Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv2423/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases
Modified Files:
FixedLengthTwoPhasesMain.cs
Log Message:
A generic IFitnessEvaluator is used, now.
Index: FixedLengthTwoPhasesMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/FixedLengthTwoPhases/FixedLengthTwoPhasesMain.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** FixedLengthTwoPhasesMain.cs 7 Feb 2008 18:41:31 -0000 1.4
--- FixedLengthTwoPhasesMain.cs 10 Feb 2008 14:20:32 -0000 1.5
***************
*** 30,33 ****
--- 30,34 ----
using QuantProject.Business.Strategies.Logging;
using QuantProject.Business.Strategies.Optimizing.Decoding;
+ using QuantProject.Business.Strategies.Optimizing.FitnessEvaluation;
using QuantProject.Business.Strategies.ReturnsManagement;
using QuantProject.Business.Strategies.ReturnsManagement.Time;
***************
*** 130,135 ****
// definition for the Fitness Evaluator
IEquityEvaluator equityEvaluator = new SharpeRatio();
! FixedLengthTwoPhasesFitnessEvaluator
! fixedLengthTwoPhasesFitnessEvaluator =
new FixedLengthTwoPhasesFitnessEvaluator( equityEvaluator );
--- 131,135 ----
// definition for the Fitness Evaluator
IEquityEvaluator equityEvaluator = new SharpeRatio();
! IFitnessEvaluator fitnessEvaluator =
new FixedLengthTwoPhasesFitnessEvaluator( equityEvaluator );
***************
*** 145,149 ****
new FixedLengthTwoPhasesGeneticChooser(
numberOfPortfolioPositions , inSampleDays , benchmark ,
! decoderForWeightedPositions , fixedLengthTwoPhasesFitnessEvaluator ,
historicalQuoteProvider ,
crossoverRate , mutationRate , elitismRate ,
--- 145,149 ----
new FixedLengthTwoPhasesGeneticChooser(
numberOfPortfolioPositions , inSampleDays , benchmark ,
! decoderForWeightedPositions , fitnessEvaluator ,
historicalQuoteProvider ,
crossoverRate , mutationRate , elitismRate ,
***************
*** 185,189 ****
this.saveLog(
endOfDayStrategyBackTester.Log ,
! endOfDayStrategyBackTester.DescriptionForLogFileName );
}
--- 185,189 ----
this.saveLog(
endOfDayStrategyBackTester.Log ,
! endOfDayStrategyBackTester.Description );
}
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