmark benchmark;
private IDecoderForWeightedPositions decoderForWeightedPositions;
! private FixedLengthTwoPhasesFitnessEvaluator fixedLengthTwoPhasesFitnessEvaluator;
private IHistoricalQuoteProvider historicalQuoteProvider;
private double crossoverRate;
--- 49,53 ----
private Benchmark benchmark;
private IDecoderForWeightedPositions decoderForWeightedPositions;
! private IFitnessEvaluator fitnessEvaluator;
private IHistoricalQuoteProvider historicalQuoteProvider;
private double crossoverRate;
***************
*** 64,71 ****
get
{
! string description = "genetic_" +
"longOnly_" +
"gnrtnSz_" + this.populationSizeForGeneticOptimizer +
! "_gnrtnNmbr_" + this.generationNumberForGeneticOptimizer;
return description;
}
--- 65,73 ----
get
{
! string description = "IsChsr_genetic_" +
"longOnly_" +
"gnrtnSz_" + this.populationSizeForGeneticOptimizer +
! "_gnrtnNmbr_" + this.generationNumberForGeneticOptimizer +
! this.decoderForWeightedPositions.Description;
return description;
}
***************
*** 74,78 ****
int numberOfPortfolioPositions , int inSampleDays , Benchmark benchmark ,
IDecoderForWeightedPositions decoderForWeightedPositions ,
! FixedLengthTwoPhasesFitnessEvaluator fixedLengthTwoPhasesFitnessEvaluator ,
IHistoricalQuoteProvider historicalQuoteProvider ,
double crossoverRate , double mutationRate , double elitismRate ,
--- 76,80 ----
int numberOfPortfolioPositions , int inSampleDays , Benchmark benchmark ,
IDecoderForWeightedPositions decoderForWeightedPositions ,
! IFitnessEvaluator fitnessEvaluator ,
IHistoricalQuoteProvider historicalQuoteProvider ,
double crossoverRate , double mutationRate , double elitismRate ,
***************
*** 85,90 ****
this.benchmark = benchmark;
this.decoderForWeightedPositions = decoderForWeightedPositions;
! this.fixedLengthTwoPhasesFitnessEvaluator =
! fixedLengthTwoPhasesFitnessEvaluator;
this.historicalQuoteProvider = historicalQuoteProvider;
this.crossoverRate = crossoverRate;
--- 87,91 ----
this.benchmark = benchmark;
this.decoderForWeightedPositions = decoderForWeightedPositions;
! this.fitnessEvaluator = fitnessEvaluator;
this.historicalQuoteProvider = historicalQuoteProvider;
this.crossoverRate = crossoverRate;
***************
*** 172,176 ****
returnsManager ,
this.decoderForWeightedPositions ,
! this.fixedLengthTwoPhasesFitnessEvaluator ,
QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
--- 173,177 ----
returnsManager ,
this.decoderForWeightedPositions ,
! this.fitnessEvaluator ,
QuantProject.ADT.ConstantsProvider.SeedForRandomGenerator );
|
